Lionsgate Studios Holding Stock Volatility
| LION Stock | USD 8.98 0.25 2.71% |
Lionsgate Studios appears to be somewhat reliable, given 3 months investment horizon. Lionsgate Studios Holding has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lionsgate Studios, which you can use to evaluate the volatility of the firm. Please exercise Lionsgate Studios' Downside Deviation of 1.8, mean deviation of 1.95, and Risk Adjusted Performance of 0.1815 to check out if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.1811
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Based on monthly moving average Lionsgate Studios is performing at about 14% 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 Lionsgate Studios by adding it to a well-diversified portfolio.
Key indicators related to Lionsgate Studios' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Lionsgate Studios 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 Lionsgate daily returns, and it is calculated using variance and standard deviation. We also use Lionsgate's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Lionsgate Studios volatility.
Lionsgate | Build AI portfolio with Lionsgate Stock |
ESG Sustainability
While most ESG disclosures are voluntary, Lionsgate Studios' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Lionsgate Studios' managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Lionsgate Studios 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 Lionsgate Studios at lower prices. For example, an investor can purchase Lionsgate 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 Lionsgate Studios' 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 Lionsgate Studios' market risk premium analysis include:
Beta (0.34) | Alpha 0.59 | Risk 2.41 | Sharpe Ratio 0.18 | Expected Return 0.44 |
Moving together with Lionsgate Stock
| 0.96 | LBS | Life Banc Split | PairCorr |
| 0.91 | DFN | Dividend 15 Split | PairCorr |
| 0.78 | CSOC-A | Canso Select Opportu | PairCorr |
| 0.87 | DGS | Dividend Growth Split | PairCorr |
| 0.94 | ASA | ASA Gold | PairCorr |
| 0.96 | SBC | Brompton Split Banc | PairCorr |
| 0.93 | URB-A | Urbana | PairCorr |
| 0.74 | AVR | Avaron Mining Corp | PairCorr |
| 0.97 | LCS | Brompton Lifeco Split Split | PairCorr |
| 0.88 | URB | Urbana | PairCorr |
| 0.81 | CGL | CATLIN GROUP | PairCorr |
| 0.83 | BBDC | Barings BDC | PairCorr |
| 0.78 | TRIN | Trinity Capital | PairCorr |
| 0.62 | CGBD | Carlyle Secured Lending | PairCorr |
| 0.91 | CSWC | Capital Southwest | PairCorr |
| 0.75 | GSTX | Graphene Solar Techn | PairCorr |
Moving against Lionsgate Stock
| 0.53 | EPGG | Empire Global Gaming | PairCorr |
| 0.47 | QUE | Queste Communications | PairCorr |
| 0.44 | MFIC | MidCap Financial Inv | PairCorr |
| 0.38 | NMFC | New Mountain Finance | PairCorr |
| 0.35 | GSBD | Goldman Sachs BDC | PairCorr |
Lionsgate Studios Market Sensitivity And Downside Risk
Lionsgate Studios' beta coefficient measures the volatility of Lionsgate 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 Lionsgate stock's returns against your selected market. In other words, Lionsgate Studios's beta of -0.34 provides an investor with an approximation of how much risk Lionsgate Studios stock can potentially add to one of your existing portfolios. Lionsgate Studios Holding has relatively low volatility with skewness of 0.57 and kurtosis of -0.02. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Lionsgate Studios' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Lionsgate Studios' 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 Lionsgate Studios Holding Demand TrendCheck current 90 days Lionsgate Studios correlation with market (Dow Jones Industrial)Lionsgate Studios Volatility and Downside Risk
Lionsgate 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 Lionsgate Put Option to Manage Risk
Put options written on Lionsgate Studios grant holders of the option the right to sell a specified amount of Lionsgate Studios 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 Lionsgate Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Lionsgate Studios' 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 Lionsgate Studios will be realized, the loss incurred will be offset by the profits made with the option trade.
Lionsgate Studios' PUT expiring on 2026-05-15
Profit |
| Lionsgate Studios Price At Expiration |
Current Lionsgate Studios Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | LION260515P00015000 | -0.873211 | 0.060539 | 1 | 2026-05-15 | 5.8 - 6.5 | 0.0 | View |
Put | LION260515P00016000 | -0.905236 | 0.049031 | 2 | 2026-05-15 | 6.7 - 7.4 | 0.0 | View |
Put | LION260515P00017000 | -0.909461 | 0.04394 | 5 | 2026-05-15 | 7.8 - 8.4 | 0.0 | View |
Put | LION260515P00018000 | -0.800449 | 0.052012 | 2 | 2026-05-15 | 7.9 - 10.9 | 0.0 | View |
Lionsgate Studios Holding Stock Volatility Analysis
Volatility refers to the frequency at which Lionsgate Studios stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Lionsgate Studios' price changes. Investors will then calculate the volatility of Lionsgate Studios' 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 Lionsgate Studios' volatility:
Historical Volatility
This type of stock volatility measures Lionsgate Studios' fluctuations based on previous trends. It's commonly used to predict Lionsgate Studios' 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 Lionsgate Studios' 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 Lionsgate Studios' 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. Lionsgate Studios Holding 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.
Lionsgate Studios Projected Return Density Against Market
Given the investment horizon of 90 days Lionsgate Studios Holding has a beta of -0.3428 . This indicates as returns on the benchmark increase, returns on holding Lionsgate Studios are expected to decrease at a much lower rate. During a bear market, however, Lionsgate Studios Holding is likely to outperform the market.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 Lionsgate Studios or Capital Markets 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 Lionsgate Studios' 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 Lionsgate 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 |
| Returns |
What Drives a Lionsgate Studios 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.Lionsgate Studios Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Lionsgate Studios is 552.19. The daily returns are distributed with a variance of 5.83 and standard deviation of 2.41. The mean deviation of Lionsgate Studios Holding is currently at 1.91. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.59 | |
β | Beta against Dow Jones | -0.34 | |
σ | Overall volatility | 2.41 | |
Ir | Information ratio | 0.22 |
Lionsgate Studios Stock Return Volatility
Lionsgate Studios historical daily return volatility represents how much of Lionsgate Studios stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 2.4138% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7511% 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 Lionsgate Stock performing well and Lionsgate Studios 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 Lionsgate Studios' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IMAX | 1.57 | 0.13 | 0.04 | 1.46 | 1.96 | 3.42 | 13.79 | |||
| MSGE | 1.50 | 0.45 | 0.25 | 0.79 | 1.25 | 3.87 | 9.61 | |||
| NN | 3.12 | 0.10 | 0.03 | 0.09 | 4.32 | 6.53 | 30.05 | |||
| SPHR | 1.94 | 0.48 | 0.29 | 0.56 | 1.32 | 4.94 | 9.49 | |||
| CCOI | 3.96 | (0.64) | 0.00 | (34.52) | 0.00 | 6.76 | 37.44 | |||
| AMC | 2.71 | (1.01) | 0.00 | (0.58) | 0.00 | 5.49 | 20.04 | |||
| IQ | 2.11 | (0.28) | 0.00 | (0.41) | 0.00 | 4.69 | 10.91 | |||
| IRDM | 2.09 | 0.21 | 0.09 | 0.18 | 2.27 | 6.16 | 15.79 | |||
| DOYU | 1.59 | (0.19) | 0.00 | (0.30) | 0.00 | 3.58 | 11.18 | |||
| WLY | 1.66 | (0.27) | 0.00 | (0.45) | 0.00 | 2.97 | 12.41 |
About Lionsgate Studios Volatility
Volatility is a rate at which the price of Lionsgate Studios 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 Lionsgate Studios may increase or decrease. In other words, similar to Lionsgate's beta indicator, it measures the risk of Lionsgate Studios and helps estimate the fluctuations that may happen in a short period of time. So if prices of Lionsgate Studios 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 | 455.3 M | 369.1 M |
Lionsgate Studios' 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 Lionsgate Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Lionsgate Studios' price varies over time.
3 ways to utilize Lionsgate Studios' volatility to invest better
Higher Lionsgate Studios' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Lionsgate Studios Holding 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. Lionsgate Studios Holding 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 Lionsgate Studios Holding investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Lionsgate Studios' 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 Lionsgate Studios' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Lionsgate Studios Investment Opportunity
Lionsgate Studios Holding has a volatility of 2.41 and is 3.21 times more volatile than Dow Jones Industrial. 21 percent of all equities and portfolios are less risky than Lionsgate Studios. You can use Lionsgate Studios Holding to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Lionsgate Studios to be traded at $8.62 in 90 days.Very poor diversification
The correlation between Lionsgate Studios Holding and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lionsgate Studios Holding and DJI in the same portfolio, assuming nothing else is changed.
Lionsgate Studios Additional Risk Indicators
The analysis of Lionsgate Studios' 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 Lionsgate Studios' investment and either accepting that risk or mitigating it. Along with some common measures of Lionsgate Studios 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 | 0.1815 | |||
| Market Risk Adjusted Performance | (1.67) | |||
| Mean Deviation | 1.95 | |||
| Semi Deviation | 1.5 | |||
| Downside Deviation | 1.8 | |||
| Coefficient Of Variation | 420.86 | |||
| Standard Deviation | 2.46 |
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.
Lionsgate Studios 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 Lionsgate Studios 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. Lionsgate Studios' 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, Lionsgate Studios' 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 Lionsgate Studios Holding.
When determining whether Lionsgate Studios Holding offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lionsgate Studios' 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 Lionsgate Studios Holding Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lionsgate Studios Holding Stock: Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lionsgate Studios Holding. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Will Asset Management & Custody Banks sector continue expanding? Could Lionsgate diversify its offerings? Factors like these will boost the valuation of Lionsgate Studios. Expected growth trajectory for Lionsgate significantly influences the price investors are willing to assign. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Lionsgate Studios data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Earnings Share (0.17) |
Investors evaluate Lionsgate Studios Holding using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Lionsgate Studios' intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Lionsgate Studios' market price to deviate significantly from intrinsic value.
Understanding that Lionsgate Studios' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Lionsgate Studios represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Lionsgate Studios' market price signifies the transaction level at which participants voluntarily complete trades.