BranchOut Food Common Stock Volatility
| BOF Stock | 3.77 -0.13 -3.33% |
Sharpe Ratio = 0.1132
| Leading Returns | Top Quartile | |||
| Strong | ||||
| Moderate | ||||
| Modest | BOF | |||
| Cash | Low | Moderate | Elevated | High |
| Below Benchmark |
Latest disclosures for BranchOut Food Common show a Market Risk Adjusted Performance of 0.2%, a Risk of 4.98, and a Risk Adjusted Performance of 0.1%. Moving average data positions the stock near 8% of its recent return envelope.
Key indicators related to BranchOut Food's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for BranchOut Food (3 Months):
Beta 2 | Alpha 0.46 | Risk 4.98 | Sharpe Ratio 0.11 | Expected Return 0.56 |
Moving together with BranchOut Stock
Moving Against BranchOut Stock
| 0.61 | FLO | Flowers Foods | PairCorr |
| 0.53 | BABY | Else Nutrition Holdings | PairCorr |
| 0.47 | CPB | Campbells | PairCorr |
| 0.47 | FTFT | Future Fintech Group | PairCorr |
| 0.45 | MBH | Maggie Beer Holdings | PairCorr |
| 0.43 | CYF | Canyon Creek Food Earnings Call This Week | PairCorr |
| 0.36 | KRZA | KERRY GRP PLC | PairCorr |
| 0.36 | JJ1 | JJ SNACK FOODS | PairCorr |
| 0.35 | 0M7 | COFCO Joycome Foods | PairCorr |
| 0.31 | HRL | Hormel Foods | PairCorr |
Sensitivity To Market
Beta analysis for BranchOut Food Common evaluates how its price movements correlate with the broader market. With a beta of 2.0, BranchOut Food reflects measurable exposure to systematic risk. Observed total volatility stands near 4.98%. Asymmetric risk in BranchOut Food Common is visible through downside-focused metrics. Downside deviation reads 4.31% and semi-deviation reads 4.06%, isolating the loss-side component of total return variability. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |BranchOut Food Common Demand TrendCurrent 90-day BranchOut Food correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for BranchOut summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When BranchOut standard deviation rises relative to its historical range, it signals a regime change in price behavior. Annualizing the daily figure scales BranchOut standard deviation to a time horizon more commonly used in risk budgeting.
Standard Deviation | 4.98 |
Standard deviation and downside deviation are complementary tools for assessing BranchOut Food's risk. Downside deviation or semi-deviation of BranchOut Food's returns isolates the loss-side component of total variability. For BranchOut Food, understanding the difference between standard deviation and downside deviation is analytically important. Semi-deviation of BranchOut Food's returns captures only losses, providing a more focused risk measure. Latest disclosures for BranchOut Food Common show a Downside Deviation of 4.31, a Downside Variance of 18.58, and a Maximum Drawdown of 24.55.
Stock Volatility Analysis
In evaluating BranchOut Food as an investment, volatility is a primary indicator of risk. High volatility generally means the stock price moves dramatically in a short period of time. Lower risk tolerance generally corresponds to preference for stocks exhibiting lower volatility. Volatility metrics inform stop-loss placement and exposure calibration for BranchOut Food.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Median Price transformation calculates the midpoint between BranchOut Food Common's high and low for each trading period. This provides a simple measure of the period's central tendency based on range extremes, ignoring the opening and closing levels. Compared to the typical or weighted close price, the median price gives equal weight to buyers and sellers at the extremes and is often used as a smoothed input for trend and momentum indicators.
Projected Return Density Against Market
Over a 90-day investment horizon, BranchOut Food has a beta of 2.0013 suggesting when the benchmark rises, BOF tends to outperform it on average. However, when benchmark returns turn negative, BranchOut Food tends to underperform.BranchOut Food volatility reflects broader stock market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Latest disclosures for BranchOut Food Common show a Downside Deviation of 4.31, a Mean Deviation of 4.05, and a Semi Deviation of 4.06.
Predicted Return Distribution |
| Density |
What Drives BranchOut Food's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Food Products sector often influence how investors price BranchOut Food's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around BranchOut Food.BranchOut Food's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of BranchOut Food is 883.78. The daily returns are distributed with a variance of 24.84 and standard deviation of 4.98. The mean deviation of BranchOut Food Common is currently at 3.98. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.94
α | Alpha over Dow Jones | 0.46 | |
β | Beta against Dow Jones | 2.00 | |
σ | Overall volatility | 4.98 | |
Ir | Information ratio | 0.09 |
Stock Return Volatility
Daily return volatility for BranchOut Food measures how far stock returns deviate from their average on a day-to-day basis. The company shows 4.9839% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9427% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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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
| High negative correlations
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Risk-Adjusted Indicators
Evaluating BranchOut Stock requires separating price momentum from underlying operating strength versus competitors. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FARM | 1.54 | -0.25 | 0.00 | -0.56 | 0.00 | 2.05 | 26.80 | |||
| COOT | 4.24 | -0.20 | 0.00 | 3.13 | 0.00 | 11.94 | 32.97 | |||
| PAVS | 8.60 | -2.52 | 0.00 | -2.89 | 0.00 | 14.05 | 136.15 | |||
| NCRA | 4.23 | -1.64 | 0.00 | -21.95 | 0.00 | 5.56 | 55.71 | |||
| IMG | 10.68 | -3.29 | 0.00 | -0.47 | 0.00 | 23.64 | 78.22 | |||
| DSY | 3.61 | -1.26 | 0.00 | -1.61 | 0.00 | 6.61 | 27.50 | |||
| BNKK | 5.15 | -0.59 | 0.00 | -0.25 | 0.00 | 9.95 | 52.49 | |||
| JZ | 8.87 | 0.86 | 0.07 | 0.52 | 10.57 | 24.10 | 94.20 | |||
| JVA | 2.68 | 0.41 | 0.10 | 1.00 | 3.52 | 5.68 | 35.65 | |||
| RYET | 2.81 | 0.03 | 0.01 | 0.02 | 2.77 | 5.31 | 27.03 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for BranchOut Food defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Drawdown frequency and clustering help distinguish episodic stress from persistent volatility regimes. BranchOut Food has a market cap of 54.98 M, ROE of -1.55%.
BranchOut Food Common data is compiled from periodic company reporting and market reference feeds and standardized for comparability. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Vlad Skutelnik, Macroaxis Contributor
BranchOut Food Volatility Profile Summary
Recent data suggests that BranchOut Food Common is more volatile than Dow Jones Industrial by approximately 5.3x 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 44% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.BranchOut Food Common exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. an unexpected downward movement. The market is reacting to new fundamentals. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View BranchOut Food probability analysis.
Excellent diversification
BranchOut Food currently posts a -0.06 correlation with Dow Jones, indicating a Excellent diversification relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
BranchOut Food Additional Risk Indicators
Looking at additional risk metrics for BranchOut Food Common frames how the position may behave under different market and portfolio conditions. Cross-security comparison within similar growth and valuation profiles provides additional context for interpreting relative risk positioning.
| Risk Adjusted Performance | 0.0958 | |||
| Market Risk Adjusted Performance | 0.239 | |||
| Mean Deviation | 4.05 | |||
| Semi Deviation | 4.06 | |||
| Downside Deviation | 4.31 | |||
| Coefficient Of Variation | 1069.19 | |||
| Standard Deviation | 5.01 |
BranchOut Food Suggested Diversification Pairs
Pair trading with BranchOut Food hedges company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing BranchOut Food with another position. However, BranchOut Food's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with BranchOut Food Common.
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