Jackson Financial Stock Volatility
| JXN Stock | USD 118.74 0.21 0.18% |
Jackson Financial appears to be very steady, given 3 months investment horizon. Jackson Financial holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jackson Financial, which you can use to evaluate the volatility of the firm. Please utilize Jackson Financial's Risk Adjusted Performance of 0.2049, downside deviation of 1.57, and Market Risk Adjusted Performance of 0.2986 to validate if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.2601
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Based on monthly moving average Jackson Financial is performing at about 20% 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 Jackson Financial by adding it to a well-diversified portfolio.
Key indicators related to Jackson Financial's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Jackson Financial 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 Jackson daily returns, and it is calculated using variance and standard deviation. We also use Jackson's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jackson Financial volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Jackson Financial's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Jackson Financial's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Jackson Financial can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Jackson Financial at lower prices. For example, an investor can purchase Jackson stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Jackson Financial's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns. Main indicators related to Jackson Financial's market risk premium analysis include:
Beta 1.3 | Alpha 0.27 | Risk 1.58 | Sharpe Ratio 0.26 | Expected Return 0.41 |
Moving together with Jackson Stock
| 0.94 | IX | Orix Corp Ads Normal Trading | PairCorr |
| 0.85 | GPAT | GP Act III | PairCorr |
| 0.93 | NEWT | Newtek Business Services | PairCorr |
| 0.84 | CPAY | Corpay Inc Tech Boost | PairCorr |
| 0.7 | TFLM | TFLM | PairCorr |
| 0.86 | YLLXF | Yellow Cake plc | PairCorr |
| 0.71 | SCAGW | Scage Future Warrants | PairCorr |
| 0.67 | PGEZF | Group Ten Metals | PairCorr |
| 0.83 | SECVY | Seche Environnement | PairCorr |
| 0.72 | MAT | Mattel Inc | PairCorr |
| 0.65 | ENDMF | Enduro Metals | PairCorr |
| 0.76 | CRH | CRH PLC ADR | PairCorr |
Moving against Jackson Stock
| 0.79 | COG | COG Financial Services | PairCorr |
| 0.67 | GEMI | Gemini Space Station | PairCorr |
| 0.63 | ILLR | Triller Group | PairCorr |
Jackson Financial Market Sensitivity And Downside Risk
Jackson Financial's beta coefficient measures the volatility of Jackson 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 Jackson stock's returns against your selected market. In other words, Jackson Financial's beta of 1.3 provides an investor with an approximation of how much risk Jackson Financial stock can potentially add to one of your existing portfolios. Jackson Financial has relatively low volatility with skewness of -0.32 and kurtosis of 0.48. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Jackson Financial'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 Jackson Financial'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 Jackson Financial Demand TrendCheck current 90 days Jackson Financial correlation with market (Dow Jones Industrial)Jackson Financial Volatility and Downside Risk
Jackson 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 Jackson Put Option to Manage Risk
Put options written on Jackson Financial grant holders of the option the right to sell a specified amount of Jackson Financial 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 Jackson Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Jackson Financial'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 Jackson Financial will be realized, the loss incurred will be offset by the profits made with the option trade.
Jackson Financial's PUT expiring on 2026-03-20
Profit |
| Jackson Financial Price At Expiration |
Current Jackson Financial Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | JXN260320P00050000 | -0.034718 | 0.001143 | 1 | 2026-03-20 | 0.0 - 1.15 | 0.0 | View |
Put | JXN260320P00055000 | -0.039674 | 0.001398 | 13 | 2026-03-20 | 0.0 - 1.2 | 0.0 | View |
Put | JXN260320P00060000 | -0.038148 | 0.001583 | 15 | 2026-03-20 | 0.0 - 0.95 | 0.0 | View |
Put | JXN260320P00065000 | -0.042452 | 0.001922 | 5 | 2026-03-20 | 0.0 - 0.95 | 0.0 | View |
Put | JXN260320P00070000 | -0.047328 | 0.002342 | 207 | 2026-03-20 | 0.0 - 0.95 | 0.0 | View |
Put | JXN260320P00075000 | -0.052941 | 0.002876 | 33 | 2026-03-20 | 0.0 - 0.95 | 0.0 | View |
Put | JXN260320P00080000 | -0.053477 | 0.003416 | 267 | 2026-03-20 | 0.05 - 1.55 | 0.0 | View |
Put | JXN260320P00085000 | -0.065224 | 0.004438 | 56 | 2026-03-20 | 0.05 - 1.75 | 0.0 | View |
Put | JXN260320P00090000 | -0.079509 | 0.005822 | 112 | 2026-03-20 | 0.05 - 1.95 | 0.0 | View |
Put | JXN260320P00095000 | -0.101071 | 0.007835 | 63 | 2026-03-20 | 0.1 - 2.25 | 0.0 | View |
Put | JXN260320P00100000 | -0.143297 | 0.010749 | 300 | 2026-03-20 | 0.75 - 2.6 | 0.0 | View |
Jackson Financial Stock Volatility Analysis
Volatility refers to the frequency at which Jackson Financial stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Jackson Financial's price changes. Investors will then calculate the volatility of Jackson Financial'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 Jackson Financial's volatility:
Historical Volatility
This type of stock volatility measures Jackson Financial's fluctuations based on previous trends. It's commonly used to predict Jackson Financial'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 Jackson Financial'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 Jackson Financial'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. Jackson Financial 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.
Jackson Financial Projected Return Density Against Market
Considering the 90-day investment horizon the stock has the beta coefficient of 1.2959 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Jackson Financial will likely underperform.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 Jackson Financial or Financial Services 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 Jackson Financial'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 Jackson 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.
Predicted Return Density |
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What Drives a Jackson Financial 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.Jackson Financial Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Jackson Financial is 384.52. The daily returns are distributed with a variance of 2.51 and standard deviation of 1.58. The mean deviation of Jackson Financial is currently at 1.2. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.27 | |
β | Beta against Dow Jones | 1.30 | |
σ | Overall volatility | 1.58 | |
Ir | Information ratio | 0.19 |
Jackson Financial Stock Return Volatility
Jackson Financial historical daily return volatility represents how much of Jackson Financial stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 1.5833% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7778% volatility on return distribution over the 90 days horizon. Performance |
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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 Jackson Stock performing well and Jackson Financial 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 Jackson Financial'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LNC | 1.32 | (0.16) | 0.00 | (0.02) | 0.00 | 2.74 | 8.37 | |||
| EQH | 1.26 | (0.09) | (0.03) | 0.02 | 1.69 | 2.67 | 7.44 | |||
| ACGL | 0.89 | 0.16 | 0.06 | 3.41 | 1.19 | 1.92 | 8.26 | |||
| RYAN | 1.54 | (0.34) | 0.00 | (0.61) | 0.00 | 2.51 | 12.41 | |||
| RNR | 1.10 | 0.16 | 0.05 | (2.07) | 1.24 | 2.22 | 8.86 | |||
| JHG | 0.60 | 0.13 | 0.10 | 0.38 | 0.61 | 1.57 | 4.84 | |||
| AMG | 1.23 | 0.15 | 0.12 | 0.21 | 1.17 | 2.88 | 8.21 | |||
| PRI | 0.86 | 0.02 | (0.02) | 0.12 | 1.09 | 1.59 | 4.96 | |||
| VOYA | 1.25 | 0.05 | 0.04 | 0.13 | 1.45 | 2.71 | 8.14 | |||
| SNV | 1.31 | 0.07 | (0.02) | (0.18) | 1.99 | 2.93 | 9.63 |
About Jackson Financial Volatility
Volatility is a rate at which the price of Jackson Financial 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 Jackson Financial may increase or decrease. In other words, similar to Jackson's beta indicator, it measures the risk of Jackson Financial and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jackson Financial 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 | ||
| Selling And Marketing Expenses | 1.8 B | 1.9 B | |
| Market Cap | 5.8 B | 2.9 B |
Jackson Financial'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 Jackson Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Jackson Financial's price varies over time.
3 ways to utilize Jackson Financial's volatility to invest better
Higher Jackson Financial's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Jackson Financial 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. Jackson Financial 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 Jackson Financial investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Jackson Financial'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 Jackson Financial's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Jackson Financial Investment Opportunity
Jackson Financial has a volatility of 1.58 and is 2.03 times more volatile than Dow Jones Industrial. 14 percent of all equities and portfolios are less risky than Jackson Financial. You can use Jackson Financial to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend and little activity. Check odds of Jackson Financial to be traded at $117.55 in 90 days.Almost no diversification
The correlation between Jackson Financial and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jackson Financial and DJI in the same portfolio, assuming nothing else is changed.
Jackson Financial Additional Risk Indicators
The analysis of Jackson Financial'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 Jackson Financial's investment and either accepting that risk or mitigating it. Along with some common measures of Jackson Financial 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 | 0.2049 | |||
| Market Risk Adjusted Performance | 0.2986 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.13 | |||
| Downside Deviation | 1.57 | |||
| Coefficient Of Variation | 400.17 | |||
| Standard Deviation | 1.54 |
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.
Jackson Financial 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 Jackson Financial 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. Jackson Financial'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, Jackson Financial'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 Jackson Financial.
When determining whether Jackson Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Jackson Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Jackson Financial Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Jackson Financial Stock: Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Jackson Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in median. To learn how to invest in Jackson Stock, please use our How to Invest in Jackson Financial guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Will Diversified Financial Services sector continue expanding? Could Jackson diversify its offerings? Factors like these will boost the valuation of Jackson Financial. Expected growth trajectory for Jackson significantly influences the price investors are willing to assign. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Jackson Financial data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.32) | Dividend Share 3.1 | Earnings Share 7.15 | Revenue Per Share | Quarterly Revenue Growth (0.34) |
The market value of Jackson Financial is measured differently than its book value, which is the value of Jackson that is recorded on the company's balance sheet. Investors also form their own opinion of Jackson Financial's value that differs from its market value or its book value, called intrinsic value, which is Jackson Financial's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Jackson Financial's market value can be influenced by many factors that don't directly affect Jackson Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Jackson Financial's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Jackson Financial represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Jackson Financial's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.