Jetai Inc Stock Volatility
| JTAIW Stock | 0.04 0.01 18.20% |
JetAI is out of control given 3 months investment horizon. JetAI Inc holds Efficiency (Sharpe) Ratio of 0.097, which attests that the entity had a 0.097% return per unit of risk over the last 3 months. We were able to collect and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.44% are justified by taking the suggested risk. Use JetAI Inc Risk Adjusted Performance of 0.0658, market risk adjusted performance of (0.21), and Downside Deviation of 21.72 to evaluate company specific risk that cannot be diversified away. Key indicators related to JetAI's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
JetAI 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 JetAI daily returns, and it is calculated using variance and standard deviation. We also use JetAI's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of JetAI volatility.
JetAI |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as JetAI 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 JetAI at lower prices. For example, an investor can purchase JetAI 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 JetAI'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 against JetAI Stock
JetAI Market Sensitivity And Downside Risk
JetAI's beta coefficient measures the volatility of JetAI 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 JetAI stock's returns against your selected market. In other words, JetAI's beta of -11.02 provides an investor with an approximation of how much risk JetAI stock can potentially add to one of your existing portfolios. JetAI Inc is showing large volatility of returns over the selected time horizon. JetAI Inc is a penny stock. Although JetAI may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in JetAI Inc. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on JetAI 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 JetAI Inc Demand TrendCheck current 90 days JetAI correlation with market (NYSE Composite)JetAI Beta |
JetAI 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 | 25.14 |
It is essential to understand the difference between upside risk (as represented by JetAI's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of JetAI's daily returns or price. Since the actual investment returns on holding a position in jetai 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 JetAI.
JetAI Inc Stock Volatility Analysis
Volatility refers to the frequency at which JetAI stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with JetAI's price changes. Investors will then calculate the volatility of JetAI'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 JetAI's volatility:
Historical Volatility
This type of stock volatility measures JetAI's fluctuations based on previous trends. It's commonly used to predict JetAI'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 JetAI'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 JetAI's to be redeemed at a future date.Transformation |
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JetAI Projected Return Density Against Market
Assuming the 90 days horizon JetAI Inc has a beta of -11.0226 . This indicates as returns on its benchmark rise, returns on holding JetAI Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, JetAI 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 JetAI or Software 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 JetAI'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 JetAI 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.
JetAI Inc has an alpha of 2.6998, implying that it can generate a 2.7 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a JetAI 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.JetAI Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of JetAI is 1031.05. The daily returns are distributed with a variance of 632.23 and standard deviation of 25.14. The mean deviation of JetAI Inc is currently at 15.53. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.59
α | Alpha over NYSE Composite | 2.70 | |
β | Beta against NYSE Composite | -11.02 | |
σ | Overall volatility | 25.14 | |
Ir | Information ratio | 0.09 |
JetAI Stock Return Volatility
JetAI historical daily return volatility represents how much of JetAI stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture shows 25.1442% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.5978% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About JetAI Volatility
Volatility is a rate at which the price of JetAI 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 JetAI may increase or decrease. In other words, similar to JetAI's beta indicator, it measures the risk of JetAI and helps estimate the fluctuations that may happen in a short period of time. So if prices of JetAI 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.3 ways to utilize JetAI's volatility to invest better
Higher JetAI's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of JetAI Inc 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. JetAI Inc 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 JetAI Inc investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in JetAI'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 JetAI's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
JetAI Investment Opportunity
JetAI Inc has a volatility of 25.14 and is 41.9 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of JetAI Inc is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use JetAI Inc to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of JetAI to be traded at 0.0389 in 90 days.Very good diversification
The correlation between JetAI Inc and NYA is -0.25 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding JetAI Inc and NYA in the same portfolio, assuming nothing else is changed.
JetAI Additional Risk Indicators
The analysis of JetAI'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 JetAI's investment and either accepting that risk or mitigating it. Along with some common measures of JetAI 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 | 0.0658 | |||
| Market Risk Adjusted Performance | (0.21) | |||
| Mean Deviation | 16.57 | |||
| Semi Deviation | 17.15 | |||
| Downside Deviation | 21.72 | |||
| Coefficient Of Variation | 1047.8 | |||
| Standard Deviation | 25.51 |
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.
JetAI 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.
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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 JetAI 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. JetAI'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, JetAI'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 JetAI Inc.
When determining whether JetAI Inc is a strong investment it is important to analyze JetAI's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact JetAI's future performance. For an informed investment choice regarding JetAI Stock, refer to the following important reports: Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for JetAI Stock analysis
When running JetAI's price analysis, check to measure JetAI'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 JetAI is operating at the current time. Most of JetAI's value examination focuses on studying past and present price action to predict the probability of JetAI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JetAI's price. Additionally, you may evaluate how the addition of JetAI to your portfolios can decrease your overall portfolio volatility.
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Is JetAI'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 JetAI. If investors know JetAI 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 JetAI listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Revenue Per Share 1.728 | Quarterly Revenue Growth 1.052 | Return On Assets (1.56) |
The market value of JetAI Inc is measured differently than its book value, which is the value of JetAI that is recorded on the company's balance sheet. Investors also form their own opinion of JetAI's value that differs from its market value or its book value, called intrinsic value, which is JetAI'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 JetAI's market value can be influenced by many factors that don't directly affect JetAI'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 JetAI's value and its price as these two are different measures arrived at by different means. Investors typically determine if JetAI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JetAI'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.