Jackson Acquisition Stock Volatility
| JACS Stock | 10.59 -0.01 -0.09% |
Sharpe Ratio = 0.0872
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Jackson Acquisition (JACS) recorded a Market Risk Adjusted Performance of -0.3%, a Risk of 0.20, and a Risk Adjusted Performance of 0.04%. Monthly performance data shows the stock operating at about 6% of its measured historical range.
Key indicators related to Jackson Acquisition's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Jackson Acquisition (3 Months):
Beta -0.02 | Alpha 0.01 | Risk 0.2 | Sharpe Ratio 0.09 | Expected Return 0.02 |
Moving together with Jackson Stock
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| 0.64 | JD | JD Inc Adr | PairCorr |
| 0.65 | OPRA | Opera | PairCorr |
| 0.69 | HPQ | HP Inc | PairCorr |
| 0.66 | CSCO | Cisco Systems Earnings Call This Week | PairCorr |
Moving Against Jackson Stock
| 0.38 | VLKPF | Volkswagen AG VZO | PairCorr |
| 0.38 | VWAGY | Volkswagen AG 110 | PairCorr |
| 0.35 | ACN | Accenture plc | PairCorr |
| 0.34 | VLKAF | Volkswagen AG | PairCorr |
Sensitivity To Market
Jackson Acquisition exhibits a beta of -0.0237, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 0.2%. Jackson Acquisition return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 0.19%. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Jackson Acquisition Demand TrendCurrent 90-day Jackson Acquisition correlation with market (Dow Jones Industrial)Downside Risk
For Jackson, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of Jackson standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates Jackson total risk from its market-driven component. Combining Jackson standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 0.2 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Jackson Acquisition. Standard deviation reflects total return dispersion for Jackson Acquisition, while downside deviation captures only the adverse portion of Jackson Acquisition's returns. Standard deviation and downside deviation for Jackson Acquisition measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Jackson Acquisition's returns. Jackson Acquisition (JACS) recorded a Downside Deviation of 0.24, a Downside Variance of 0.06, and a Maximum Drawdown of 1.04.
Stock Volatility Analysis
For Jackson Acquisition, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically Jackson Acquisition's price swings over a specific time horizon. For Jackson Acquisition, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in Jackson Acquisition'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 Jackson Acquisition'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, Jackson Acquisition has a beta of -0.0237. This indicates that as returns on the benchmark increase, returns on Jackson Acquisition tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Jackson Acquisition tends to outperform the market.Holders of Jackson Acquisition 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. Jackson Acquisition (JACS) recorded a Downside Deviation of 0.24, a Mean Deviation of 0.13, and a Semi Deviation of 0.07.
Predicted Return Distribution |
| Density |
What Drives Jackson Acquisition's Price Volatility?
Industry Dynamics
Jackson Acquisition's volatility can rise when competitive dynamics or demand conditions shift across the Industrials sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Jackson Acquisition's trading.Jackson Acquisition's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Jackson Acquisition.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Jackson Acquisition is 1147.16. The daily returns are distributed with a variance of 0.04 and standard deviation of 0.2. The mean deviation of Jackson Acquisition is currently at 0.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.0237 | |
σ | Overall volatility | 0.20 | |
Ir | Information ratio | -0.0162 |
Stock Return Volatility
Jackson Acquisition return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 0.1953% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9279% volatility on return distribution over a 90-day investment 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
Jackson Acquisition Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Jackson Acquisition'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| POLE | 0.08 | 0.00 | -0.04 | -0.60 | 0.00 | 0.19 | 0.47 | |||
| ATII | 0.25 | 0.02 | 0.04 | 0.59 | 0.17 | 0.57 | 2.18 | |||
| SIMA | 0.31 | 0.02 | 0.01 | -0.27 | 0.57 | 0.56 | 2.34 | |||
| GRAF | 0.16 | 0.00 | -0.02 | 0.37 | 0.16 | 0.47 | 1.21 | |||
| NPAC | 0.08 | -0.01 | -0.06 | -0.30 | 0.11 | 0.19 | 1.17 | |||
| LOKV | 0.08 | 0.01 | 0.01 | -0.85 | 0.00 | 0.19 | 0.87 | |||
| TVA | 0.33 | -0.02 | 0.00 | -0.14 | 0.00 | 0.77 | 4.80 | |||
| ALDF | 0.08 | 0.00 | -0.03 | 0.02 | 0.08 | 0.28 | 0.67 | |||
| OBA | 0.07 | 0.00 | -0.05 | 0.19 | 0.00 | 0.20 | 0.89 |
Risk Metrics, Assumptions & Methodology
Beta for Jackson Acquisition measures the share of volatility attributable to broad market movements versus company-specific factors. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure. Jackson Acquisition has a market cap of 313.65 million, ROE of 18.04%.
Jackson Acquisition 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: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Jackson Acquisition is less volatile than Dow Jones Industrial by approximately 4.65x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each 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 1% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Jackson Acquisition 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 gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. Observed price behavior reflects modest downward movement with limited trading activity. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Jackson Acquisition probability analysis.
Very good diversification
The correlation between Jackson Acquisition and Dow Jones is 0.08, which Macroaxis classifies as Very good diversification for the selected horizon. This chart measures the degree of risk overlap between Jackson Acquisition and Dow Jones.
Additional Risk Indicators
Secondary risk indicators for Jackson Acquisition 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 | 0.0436 | |||
| Market Risk Adjusted Performance | -0.28 | |||
| Mean Deviation | 0.1311 | |||
| Semi Deviation | 0.0676 | |||
| Downside Deviation | 0.2388 | |||
| Coefficient Of Variation | 1156.29 | |||
| Standard Deviation | 0.1938 |
Jackson Acquisition Suggested Diversification Pairs
A pair-trading setup around Jackson Acquisition shifts the return benchmark from the broad market to a second position, altering the risk profile. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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 Jackson Acquisition, market-wide risk remains. What pair trading can address is Jackson Acquisition's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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