Bjs Wholesale Club Stock Volatility
| BJ Stock | USD 102.78 2.22 2.21% |
BJs Wholesale is very steady at the moment. BJs Wholesale Club secures Sharpe Ratio (or Efficiency) of 0.0992, which signifies that the company had a 0.0992 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BJs Wholesale Club, which you can use to evaluate the volatility of the firm. Please confirm BJs Wholesale's Mean Deviation of 1.48, downside deviation of 1.84, and Risk Adjusted Performance of 0.0878 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%.
Sharpe Ratio = 0.0992
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Based on monthly moving average BJs Wholesale is performing at about 7% of its full potential. 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 BJs Wholesale by adding it to a well-diversified portfolio.
Key indicators related to BJs Wholesale's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
BJs Wholesale 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 BJs daily returns, and it is calculated using variance and standard deviation. We also use BJs's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BJs Wholesale volatility.
ESG Sustainability
While most ESG disclosures are voluntary, BJs Wholesale's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to BJs Wholesale's managers and investors.Environmental | Governance | Social |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of BJs Wholesale at lower prices. For example, an investor can purchase BJs stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes. Main indicators related to BJs Wholesale's market risk premium analysis include:
Beta 0.47 | Alpha 0.15 | Risk 1.86 | Sharpe Ratio 0.0992 | Expected Return 0.18 |
Moving together with BJs Stock
| 0.75 | YI | 111 Inc | PairCorr |
| 0.64 | 2CF | Chefs Warehouse | PairCorr |
| 0.64 | IMKTA | Ingles Markets | PairCorr |
| 0.77 | AVO | Mission Produce | PairCorr |
| 0.7 | SYY | Sysco | PairCorr |
| 0.68 | TGT | Target | PairCorr |
Moving against BJs Stock
| 0.67 | 3GX | HF FOODS GRP | PairCorr |
| 0.46 | HITI | High Tide | PairCorr |
| 0.42 | MSS | Maison Solutions | PairCorr |
| 0.31 | WBUY | WEBUY GLOBAL LTD | PairCorr |
| 0.31 | 62M | Metro Inc | PairCorr |
BJs Wholesale Market Sensitivity And Downside Risk
BJs Wholesale's beta coefficient measures the volatility of BJs 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 BJs stock's returns against your selected market. In other words, BJs Wholesale's beta of 0.47 provides an investor with an approximation of how much risk BJs Wholesale stock can potentially add to one of your existing portfolios. BJs Wholesale Club has relatively low volatility with skewness of -0.14 and kurtosis of -0.49. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure BJs Wholesale'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 BJs Wholesale'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 BJs Wholesale Club Demand TrendCheck current 90 days BJs Wholesale correlation with market (Dow Jones Industrial)BJs Wholesale Volatility and Downside Risk
BJs 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 BJs Put Option to Manage Risk
Put options written on BJs Wholesale grant holders of the option the right to sell a specified amount of BJs Wholesale 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 BJs Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge BJs Wholesale'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 BJs Wholesale will be realized, the loss incurred will be offset by the profits made with the option trade.
BJs Wholesale's PUT expiring on 2026-05-15
Profit |
| BJs Wholesale Price At Expiration |
Current BJs Wholesale Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | BJ260515P00045000 | -0.039298 | 0.001463 | 1 | 2026-05-15 | 0.0 - 1.15 | 0.0 | View |
Put | BJ260515P00055000 | -0.031414 | 0.001814 | 17 | 2026-05-15 | 0.0 - 0.55 | 0.0 | View |
Put | BJ260515P00060000 | -0.063608 | 0.002927 | 4 | 2026-05-15 | 0.0 - 1.4 | 0.0 | View |
Put | BJ260515P00065000 | -0.032777 | 0.002604 | 1 | 2026-05-15 | 0.05 - 0.75 | 0.0 | View |
Put | BJ260515P00070000 | -0.027239 | 0.002827 | 42 | 2026-05-15 | 0.05 - 0.45 | 0.0 | View |
Put | BJ260515P00075000 | -0.053953 | 0.00495 | 99 | 2026-05-15 | 0.35 - 0.75 | 0.0 | View |
Put | BJ260515P00080000 | -0.07537 | 0.007171 | 114 | 2026-05-15 | 0.6 - 0.85 | 0.0 | View |
Put | BJ260515P00085000 | -0.125136 | 0.010716 | 154 | 2026-05-15 | 1.15 - 1.45 | 0.0 | View |
Put | BJ260515P00090000 | -0.184754 | 0.015019 | 123 | 2026-05-15 | 1.95 - 2.25 | 0.0 | View |
Put | BJ260515P00095000 | -0.275614 | 0.019408 | 148 | 2026-05-15 | 3.1 - 3.7 | 0.0 | View |
Put | BJ260515P00100000 | -0.38587 | 0.02283 | 488 | 2026-05-15 | 4.9 - 5.7 | 0.0 | View |
BJs Wholesale Club Stock Volatility Analysis
Volatility refers to the frequency at which BJs Wholesale stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with BJs Wholesale's price changes. Investors will then calculate the volatility of BJs Wholesale'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 BJs Wholesale's volatility:
Historical Volatility
This type of stock volatility measures BJs Wholesale's fluctuations based on previous trends. It's commonly used to predict BJs Wholesale'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 BJs Wholesale'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 BJs Wholesale'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. BJs Wholesale Club 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.
BJs Wholesale Projected Return Density Against Market
Allowing for the 90-day total investment horizon BJs Wholesale has a beta of 0.4746 suggesting as returns on the market go up, BJs Wholesale average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding BJs Wholesale Club will be expected to be much smaller as well.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 BJs Wholesale or Consumer Staples Distribution & Retail 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 BJs Wholesale'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 BJs 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 BJs Wholesale 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.BJs Wholesale Stock Risk Measures
Allowing for the 90-day total investment horizon the coefficient of variation of BJs Wholesale is 1008.49. The daily returns are distributed with a variance of 3.46 and standard deviation of 1.86. The mean deviation of BJs Wholesale Club is currently at 1.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 0.15 | |
β | Beta against Dow Jones | 0.47 | |
σ | Overall volatility | 1.86 | |
Ir | Information ratio | 0.06 |
BJs Wholesale Stock Return Volatility
BJs Wholesale historical daily return volatility represents how much of BJs Wholesale stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 1.8588% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.764% 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 BJs Stock performing well and BJs Wholesale 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 BJs Wholesale'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PG | 0.95 | 0.15 | 0.08 | 6.62 | 1.01 | 1.84 | 5.66 | |||
| KO | 0.79 | 0.18 | 0.13 | (1.06) | 0.64 | 2.07 | 4.23 | |||
| WMT | 1.20 | 0.39 | 0.33 | 1.36 | 0.64 | 3.34 | 8.25 | |||
| OLLI | 1.63 | (0.23) | 0.00 | (0.12) | 0.00 | 3.30 | 9.34 | |||
| DLTR | 1.91 | 0.20 | 0.11 | 0.21 | 1.76 | 4.05 | 10.30 | |||
| DG | 1.71 | 0.63 | 0.31 | 0.76 | 1.32 | 4.59 | 20.14 | |||
| TGT | 1.54 | 0.35 | 0.17 | 0.41 | 1.72 | 3.72 | 8.54 | |||
| PSMT | 1.21 | 0.41 | 0.31 | 0.52 | 0.77 | 3.65 | 9.74 | |||
| PM | 1.09 | 0.29 | 0.18 | 1.55 | 1.10 | 2.39 | 7.92 |
About BJs Wholesale Volatility
Volatility is a rate at which the price of BJs Wholesale 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 BJs Wholesale may increase or decrease. In other words, similar to BJs's beta indicator, it measures the risk of BJs Wholesale and helps estimate the fluctuations that may happen in a short period of time. So if prices of BJs Wholesale 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 | 113.9 M | 108.2 M | |
| Market Cap | 7.5 B | 5.6 B |
BJs Wholesale'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 BJs Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much BJs Wholesale's price varies over time.
3 ways to utilize BJs Wholesale's volatility to invest better
Higher BJs Wholesale's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of BJs Wholesale Club 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. BJs Wholesale Club 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 BJs Wholesale Club investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in BJs Wholesale'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 BJs Wholesale's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
BJs Wholesale Investment Opportunity
BJs Wholesale Club has a volatility of 1.86 and is 2.45 times more volatile than Dow Jones Industrial. 16 percent of all equities and portfolios are less risky than BJs Wholesale. You can use BJs Wholesale Club to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of BJs Wholesale to be traded at $123.34 in 90 days.Very weak diversification
The correlation between BJs Wholesale Club and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding BJs Wholesale Club and DJI in the same portfolio, assuming nothing else is changed.
BJs Wholesale Additional Risk Indicators
The analysis of BJs Wholesale'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 BJs Wholesale's investment and either accepting that risk or mitigating it. Along with some common measures of BJs Wholesale 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 | 0.0878 | |||
| Market Risk Adjusted Performance | 0.3811 | |||
| Mean Deviation | 1.48 | |||
| Semi Deviation | 1.7 | |||
| Downside Deviation | 1.84 | |||
| Coefficient Of Variation | 981.5 | |||
| Standard Deviation | 1.83 |
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.
BJs Wholesale 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 BJs Wholesale 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. BJs Wholesale'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, BJs Wholesale'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 BJs Wholesale Club.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in BJs Wholesale Club. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
What growth prospects exist in Consumer Staples Distribution & Retail sector? Can BJs capture new markets? Factors like these will boost the valuation of BJs Wholesale. Projected growth potential of BJs fundamentally drives upward valuation adjustments. Valuation analysis balances hard financial data with qualitative growth assessments. While each BJs Wholesale valuation metric matters, prioritizing which indicators carry greater predictive weight remains essential.
Quarterly Earnings Growth (0.02) | Earnings Share 4.34 | Revenue Per Share | Quarterly Revenue Growth 0.049 | Return On Assets |
Understanding BJs Wholesale Club requires distinguishing between market price and book value, where the latter reflects BJs's accounting equity. The concept of intrinsic value - what BJs Wholesale's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. Market sentiment, economic cycles, and investor behavior can push BJs Wholesale's price substantially above or below its fundamental value.
It's important to distinguish between BJs Wholesale's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding BJs Wholesale should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, BJs Wholesale's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.