Bio Green Med Stock Volatility
| BGMS Stock | 0.99 -0.01 -1.00% |
Sharpe Ratio = 0.0161
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Latest disclosures for Bio Green Med show a Market Risk Adjusted Performance of 0.1%, a Risk of 4.55, and a Risk Adjusted Performance of 0.03%. The stock is tracking at approximately 1% of its historical trend range per monthly averages.
Key indicators related to Bio Green's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Bio Green (3 Months):
Beta 2.17 | Alpha 0.1 | Risk 4.55 | Sharpe Ratio 0.02 | Expected Return 0.07 |
Sensitivity To Market
Bio Green Med beta of 2.17 quantifies how much of its total volatility (4.55%) is attributable to market-wide factors versus idiosyncratic drivers. Bio Green Med return dispersion over the lookback window shows standard deviation near 6.48% and semi-deviation near 5.14%, providing a baseline for comparison across peer instruments. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books. For Bio Green, measured downside deviation describes the intensity of negative return periods.
3 Months Beta |Bio Green Med Demand TrendCurrent 90-day Bio Green correlation with market (Dow Jones Industrial)Downside Risk
Bio Green daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 4.55 |
The difference between upside risk and downside risk is meaningful for Bio Green analysis. Semi-deviation and downside deviation isolate negative return dispersion, providing additional context on loss-specific risk relative to total volatility for Bio Green. Latest disclosures for Bio Green Med show a Downside Deviation of 6.31, a Downside Variance of 39.81, and a Maximum Drawdown of 53.23.
Stock Volatility Analysis
When measuring the risk of Bio Green stock, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with Bio Green's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Bio Green Med's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, Bio Green has a beta of 2.1734 suggesting when the benchmark rises, BGMS tends to outperform it on average. However, when benchmark returns turn negative, Bio Green tends to underperform.Risk assessment for Bio Green separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. Latest disclosures for Bio Green Med show a Downside Deviation of 6.31, a Mean Deviation of 3.59, and a Semi Deviation of 5.14.
Predicted Return Distribution |
| Density |
What Drives Bio Green's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Health Care Providers & Services sector often set the baseline volatility regime for Bio Green.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Bio Green's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Bio Green's.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Bio Green is 6221.98. The daily returns are distributed with a variance of 20.67 and standard deviation of 4.55. The mean deviation of Bio Green Med is currently at 2.78. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97
α | Alpha over Dow Jones | 0.10 | |
β | Beta against Dow Jones | 2.17 | |
σ | Overall volatility | 4.55 | |
Ir | Information ratio | 0.02 |
Stock Return Volatility
Bio Green daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 4.546% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9313% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
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
Return momentum in Bio Green Stock is more useful when tested against peer-relative fundamentals and risk. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BBLG | 2.61 | -0.27 | 0.00 | -0.29 | 0.00 | 5.45 | 11.83 | |||
| BFRG | 8.50 | 1.17 | 0.15 | 0.28 | 7.12 | 17.98 | 131.81 | |||
| MSPR | 8.50 | 0.27 | 0.03 | 0.11 | 8.66 | 20.69 | 71.56 | |||
| BNBX | 4.11 | -1.22 | 0.00 | -0.85 | 0.00 | 8.11 | 32.03 | |||
| NAOV | 5.98 | -0.12 | 0.00 | -0.03 | 0.00 | 10.43 | 93.37 | |||
| CNSP | 8.70 | 2.37 | 0.39 | -0.70 | 4.82 | 10.04 | 248.19 | |||
| MOVE | 6.75 | 1.02 | 0.14 | 84.80 | 6.49 | 20.54 | 70.34 | |||
| SXTP | 6.44 | -0.62 | 0.00 | 0.24 | 0.00 | 10.44 | 93.68 | |||
| SILO | 6.27 | 0.82 | 0.11 | 2.48 | 6.29 | 24.39 | 64.77 |
Risk Metrics, Assumptions & Methodology
Beta for Bio Green measures the share of volatility attributable to broad market movements versus company-specific factors. Beta instability across periods suggests the relationship between market risk and asset volatility is shifting. Bio Green has a market cap of 5.52 million, ROE of -128.45%.
Bio Green Med metrics draw on periodic company reporting and market reference feeds, standardized for cross-period comparison. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Bio Green Med is more volatile than Dow Jones Industrial by approximately 4.89x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 40% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Bio Green Med exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a moderate downward daily trend that may serve as a diversifier. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Bio Green probability analysis.
Moderate diversification
The correlation between Bio Green and Dow Jones is 0.34, which Macroaxis classifies as Moderate diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Secondary risk indicators for Bio Green Med evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.
| Risk Adjusted Performance | 0.0268 | |||
| Market Risk Adjusted Performance | 0.0618 | |||
| Mean Deviation | 3.59 | |||
| Semi Deviation | 5.14 | |||
| Downside Deviation | 6.31 | |||
| Coefficient Of Variation | 5288.49 | |||
| Standard Deviation | 6.48 |
Bio Green Suggested Diversification Pairs
A pair-trading setup around Bio Green shifts the return benchmark from the broad market to a second position, altering the risk profile. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Bio Green persists even in a well-constructed pair. The benefit is in offsetting Bio Green's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Bio Green Med.
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