Fubotv Inc Stock Volatility
| FUBO Stock | USD 12.40 -0.45 -3.50% |
Sharpe Ratio = -0.1102
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Fubotv Inc's financial profile includes a Market Risk Adjusted Performance of -0.5%, a Risk of 5.27, and a Risk Adjusted Performance of -0.1%. Monthly moving average data shows the stock is underperforming relative to its full potential.
Key indicators related to Fubotv's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Fubotv (3 Months):
Beta 1.08 | Alpha -0.60 | Risk 5.27 | Sharpe Ratio -0.11 | Expected Return -0.58 |
Moving together with Fubotv Stock
Moving Against Fubotv Stock
Sensitivity To Market
Beta analysis for Fubotv Inc evaluates how its price movements correlate with the broader market. With a beta of 1.08, Fubotv reflects measurable exposure to systematic risk. Observed total volatility stands near 5.27%. Asymmetric risk in Fubotv Inc is visible through downside-focused metrics. Downside deviation reads 0.0% and semi-deviation reads 0.0%, isolating the loss-side component of total return variability. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Fubotv Inc, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Fubotv Inc Demand TrendCurrent 90-day Fubotv correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for Fubotv summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When Fubotv standard deviation rises relative to its historical range, it signals a regime change in price behavior.
Standard Deviation | 5.27 |
Standard deviation and downside deviation are complementary tools for assessing Fubotv's risk. Downside deviation or semi-deviation of Fubotv's returns isolates the loss-side component of total variability. For Fubotv, understanding the difference between standard deviation and downside deviation is analytically important. Fubotv Inc's financial profile includes a Maximum Drawdown of 30.56.
Stock Volatility Analysis
In evaluating Fubotv 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.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Fubotv Inc'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, Fubotv has a beta of 1.083. This usually indicates Fubotv Inc market returns are highly reactive to returns on the market. As the market goes up or down, Fubotv tends to follow.Risk for Fubotv can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the stock market cannot be eliminated. Historical beta and volatility measures provide context. Fubotv Inc's financial profile includes a Mean Deviation of 3.50 and a Standard Deviation of 5.27.
Predicted Return Distribution |
| Density |
What Drives Fubotv's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Software sector often influence how investors price Fubotv's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Fubotv.Fubotv's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Fubotv is -907.79. The daily returns are distributed with a variance of 27.74 and standard deviation of 5.27. The mean deviation of Fubotv Inc is currently at 3.5. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.6009 | |
β | Beta against Dow Jones | 1.08 | |
σ | Overall volatility | 5.27 | |
Ir | Information ratio | -0.1139 |
Stock Return Volatility
Daily return volatility for Fubotv measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 5.2669% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9716% 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
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Risk-Adjusted Indicators
Evaluating Fubotv Stock requires separating price momentum from underlying operating strength versus competitors. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TV | 1.91 | -0.11 | 0.00 | -0.10 | 0.00 | 3.69 | 12.78 | |||
| NMAX | 4.16 | 0.02 | 0.00 | 0.00 | 7.18 | 8.39 | 54.30 | |||
| MOMO | 1.35 | 0.03 | 0.01 | 0.04 | 1.77 | 3.21 | 8.76 | |||
| GIBO | 1.95 | -0.08 | 0.00 | 0.56 | 0.00 | 3.65 | 22.56 | |||
| IDT | 1.15 | 0.13 | 0.09 | 0.31 | 1.21 | 2.10 | 6.67 | |||
| OPRA | 2.54 | 0.76 | 0.29 | 0.70 | 2.04 | 4.85 | 27.55 | |||
| ZD | 2.78 | 0.72 | 0.22 | 3.89 | 2.63 | 3.63 | 53.00 | |||
| ATUS | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| STGW | 2.47 | 0.55 | 0.18 | 0.59 | 2.71 | 6.83 | 24.95 | |||
| GOGO | 2.92 | 0.19 | 0.06 | 0.20 | 2.99 | 7.95 | 19.21 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Fubotv identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. Fubotv has a market cap of 364.97 million, ROE of -7.69%.
Fubotv Inc 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: Vlad Skutelnik, Macroaxis Contributor
Volatility Profile Summary
Recent data suggests that Fubotv Inc is more volatile than Dow Jones Industrial by approximately 5.43x 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 47% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Fubotv Inc exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This directional read frames the latest price swing through a simple momentum and follow-through lens. 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 Fubotv probability analysis.
Weak diversification
Across the chosen horizon, Fubotv and Dow Jones show a correlation of 0.53 and fall into the Weak diversification bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Additional Risk Indicators
A broader risk-indicator set for Fubotv Inc extends the analysis beyond standard volatility and risk measures. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | -0.1 | |||
| Market Risk Adjusted Performance | -0.53 | |||
| Mean Deviation | 3.5 | |||
| Coefficient Of Variation | -907.79 | |||
| Standard Deviation | 5.27 | |||
| Variance | 27.74 | |||
| Information Ratio | -0.11 |
Fubotv Suggested Diversification Pairs
A paired position built around Fubotv Inc reduces directional market exposure while expressing a relative-value view. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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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 Fubotv with another position. However, Fubotv's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Fubotv Inc.