Gaming Leisure Properties Stock Volatility
| GLPI Stock | USD 44.75 0.61 1.34% |
Gaming Leisure is very steady at the moment. Gaming Leisure Properties holds Efficiency (Sharpe) Ratio of 0.0175, which attests that the entity had a 0.0175 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Gaming Leisure Properties, which you can use to evaluate the volatility of the firm. Please check out Gaming Leisure's Market Risk Adjusted Performance of 2.18, downside deviation of 1.2, and Risk Adjusted Performance of 0.02 to validate if the risk estimate we provide is consistent with the expected return of 0.0212%.
Sharpe Ratio = 0.0175
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Based on monthly moving average Gaming Leisure is performing at about 1% of its full potential. 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 Gaming Leisure by adding it to a well-diversified portfolio.
Key indicators related to Gaming Leisure's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Gaming Leisure 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 Gaming daily returns, and it is calculated using variance and standard deviation. We also use Gaming's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Gaming Leisure volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Gaming Leisure's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Gaming Leisure's 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 Gaming Leisure at lower prices. For example, an investor can purchase Gaming 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 Gaming Leisure's market risk premium analysis include:
Beta 0.0087 | Alpha 0.0186 | Risk 1.21 | Sharpe Ratio 0.0175 | Expected Return 0.0212 |
Moving together with Gaming Stock
| 0.68 | ITOCY | Itochu Corp ADR Earnings Call This Week | PairCorr |
| 0.66 | CUEN | Cuentas | PairCorr |
| 0.62 | SLB | Schlumberger NV | PairCorr |
Moving against Gaming Stock
Gaming Leisure Market Sensitivity And Downside Risk
Gaming Leisure's beta coefficient measures the volatility of Gaming 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 Gaming stock's returns against your selected market. In other words, Gaming Leisure's beta of 0.0087 provides an investor with an approximation of how much risk Gaming Leisure stock can potentially add to one of your existing portfolios. Gaming Leisure Properties has relatively low volatility with skewness of 0.71 and kurtosis of 1.18. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Gaming Leisure's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Gaming Leisure's 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 Gaming Leisure Properties Demand TrendCheck current 90 days Gaming Leisure correlation with market (Dow Jones Industrial)Gaming Leisure Volatility and Downside Risk
Gaming 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 Gaming Put Option to Manage Risk
Put options written on Gaming Leisure grant holders of the option the right to sell a specified amount of Gaming Leisure 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 Gaming Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Gaming Leisure's 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 Gaming Leisure will be realized, the loss incurred will be offset by the profits made with the option trade.
Gaming Leisure's PUT expiring on 2026-04-17
Profit |
| Gaming Leisure Price At Expiration |
Current Gaming Leisure Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | GLPI260417P00032500 | -0.10677 | 0.014267 | 5 | 2026-04-17 | 0.0 - 0.75 | 0.0 | View |
Put | GLPI260417P00035000 | -0.192602 | 0.017352 | 76 | 2026-04-17 | 0.0 - 2.0 | 0.0 | View |
Put | GLPI260417P00037500 | -0.130853 | 0.028594 | 34 | 2026-04-17 | 0.1 - 0.95 | 0.0 | View |
Put | GLPI260417P00040000 | -0.145305 | 0.047665 | 29 | 2026-04-17 | 0.25 - 0.5 | 0.0 | View |
Put | GLPI260417P00042500 | -0.296843 | 0.080219 | 59 | 2026-04-17 | 0.7 - 1.0 | 0.0 | View |
Put | GLPI260417P00045000 | -0.52584 | 0.095546 | 30 | 2026-04-17 | 1.75 - 2.05 | 0.0 | View |
Put | GLPI260417P00047500 | -0.75612 | 0.078859 | 9 | 2026-04-17 | 2.7 - 4.3 | 0.0 | View |
Gaming Leisure Properties Stock Volatility Analysis
Volatility refers to the frequency at which Gaming Leisure stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Gaming Leisure's price changes. Investors will then calculate the volatility of Gaming Leisure's 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 Gaming Leisure's volatility:
Historical Volatility
This type of stock volatility measures Gaming Leisure's fluctuations based on previous trends. It's commonly used to predict Gaming Leisure's 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 Gaming Leisure's 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 Gaming Leisure's 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. Gaming Leisure Properties 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.
Gaming Leisure Projected Return Density Against Market
Given the investment horizon of 90 days Gaming Leisure has a beta of 0.0087 . This usually indicates as returns on the market go up, Gaming Leisure average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Gaming Leisure Properties 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 Gaming Leisure or Specialized REITs 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 Gaming Leisure's 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 Gaming 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.
Gaming Leisure Properties has an alpha of 0.0186, implying that it can generate a 0.0186 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Gaming Leisure 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.Gaming Leisure Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Gaming Leisure is 5723.49. The daily returns are distributed with a variance of 1.47 and standard deviation of 1.21. The mean deviation of Gaming Leisure Properties is currently at 0.9. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 1.21 | |
Ir | Information ratio | -0.01 |
Gaming Leisure Stock Return Volatility
Gaming Leisure historical daily return volatility represents how much of Gaming Leisure stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 1.2131% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7435% 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 Gaming Stock performing well and Gaming Leisure 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 Gaming Leisure's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LAMR | 0.92 | 0.11 | 0.08 | 0.40 | 0.96 | 2.13 | 7.61 | |||
| NLY | 0.90 | 0.15 | 0.11 | 0.29 | 1.00 | 2.39 | 5.24 | |||
| RITM | 1.05 | 0.00 | 0.00 | 0.04 | 1.68 | 2.15 | 5.69 | |||
| AMH | 1.10 | (0.10) | 0.00 | (0.20) | 0.00 | 2.00 | 7.05 | |||
| OHI | 0.94 | 0.14 | 0.07 | (0.41) | 1.12 | 2.13 | 8.67 | |||
| REG | 0.80 | 0.00 | (0.03) | 0.02 | 1.00 | 1.85 | 3.69 | |||
| HST | 1.26 | 0.16 | 0.12 | 0.22 | 1.14 | 2.65 | 9.68 | |||
| ELS | 0.83 | 0.03 | 0.00 | 0.16 | 0.95 | 2.11 | 4.37 |
About Gaming Leisure Volatility
Volatility is a rate at which the price of Gaming Leisure 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 Gaming Leisure may increase or decrease. In other words, similar to Gaming's beta indicator, it measures the risk of Gaming Leisure and helps estimate the fluctuations that may happen in a short period of time. So if prices of Gaming Leisure 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 | ||
| Market Cap | 6.2 B | 3.6 B |
Gaming Leisure's 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 Gaming Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Gaming Leisure's price varies over time.
3 ways to utilize Gaming Leisure's volatility to invest better
Higher Gaming Leisure's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Gaming Leisure Properties 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. Gaming Leisure Properties 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 Gaming Leisure Properties investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Gaming Leisure's 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 Gaming Leisure's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Gaming Leisure Investment Opportunity
Gaming Leisure Properties has a volatility of 1.21 and is 1.64 times more volatile than Dow Jones Industrial. 10 percent of all equities and portfolios are less risky than Gaming Leisure. You can use Gaming Leisure Properties 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 Gaming Leisure to be traded at $43.41 in 90 days.Poor diversification
The correlation between Gaming Leisure Properties and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Gaming Leisure Properties and DJI in the same portfolio, assuming nothing else is changed.
Gaming Leisure Additional Risk Indicators
The analysis of Gaming Leisure's 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 Gaming Leisure's investment and either accepting that risk or mitigating it. Along with some common measures of Gaming Leisure 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 | 2.18 | |||
| Mean Deviation | 1.01 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 4725.97 | |||
| Standard Deviation | 1.37 |
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.
Gaming Leisure 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 Gaming Leisure 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. Gaming Leisure'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, Gaming Leisure'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 Gaming Leisure Properties.
Complementary Tools for Gaming Stock analysis
When running Gaming Leisure's price analysis, check to measure Gaming Leisure's 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 Gaming Leisure is operating at the current time. Most of Gaming Leisure's value examination focuses on studying past and present price action to predict the probability of Gaming Leisure's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gaming Leisure's price. Additionally, you may evaluate how the addition of Gaming Leisure to your portfolios can decrease your overall portfolio volatility.
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