Beam Global Stock Volatility
| BEEM Stock | USD 1.47 0.05 3.29% |
Beam Global secures Sharpe Ratio (or Efficiency) of -0.0189, which signifies that the company had a -0.0189 % return per unit of standard deviation over the last 3 months. Beam Global exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beam Global's mean deviation of 3.77, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide.
Sharpe Ratio = -0.0189
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| Negative Returns | BEEM |
Based on monthly moving average Beam Global is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Beam Global by adding Beam Global to a well-diversified portfolio.
Key indicators related to Beam Global's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Beam Global 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 Beam daily returns, and it is calculated using variance and standard deviation. We also use Beam's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Beam Global volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Beam Global 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 Beam Global at lower prices. For example, an investor can purchase Beam 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 Beam Global'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. Main indicators related to Beam Global's market risk premium analysis include:
Beta 2.06 | Alpha (0.28) | Risk 4.88 | Sharpe Ratio (0.02) | Expected Return (0.09) |
Moving together with Beam Stock
| 0.77 | ENVX | Enovix Corp Earnings Call This Week | PairCorr |
| 0.67 | EOSE | Eos Energy Enterprises | PairCorr |
| 0.71 | FLUX | Flux Power Holdings | PairCorr |
Moving against Beam Stock
| 0.62 | AME | Ametek Inc | PairCorr |
| 0.6 | ALDBT | DBT SA | PairCorr |
| 0.59 | P4L | PREFORMED LINE PROD | PairCorr |
| 0.57 | ESP | Espey Mfg Electronics | PairCorr |
| 0.48 | 4LG | LANDISGYR GROUP AG | PairCorr |
| 0.44 | VICR | Vicor | PairCorr |
| 0.42 | EMR | Emerson Electric | PairCorr |
| 0.41 | ENS | Enersys | PairCorr |
| 0.39 | ST | Sensata Technologies Earnings Call Today | PairCorr |
| 0.39 | WATT | Energous Tech Boost | PairCorr |
Beam Global Market Sensitivity And Downside Risk
Beam Global's beta coefficient measures the volatility of Beam 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 Beam stock's returns against your selected market. In other words, Beam Global's beta of 2.06 provides an investor with an approximation of how much risk Beam Global stock can potentially add to one of your existing portfolios. Beam Global exhibits very low volatility with skewness of 0.07 and kurtosis of -0.45. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Beam Global's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Beam Global's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Beam Global Demand TrendCheck current 90 days Beam Global correlation with market (Dow Jones Industrial)Beam Global Volatility and Downside Risk
Beam 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.
Using Beam Put Option to Manage Risk
Put options written on Beam Global grant holders of the option the right to sell a specified amount of Beam Global at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Beam Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Beam Global's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Beam Global will be realized, the loss incurred will be offset by the profits made with the option trade.
Beam Global's PUT expiring on 2026-05-15
Profit |
| Beam Global Price At Expiration |
Current Beam Global Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | BEEM260515P00002500 | -0.730549 | 0.395225 | 102 | 2026-05-15 | 0.9 - 1.25 | 0.0 | View |
Put | BEEM260515P00005000 | -0.913323 | 0.149717 | 1 | 2026-05-15 | 3.0 - 4.0 | 0.0 | View |
Beam Global Stock Volatility Analysis
Volatility refers to the frequency at which Beam Global stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Beam Global's price changes. Investors will then calculate the volatility of Beam Global'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 Beam Global's volatility:
Historical Volatility
This type of stock volatility measures Beam Global's fluctuations based on previous trends. It's commonly used to predict Beam Global'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 Beam Global'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 Beam Global'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. Beam Global 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.
Beam Global Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.0643 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Beam Global will likely underperform.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 Beam Global or Electrical Equipment 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 Beam Global'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 Beam 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.
Predicted Return Density |
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What Drives a Beam Global 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Beam Global Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Beam Global is -5291.1. The daily returns are distributed with a variance of 23.78 and standard deviation of 4.88. The mean deviation of Beam Global is currently at 4.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -0.28 | |
β | Beta against Dow Jones | 2.06 | |
σ | Overall volatility | 4.88 | |
Ir | Information ratio | -0.05 |
Beam Global Stock Return Volatility
Beam Global historical daily return volatility represents how much of Beam Global stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 4.8764% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7472% volatility on return distribution over the 90 days horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between Beam Stock performing well and Beam Global Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Beam Global's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SPRU | 4.41 | 0.11 | 0.01 | (0.10) | 6.51 | 10.62 | 44.12 | |||
| MAXN | 3.73 | (0.50) | 0.00 | (0.13) | 0.00 | 8.61 | 32.99 | |||
| SMXT | 4.60 | (0.39) | 0.00 | (0.20) | 0.00 | 10.23 | 29.70 | |||
| VVPR | 7.18 | 0.10 | 0.02 | 0.07 | 8.32 | 15.98 | 47.90 | |||
| RCON | 3.08 | (0.14) | 0.00 | 0.35 | 0.00 | 6.11 | 18.87 | |||
| DWSN | 3.40 | 0.46 | 0.11 | 0.39 | 3.80 | 8.62 | 21.79 | |||
| PED | 2.75 | 0.07 | 0.01 | 0.33 | 3.28 | 6.00 | 16.10 | |||
| ZEO | 3.72 | (0.68) | 0.00 | (0.39) | 0.00 | 7.56 | 25.48 | |||
| USEG | 3.35 | (0.18) | 0.00 | (0.28) | 0.00 | 7.07 | 20.41 | |||
| INDO | 4.64 | 0.96 | 0.16 | (213.48) | 5.28 | 12.17 | 29.93 |
About Beam Global Volatility
Volatility is a rate at which the price of Beam Global 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 Beam Global may increase or decrease. In other words, similar to Beam's beta indicator, it measures the risk of Beam Global and helps estimate the fluctuations that may happen in a short period of time. So if prices of Beam Global 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 | 230 K | 192.1 K | |
| Market Cap | 409.7 M | 430.2 M |
Beam Global'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 Beam Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Beam Global's price varies over time.
3 ways to utilize Beam Global's volatility to invest better
Higher Beam Global's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Beam Global 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. Beam Global 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 Beam Global investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Beam Global'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 Beam Global's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Beam Global Investment Opportunity
Beam Global has a volatility of 4.88 and is 6.51 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Beam Global is lower than 43 percent of all global equities and portfolios over the last 90 days. You can use Beam Global to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Beam Global to be traded at $1.4112 in 90 days.Very good diversification
The correlation between Beam Global and DJI is -0.44 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Beam Global and DJI in the same portfolio, assuming nothing else is changed.
Beam Global Additional Risk Indicators
The analysis of Beam Global'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 Beam Global's investment and either accepting that risk or mitigating it. Along with some common measures of Beam Global 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 | (0.03) | |||
| Market Risk Adjusted Performance | (0.09) | |||
| Mean Deviation | 3.77 | |||
| Coefficient Of Variation | (2,368) | |||
| Standard Deviation | 4.68 | |||
| Variance | 21.87 | |||
| Information Ratio | (0.05) |
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.
Beam Global 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 Beam Global 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. Beam Global'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, Beam Global'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 Beam Global.
When determining whether Beam Global is a strong investment it is important to analyze Beam Global'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 Beam Global's future performance. For an informed investment choice regarding Beam Stock, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Beam Global. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in discontinued. To learn how to invest in Beam Stock, please use our How to Invest in Beam Global guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Will Electrical Components & Equipment sector continue expanding? Could Beam diversify its offerings? Factors like these will boost the valuation of Beam Global. Projected growth potential of Beam fundamentally drives upward valuation adjustments. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Beam Global data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Earnings Share (1.85) | Revenue Per Share | Quarterly Revenue Growth (0.50) | Return On Assets | Return On Equity |
Investors evaluate Beam Global using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Beam Global's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Beam Global's market price to deviate significantly from intrinsic value.
It's important to distinguish between Beam Global's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Beam Global should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Beam Global's market price signifies the transaction level at which participants voluntarily complete trades.