GEN Restaurant Group Stock Volatility
| GENK Stock | 2.28 -0.06 -2.56% |
Sharpe Ratio = 0.0848
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For GEN Restaurant Group, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 5.68, and a Risk Adjusted Performance of 0.1%. Monthly performance data shows the stock operating at about 6% of its measured historical range.
Key indicators related to GEN Restaurant's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for GEN Restaurant (3 Months):
Beta 1.87 | Alpha 0.31 | Risk 5.68 | Sharpe Ratio 0.08 | Expected Return 0.48 |
Sensitivity To Market
GEN Restaurant beta coefficient measures the volatility of GEN Restaurant stock relative to the systematic risk of the broad market benchmark. A beta of 1.87 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 5.68%. GEN Restaurant Group has shown noticeable price swings over the selected period. Downside deviation is about 4.95% and standard deviation is about 5.71%, which summarize how widely returns have moved. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For GEN Restaurant Group, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |GEN Restaurant Group Demand TrendCurrent 90-day GEN Restaurant correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far GEN Restaurant returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability. Tracking GEN Restaurant standard deviation across time horizons shows whether volatility is expanding or contracting.
Standard Deviation | 5.68 |
It is essential to understand the difference between upside risk and downside risk for GEN Restaurant. Total volatility includes favorable moves, while downside deviation isolates the loss risk in GEN Restaurant's daily returns. Both total and downside risk metrics contribute to a thorough analysis of GEN Restaurant. For GEN Restaurant Group, recent data highlights a Downside Deviation of 4.95, a Downside Variance of 24.48, and a Maximum Drawdown of 30.72.
Stock Volatility Analysis
Volatility refers to the frequency at which GEN Restaurant stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock. A stock with high volatility produces outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Median Price transformation calculates the midpoint between GEN Restaurant Group'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
Given a 90-day horizon, GEN Restaurant has a beta of 1.8692. This usually indicates when the benchmark rises, GENK tends to outperform it on average. However, when benchmark returns turn negative, GEN Restaurant tends to underperform.Both systematic and unsystematic risks influence GEN Restaurant. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. For GEN Restaurant Group, recent data highlights a Downside Deviation of 4.95, a Mean Deviation of 3.95, and a Semi Deviation of 4.70.
Predicted Return Distribution |
| Density |
What Drives GEN Restaurant's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Hotels, Restaurants & Leisure sector can move GEN Restaurant's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for GEN Restaurant.GEN Restaurant's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in GEN Restaurant's shares.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of GEN Restaurant is 1179.9. The daily returns are distributed with a variance of 32.23 and standard deviation of 5.68. The mean deviation of GEN Restaurant Group is currently at 3.91. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.31 | |
β | Beta against Dow Jones | 1.87 | |
σ | Overall volatility | 5.68 | |
Ir | Information ratio | 0.05 |
Stock Return Volatility
GEN Restaurant historical daily return volatility represents how much of GEN Restaurant stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 5.6775% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9166% 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
Strong recent returns in GEN Restaurant Stock do not always mean GEN Restaurant Company is outperforming peers on business quality. Reviewing GEN Restaurant'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| THCH | 3.51 | 0.15 | 0.03 | -0.30 | 4.10 | 8.42 | 25.58 | |||
| RRGB | 3.96 | 0.16 | 0.04 | 0.07 | 3.93 | 5.88 | 41.41 | |||
| CHSN | 9.25 | -3.82 | 0.00 | 4.14 | 0.00 | 11.11 | 107.79 | |||
| AOUT | 2.01 | -0.01 | 0.00 | -0.01 | 2.36 | 4.24 | 10.80 | |||
| HOFT | 2.62 | -0.09 | 0.00 | -0.27 | 0.00 | 5.66 | 24.79 | |||
| LIDR | 4.71 | 0.66 | 0.13 | 0.39 | 4.56 | 14.60 | 52.02 | |||
| SPWH | 3.62 | 0.28 | 0.07 | 0.21 | 3.27 | 8.46 | 36.18 | |||
| KNDI | 2.45 | -0.62 | 0.00 | -0.52 | 0.00 | 3.70 | 19.32 | |||
| IRBT | 11.51 | -2.18 | 0.00 | 1.05 | 0.00 | 21.78 | 146.53 | |||
| STKS | 3.21 | 0.11 | 0.02 | 0.15 | 4.01 | 7.21 | 19.71 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for GEN Restaurant identifies whether current dispersion is elevated, compressed, or transitioning between states. Elevated volatility regimes increase the cost of hedging and widen the range of expected outcomes. GEN Restaurant has a market cap of 77.04 million, ROE of -54.87%.
GEN Restaurant Group figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Analyst inputs may be included when coverage is available. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that GEN Restaurant Group is more volatile than Dow Jones Industrial by approximately 6.17x 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 51% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.GEN Restaurant Group exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. 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 GEN Restaurant probability analysis.
Good diversification
The correlation between GEN Restaurant and Dow Jones is 0.14, which Macroaxis classifies as Good diversification for the selected horizon. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Secondary risk indicators for GEN Restaurant Group evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0624 | |||
| Market Risk Adjusted Performance | 0.1761 | |||
| Mean Deviation | 3.95 | |||
| Semi Deviation | 4.7 | |||
| Downside Deviation | 4.95 | |||
| Coefficient Of Variation | 1782.35 | |||
| Standard Deviation | 5.71 |
GEN Restaurant Suggested Diversification Pairs
A pair-trading setup around GEN Restaurant shifts the return benchmark from the broad market to a second position, altering the risk profile. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
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 GEN Restaurant 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. GEN Restaurant's 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, GEN Restaurant's 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 GEN Restaurant Group.