GD Culture Group Stock Volatility
| GDC Stock | 4.22 0.17 4.20% |
Sharpe Ratio = 0.0278
| Leading Returns | Top Quartile | |||
| Strong | ||||
| Moderate | ||||
| Modest | GDC | |||
| Cash | Low | Moderate | Elevated | High |
| Below Benchmark |
For GD Culture Group, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 7.57, and a Risk Adjusted Performance of 0.03%. Monthly performance data shows the stock operating at about 2% of its measured historical range.
Key indicators related to GD Culture's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for GD Culture (3 Months):
Beta 1.26 | Alpha 0.2 | Risk 7.57 | Sharpe Ratio 0.0278 | Expected Return 0.21 |
Moving together with GDC Stock
| 0.82 | MSFT | Microsoft Earnings Call This Week | PairCorr |
Moving Against GDC Stock
| 0.76 | XOM | Exxon Mobil Corp Earnings Call This Week | PairCorr |
| 0.71 | CVX | Chevron Corp Earnings Call This Week | PairCorr |
| 0.65 | T | ATT Inc | PairCorr |
| 0.58 | MRK | Merck Company Earnings Call This Week | PairCorr |
| 0.53 | VZ | Verizon Communications Earnings Call Tomorrow | PairCorr |
| 0.5 | JNJ | Johnson Johnson | PairCorr |
Sensitivity To Market
GD Culture Group exhibits a beta of 1.26, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 7.57%. GD Culture Group return patterns over the selected horizon reflect a high level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 7.57%. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books. For GD Culture, measured downside deviation describes the intensity of negative return periods.
3 Months Beta |GD Culture Group Demand TrendCurrent 90-day GD Culture correlation with market (Dow Jones Industrial)Downside Risk
For GDC, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of GDC standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates GDC total risk from its market-driven component. Combining GDC standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 7.57 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for GD Culture. Standard deviation reflects total return dispersion for GD Culture, while downside deviation captures only the adverse portion of GD Culture's returns. Standard deviation and downside deviation for GD Culture measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in GD Culture's returns. For GD Culture Group, recent data highlights a Downside Deviation of 8.23, a Downside Variance of 67.78, and a Maximum Drawdown of 59.94.
Stock Volatility Analysis
For GD Culture, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically GD Culture's price swings over a specific time horizon. For GD Culture, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in GD Culture's are triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of GD Culture Group'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
Over a 90-day investment horizon, GD Culture has a beta of 1.2605. This usually indicates when the benchmark rises, GDC tends to outperform it on average. However, when benchmark returns turn negative, GD Culture tends to underperform.Holders of GD Culture face systematic risk from broad stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. For GD Culture Group, recent data highlights a Downside Deviation of 8.23, a Mean Deviation of 4.83, and a Semi Deviation of 7.82.
Predicted Return Distribution |
| Density |
What Drives GD Culture's Price Volatility?
Industry Dynamics
GD Culture's volatility can rise when competitive dynamics or demand conditions shift across the Entertainment sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into GD Culture's trading.GD Culture's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in GD Culture.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of GD Culture is 3593.0. The daily returns are distributed with a variance of 57.38 and standard deviation of 7.57. The mean deviation of GD Culture Group is currently at 4.83. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.94
α | Alpha over Dow Jones | 0.20 | |
β | Beta against Dow Jones | 1.26 | |
σ | Overall volatility | 7.57 | |
Ir | Information ratio | 0.03 |
Stock Return Volatility
GD Culture return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 7.5747% on return distribution over a 90-day investment horizon. Meanwhile, 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
GD Culture Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing GD Culture's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MEI | 3.23 | 0.26 | 0.05 | 0.12 | 4.80 | 6.59 | 21.33 | |||
| ONTF | 1.14 | 0.58 | 0.94 | 1.34 | 0.00 | 0.51 | 39.29 | |||
| AZ | 3.51 | 0.21 | 0.05 | 0.10 | 3.86 | 8.31 | 23.89 | |||
| UIS | 2.39 | -0.07 | 0.00 | -10.44 | 0.00 | 5.00 | 19.95 | |||
| GCL | 5.78 | -0.82 | 0.00 | 1.39 | 0.00 | 9.91 | 52.55 | |||
| DMRC | 4.60 | 0.51 | 0.09 | 0.41 | 5.12 | 12.26 | 32.32 | |||
| KLTR | 3.27 | -0.16 | 0.00 | -0.18 | 0.00 | 6.50 | 19.56 | |||
| VUZI | 3.75 | -0.09 | 0.00 | -1.25 | 0.00 | 9.61 | 27.35 | |||
| EB | 0.19 | 0.02 | 0.05 | -0.77 | 0.14 | 0.45 | 1.35 | |||
| SMRT | 2.67 | -0.30 | 0.00 | -0.16 | 0.00 | 5.62 | 28.00 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for GD Culture identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. GD Culture has a market cap of 256.71 M, ROE of -138.87%.
GD Culture Group figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
GD Culture Volatility Profile Summary
Recent data suggests that GD Culture Group is more volatile than Dow Jones Industrial by approximately 8.05x 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 67% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.GD Culture Group with characteristics aligned to broad market upside participation. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View GD Culture probability analysis.
Weak diversification
For the present investment horizon, the measured correlation between GD Culture and Dow Jones stands at 0.57, or Weak diversification. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
GD Culture Additional Risk Indicators
Risk analysis around GD Culture Group gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0349 | |||
| Market Risk Adjusted Performance | 0.1693 | |||
| Mean Deviation | 4.83 | |||
| Semi Deviation | 7.82 | |||
| Downside Deviation | 8.23 | |||
| Coefficient Of Variation | 3593.0 | |||
| Standard Deviation | 7.57 |
GD Culture Suggested Diversification Pairs
A paired position built around GD Culture Group reduces directional market exposure while expressing a relative-value view. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
| Bank of America vs. GD Culture | ||
| Microsoft vs. GD Culture | ||
| Ford vs. GD Culture | ||
| Salesforce vs. GD Culture | ||
| Walker Dunlop vs. GD Culture | ||
| Citigroup vs. GD Culture | ||
| GM vs. GD Culture | ||
| Visa vs. GD Culture | ||
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around GD Culture, market-wide risk remains. What pair trading can address is GD Culture's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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