Brera Holdings Plc Stock Volatility
| BREA Stock | 0.62 0.01 1.59% |
Brera Holdings appears to be out of control, given 3 months investment horizon. Brera Holdings PLC secures Sharpe Ratio (or Efficiency) of 0.0345, which signifies that the company had a 0.0345 % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Brera Holdings PLC, which you can use to evaluate the volatility of the firm. Please makes use of Brera Holdings' risk adjusted performance of 0.0048, and Mean Deviation of 5.34 to double-check if our risk estimates are consistent with your expectations. Key indicators related to Brera Holdings' volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Brera Holdings 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 Brera daily returns, and it is calculated using variance and standard deviation. We also use Brera's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Brera Holdings volatility.
Brera |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Brera Holdings can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Brera Holdings at lower prices to lower their average cost per share. Similarly, when the prices of Brera Holdings' stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Brera Stock
| 0.56 | SE | Sea | PairCorr |
| 0.36 | TV | Grupo Televisa SAB Earnings Call This Week | PairCorr |
| 0.35 | FLNT | Fluent Inc | PairCorr |
| 0.35 | DIS | Walt Disney | PairCorr |
Brera Holdings Market Sensitivity And Downside Risk
Brera Holdings' beta coefficient measures the volatility of Brera 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 Brera stock's returns against your selected market. In other words, Brera Holdings's beta of 0.24 provides an investor with an approximation of how much risk Brera Holdings stock can potentially add to one of your existing portfolios. Brera Holdings PLC is displaying above-average volatility over the selected time horizon. Brera Holdings PLC is a potential penny stock. Although Brera Holdings may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Brera Holdings PLC. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Brera 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 Brera Holdings PLC Demand TrendCheck current 90 days Brera Holdings correlation with market (Dow Jones Industrial)Brera Beta |
Brera 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 | 8.98 |
It is essential to understand the difference between upside risk (as represented by Brera Holdings's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Brera Holdings' daily returns or price. Since the actual investment returns on holding a position in brera 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 Brera Holdings.
Brera Holdings PLC Stock Volatility Analysis
Volatility refers to the frequency at which Brera Holdings stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Brera Holdings' price changes. Investors will then calculate the volatility of Brera Holdings' 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 Brera Holdings' volatility:
Historical Volatility
This type of stock volatility measures Brera Holdings' fluctuations based on previous trends. It's commonly used to predict Brera Holdings' 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 Brera Holdings' 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 Brera Holdings' 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. Brera Holdings PLC 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.
Brera Holdings Projected Return Density Against Market
Given the investment horizon of 90 days Brera Holdings has a beta of 0.2393 suggesting as returns on the market go up, Brera Holdings average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Brera Holdings PLC 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 Brera Holdings or Entertainment 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 Brera Holdings' 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 Brera 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.
Brera Holdings PLC has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Brera Holdings 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.Brera Holdings Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Brera Holdings is 2900.51. The daily returns are distributed with a variance of 80.61 and standard deviation of 8.98. The mean deviation of Brera Holdings PLC is currently at 5.46. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.71
α | Alpha over Dow Jones | -0.07 | |
β | Beta against Dow Jones | 0.24 | |
σ | Overall volatility | 8.98 | |
Ir | Information ratio | -0.0075 |
Brera Holdings Stock Return Volatility
Brera Holdings historical daily return volatility represents how much of Brera Holdings stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 8.9783% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.713% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Brera Holdings Volatility
Volatility is a rate at which the price of Brera Holdings 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 Brera Holdings may increase or decrease. In other words, similar to Brera's beta indicator, it measures the risk of Brera Holdings and helps estimate the fluctuations that may happen in a short period of time. So if prices of Brera Holdings 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 | 372.2 K | 390.8 K | |
| Market Cap | 8 M | 7.6 M |
Brera Holdings' 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 Brera Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Brera Holdings' price varies over time.
3 ways to utilize Brera Holdings' volatility to invest better
Higher Brera Holdings' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Brera Holdings PLC 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. Brera Holdings PLC 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 Brera Holdings PLC investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Brera Holdings' 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 Brera Holdings' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Brera Holdings Investment Opportunity
Brera Holdings PLC has a volatility of 8.98 and is 12.65 times more volatile than Dow Jones Industrial. 80 percent of all equities and portfolios are less risky than Brera Holdings. You can use Brera Holdings PLC to protect your portfolios against small market fluctuations. The stock experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Brera Holdings to be traded at 0.6014 in 90 days.Significant diversification
The correlation between Brera Holdings PLC and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brera Holdings PLC and DJI in the same portfolio, assuming nothing else is changed.
Brera Holdings Additional Risk Indicators
The analysis of Brera Holdings' 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 Brera Holdings' investment and either accepting that risk or mitigating it. Along with some common measures of Brera Holdings 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 | 0.0048 | |||
| Market Risk Adjusted Performance | (0.26) | |||
| Mean Deviation | 5.34 | |||
| Coefficient Of Variation | (16,028) | |||
| Standard Deviation | 8.81 | |||
| Variance | 77.54 | |||
| Information Ratio | (0.01) |
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.
Brera Holdings 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 Brera Holdings 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. Brera Holdings' 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, Brera Holdings' 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 Brera Holdings PLC.
Complementary Tools for Brera Stock analysis
When running Brera Holdings' price analysis, check to measure Brera Holdings' 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 Brera Holdings is operating at the current time. Most of Brera Holdings' value examination focuses on studying past and present price action to predict the probability of Brera Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brera Holdings' price. Additionally, you may evaluate how the addition of Brera Holdings to your portfolios can decrease your overall portfolio volatility.
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