Jaguar Animal Health Stock Volatility
| JAGX Stock | USD 0.29 0.02 6.45% |
Jaguar Animal is out of control given 3 months investment horizon. Jaguar Animal Health holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.98% are justified by taking the suggested risk. Use Jaguar Animal Health Market Risk Adjusted Performance of (0.73), downside deviation of 9.6, and Risk Adjusted Performance of 0.1237 to evaluate company specific risk that cannot be diversified away. Key indicators related to Jaguar Animal's volatility include:
570 Days Market Risk | Chance Of Distress | 570 Days Economic Sensitivity |
Jaguar Animal Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Jaguar daily returns, and it is calculated using variance and standard deviation. We also use Jaguar's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jaguar Animal volatility.
Jaguar |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Jaguar Animal can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Jaguar Animal at lower prices. For example, an investor can purchase Jaguar stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Jaguar Animal's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Jaguar Stock
Moving against Jaguar Stock
| 0.83 | BMY | Bristol Myers Squibb Aggressive Push | PairCorr |
| 0.71 | EPIX | ESSA Pharma Financial Report 14th of May 2024 | PairCorr |
| 0.67 | VRAX | Virax Biolabs Group Fiscal Year End 12th of June 2024 | PairCorr |
| 0.66 | JNJ | Johnson Johnson Financial Report 18th of July 2024 | PairCorr |
| 0.42 | KZR | Kezar Life Sciences | PairCorr |
| 0.41 | FENC | Fennec Pharmaceuticals Earnings Call This Week | PairCorr |
Jaguar Animal Market Sensitivity And Downside Risk
Jaguar Animal's beta coefficient measures the volatility of Jaguar stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Jaguar stock's returns against your selected market. In other words, Jaguar Animal's beta of -3.88 provides an investor with an approximation of how much risk Jaguar Animal stock can potentially add to one of your existing portfolios. Jaguar Animal Health is showing large volatility of returns over the selected time horizon. Jaguar Animal Health is a potential penny stock. Although Jaguar Animal may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Jaguar Animal Health. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Jaguar instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Jaguar Animal Health Demand TrendCheck current 90 days Jaguar Animal correlation with market (NYSE Composite)Jaguar Beta |
Jaguar standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 15.96 |
It is essential to understand the difference between upside risk (as represented by Jaguar Animal's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Jaguar Animal's daily returns or price. Since the actual investment returns on holding a position in jaguar stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Jaguar Animal.
Jaguar Animal Health Stock Volatility Analysis
Volatility refers to the frequency at which Jaguar Animal stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Jaguar Animal's price changes. Investors will then calculate the volatility of Jaguar Animal's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Jaguar Animal's volatility:
Historical Volatility
This type of stock volatility measures Jaguar Animal's fluctuations based on previous trends. It's commonly used to predict Jaguar Animal's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Jaguar Animal's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Jaguar Animal's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Jaguar Animal Health Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Jaguar Animal Projected Return Density Against Market
Given the investment horizon of 90 days Jaguar Animal Health has a beta of -3.8756 . This indicates as returns on its benchmark rise, returns on holding Jaguar Animal Health are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Jaguar Animal is expected to outperform its benchmark.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Jaguar Animal or Pharmaceuticals sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Jaguar Animal's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Jaguar stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Jaguar Animal Health has an alpha of 3.1613, implying that it can generate a 3.16 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Jaguar Animal Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Jaguar Animal Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Jaguar Animal is 536.27. The daily returns are distributed with a variance of 254.71 and standard deviation of 15.96. The mean deviation of Jaguar Animal Health is currently at 11.11. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 3.16 | |
β | Beta against NYSE Composite | -3.88 | |
σ | Overall volatility | 15.96 | |
Ir | Information ratio | 0.18 |
Jaguar Animal Stock Return Volatility
Jaguar Animal historical daily return volatility represents how much of Jaguar Animal stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 15.9598% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.6307% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Jaguar Animal Volatility
Volatility is a rate at which the price of Jaguar Animal or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Jaguar Animal may increase or decrease. In other words, similar to Jaguar's beta indicator, it measures the risk of Jaguar Animal and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jaguar Animal fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 6.5 M | 6.3 M | |
| Market Cap | 3.5 M | 3.3 M |
Jaguar Animal's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Jaguar Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Jaguar Animal's price varies over time.
3 ways to utilize Jaguar Animal's volatility to invest better
Higher Jaguar Animal's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Jaguar Animal Health stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Jaguar Animal Health stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Jaguar Animal Health investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Jaguar Animal's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Jaguar Animal's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Jaguar Animal Investment Opportunity
Jaguar Animal Health has a volatility of 15.96 and is 25.33 times more volatile than NYSE Composite. 96 percent of all equities and portfolios are less risky than Jaguar Animal. You can use Jaguar Animal Health to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of Jaguar Animal to be traded at $0.2755 in 90 days.Good diversification
The correlation between Jaguar Animal Health and NYA is -0.15 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jaguar Animal Health and NYA in the same portfolio, assuming nothing else is changed.
Jaguar Animal Additional Risk Indicators
The analysis of Jaguar Animal's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Jaguar Animal's investment and either accepting that risk or mitigating it. Along with some common measures of Jaguar Animal stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1237 | |||
| Market Risk Adjusted Performance | (0.73) | |||
| Mean Deviation | 10.78 | |||
| Semi Deviation | 8.21 | |||
| Downside Deviation | 9.6 | |||
| Coefficient Of Variation | 540.84 | |||
| Standard Deviation | 15.62 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Jaguar Animal Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Jaguar Animal as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Jaguar Animal's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Jaguar Animal's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Jaguar Animal Health.
When determining whether Jaguar Animal Health offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Jaguar Animal's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Jaguar Animal Health Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Jaguar Animal Health Stock: Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Jaguar Animal Health. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in price. Note that the Jaguar Animal Health information on this page should be used as a complementary analysis to other Jaguar Animal's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Jaguar Stock analysis
When running Jaguar Animal's price analysis, check to measure Jaguar Animal's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Jaguar Animal is operating at the current time. Most of Jaguar Animal's value examination focuses on studying past and present price action to predict the probability of Jaguar Animal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jaguar Animal's price. Additionally, you may evaluate how the addition of Jaguar Animal to your portfolios can decrease your overall portfolio volatility.
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Is Jaguar Animal's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Jaguar Animal. If investors know Jaguar will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Jaguar Animal listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.79) | Revenue Per Share 0.423 | Quarterly Revenue Growth (0.29) | Return On Assets (0.43) | Return On Equity (23.67) |
The market value of Jaguar Animal Health is measured differently than its book value, which is the value of Jaguar that is recorded on the company's balance sheet. Investors also form their own opinion of Jaguar Animal's value that differs from its market value or its book value, called intrinsic value, which is Jaguar Animal's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Jaguar Animal's market value can be influenced by many factors that don't directly affect Jaguar Animal's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Jaguar Animal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jaguar Animal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jaguar Animal's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.