Dominari Holdings Stock Volatility
| DOMH Stock | 3.81 0.15 3.79% |
Dominari Holdings secures Sharpe Ratio (or Efficiency) of -0.0258, which denotes the company had a -0.0258 % return per unit of risk over the last 3 months. Dominari Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dominari Holdings' Variance of 21.36, mean deviation of 3.57, and Standard Deviation of 4.62 to check the risk estimate we provide.
Sharpe Ratio = -0.0258
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| Negative Returns | DOMH |
Based on monthly moving average Dominari Holdings 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 Dominari Holdings by adding Dominari Holdings to a well-diversified portfolio.
Key indicators related to Dominari Holdings' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Dominari 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 Dominari daily returns, and it is calculated using variance and standard deviation. We also use Dominari's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Dominari Holdings volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Dominari Holdings' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Dominari Holdings' 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 Dominari Holdings at lower prices. For example, an investor can purchase Dominari 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 Dominari Holdings' market risk premium analysis include:
Beta 2.1 | Alpha (0.28) | Risk 4.52 | Sharpe Ratio (0.03) | Expected Return (0.12) |
Moving against Dominari Stock
Dominari Holdings Market Sensitivity And Downside Risk
Dominari Holdings' beta coefficient measures the volatility of Dominari 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 Dominari stock's returns against your selected market. In other words, Dominari Holdings's beta of 2.1 provides an investor with an approximation of how much risk Dominari Holdings stock can potentially add to one of your existing portfolios. Dominari Holdings exhibits very low volatility with skewness of 0.14 and kurtosis of 0.81. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Dominari Holdings' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Dominari Holdings' 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 Dominari Holdings Demand TrendCheck current 90 days Dominari Holdings correlation with market (Dow Jones Industrial)Dominari Holdings Volatility and Downside Risk
Dominari 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 Dominari Put Option to Manage Risk
Put options written on Dominari Holdings grant holders of the option the right to sell a specified amount of Dominari Holdings 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 Dominari Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Dominari Holdings' 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 Dominari Holdings will be realized, the loss incurred will be offset by the profits made with the option trade.
Dominari Holdings' PUT expiring on 2026-03-20
Profit |
| Dominari Holdings Price At Expiration |
Current Dominari Holdings Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | DOMH260320P00005000 | 0.0 | 0.0 | 101 | 2026-03-20 | 0.0 - 0.0 | 0.0 | View |
Put | DOMH260320P00007500 | 0.0 | 0.0 | 11 | 2026-03-20 | 0.0 - 0.0 | 0.0 | View |
Put | DOMH260320P00002280 | 0.0 | 0.0 | 1 | 2026-03-20 | 0.0 - 0.0 | 0.0 | View |
Put | DOMH260320P00004780 | 0.0 | 0.0 | 103 | 2026-03-20 | 0.0 - 0.0 | 0.0 | View |
Put | DOMH260320P00007280 | 0.0 | 0.0 | 11 | 2026-03-20 | 0.0 - 0.0 | 0.0 | View |
Put | DOMH260320P00001840 | -0.094839 | 0.05505 | 1 | 2026-03-20 | 0.0 - 0.2 | 0.0 | View |
Put | DOMH260320P00004340 | -0.627073 | 0.36178 | 100 | 2026-03-20 | 0.6 - 0.9 | 0.0 | View |
Put | DOMH260320P00006840 | 0.0 | 0.0 | 11 | 2026-03-20 | 2.1 - 3.9 | 0.0 | View |
Dominari Holdings Stock Volatility Analysis
Volatility refers to the frequency at which Dominari Holdings stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Dominari Holdings' price changes. Investors will then calculate the volatility of Dominari 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 Dominari Holdings' volatility:
Historical Volatility
This type of stock volatility measures Dominari Holdings' fluctuations based on previous trends. It's commonly used to predict Dominari 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 Dominari 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 Dominari 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. Dominari Holdings 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.
Dominari Holdings Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.0976 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, Dominari Holdings 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 Dominari Holdings or Capital Markets 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 Dominari 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 Dominari 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 |
| Returns |
What Drives a Dominari 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 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.Dominari Holdings Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Dominari Holdings is -3879.9. The daily returns are distributed with a variance of 20.4 and standard deviation of 4.52. The mean deviation of Dominari Holdings is currently at 3.41. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | -0.28 | |
β | Beta against Dow Jones | 2.10 | |
σ | Overall volatility | 4.52 | |
Ir | Information ratio | -0.05 |
Dominari Holdings Stock Return Volatility
Dominari Holdings historical daily return volatility represents how much of Dominari Holdings stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 4.517% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7533% volatility on return distribution over the 90 days 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
There is a big difference between Dominari Stock performing well and Dominari Holdings 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 Dominari Holdings' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BTM | 3.92 | (1.49) | 0.00 | (0.85) | 0.00 | 5.43 | 29.32 | |||
| DAIC | 6.62 | (2.88) | 0.00 | (1.72) | 0.00 | 8.39 | 55.68 | |||
| SRL | 3.46 | 0.72 | 0.19 | 1.55 | 2.82 | 17.08 | 29.54 | |||
| PROP | 2.97 | (0.06) | 0.00 | 0.24 | 0.00 | 6.47 | 21.34 | |||
| IOR | 0.85 | 0.02 | (0.01) | 0.17 | 1.57 | 3.49 | 17.00 | |||
| HNNA | 1.20 | 0.06 | 0.01 | 0.30 | 1.72 | 2.45 | 8.70 | |||
| UBCP | 1.24 | 0.13 | 0.06 | 0.33 | 1.40 | 2.86 | 8.48 | |||
| OFS | 2.63 | (0.65) | 0.00 | (0.39) | 0.00 | 4.63 | 17.27 | |||
| BOTJ | 1.28 | 0.37 | 0.19 | (5.33) | 1.17 | 3.12 | 9.56 | |||
| FDSB | 0.48 | 0.19 | 0.21 | 2.01 | 0.18 | 1.09 | 3.97 |
About Dominari Holdings Volatility
Volatility is a rate at which the price of Dominari 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 Dominari Holdings may increase or decrease. In other words, similar to Dominari's beta indicator, it measures the risk of Dominari Holdings and helps estimate the fluctuations that may happen in a short period of time. So if prices of Dominari 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 | 270 K | 456.5 K | |
| Market Cap | 7 M | 6.6 M |
Dominari 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 Dominari Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Dominari Holdings' price varies over time.
3 ways to utilize Dominari Holdings' volatility to invest better
Higher Dominari Holdings' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Dominari Holdings 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. Dominari Holdings 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 Dominari Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Dominari 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 Dominari Holdings' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Dominari Holdings Investment Opportunity
Dominari Holdings has a volatility of 4.52 and is 6.03 times more volatile than Dow Jones Industrial. 40 percent of all equities and portfolios are less risky than Dominari Holdings. You can use Dominari Holdings 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 Dominari Holdings to be traded at 3.66 in 90 days.Good diversification
The correlation between Dominari Holdings and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dominari Holdings and DJI in the same portfolio, assuming nothing else is changed.
Dominari Holdings Additional Risk Indicators
The analysis of Dominari 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 Dominari Holdings' investment and either accepting that risk or mitigating it. Along with some common measures of Dominari 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.07) | |||
| Mean Deviation | 3.57 | |||
| Coefficient Of Variation | (2,950) | |||
| Standard Deviation | 4.62 | |||
| Variance | 21.36 | |||
| 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.
Dominari 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 Dominari 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. Dominari 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, Dominari 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 Dominari Holdings.
Complementary Tools for Dominari Stock analysis
When running Dominari Holdings' price analysis, check to measure Dominari 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 Dominari Holdings is operating at the current time. Most of Dominari Holdings' value examination focuses on studying past and present price action to predict the probability of Dominari Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dominari Holdings' price. Additionally, you may evaluate how the addition of Dominari Holdings to your portfolios can decrease your overall portfolio volatility.
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