Lucky Strike Entertainment Stock Volatility
| LUCK Stock | 7.83 0.29 3.85% |
As of now, Lucky Stock is somewhat reliable. Lucky Strike Enterta has Sharpe Ratio of 0.0415, which conveys that the firm had a 0.0415 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lucky Strike, which you can use to evaluate the volatility of the firm. Please verify Lucky Strike's Mean Deviation of 2.35, downside deviation of 4.27, and Risk Adjusted Performance of 0.0205 to check out if the risk estimate we provide is consistent with the expected return of 0.14%.
Sharpe Ratio = 0.0415
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| Cash | Small Risk | Average Risk | LUCK | Huge Risk |
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Based on monthly moving average Lucky Strike is performing at about 3% 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 Lucky Strike by adding it to a well-diversified portfolio.
Key indicators related to Lucky Strike's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Lucky Strike 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 Lucky daily returns, and it is calculated using variance and standard deviation. We also use Lucky's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Lucky Strike volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Lucky Strike's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Lucky Strike'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 Lucky Strike at lower prices. For example, an investor can purchase Lucky 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 Lucky Strike's market risk premium analysis include:
Beta 2.1 | Alpha (0.08) | Risk 3.38 | Sharpe Ratio 0.0415 | Expected Return 0.14 |
Moving together with Lucky Stock
| 0.64 | SG | Sweetgreen | PairCorr |
| 0.65 | CDROW | Codere Online Luxembourg | PairCorr |
| 0.67 | CHR | Churchill Downs | PairCorr |
Moving against Lucky Stock
Lucky Strike Market Sensitivity And Downside Risk
Lucky Strike's beta coefficient measures the volatility of Lucky 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 Lucky stock's returns against your selected market. In other words, Lucky Strike's beta of 2.1 provides an investor with an approximation of how much risk Lucky Strike stock can potentially add to one of your existing portfolios. Lucky Strike Entertainment exhibits above-average semi-deviation for your current time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Lucky Strike'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 Lucky Strike'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 Lucky Strike Enterta Demand TrendCheck current 90 days Lucky Strike correlation with market (Dow Jones Industrial)Lucky Strike Volatility and Downside Risk
Lucky 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 Lucky Put Option to Manage Risk
Put options written on Lucky Strike grant holders of the option the right to sell a specified amount of Lucky Strike 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 Lucky Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Lucky Strike'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 Lucky Strike will be realized, the loss incurred will be offset by the profits made with the option trade.
Lucky Strike's PUT expiring on 2026-05-15
Profit |
| Lucky Strike Price At Expiration |
Current Lucky Strike Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | LUCK260515P00007500 | -0.379657 | 0.141559 | 198 | 2026-05-15 | 0.3 - 1.45 | 0.0 | View |
Put | LUCK260515P00010000 | -0.708529 | 0.129824 | 32 | 2026-05-15 | 1.1 - 4.0 | 0.0 | View |
Lucky Strike Enterta Stock Volatility Analysis
Volatility refers to the frequency at which Lucky Strike stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Lucky Strike's price changes. Investors will then calculate the volatility of Lucky Strike'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 Lucky Strike's volatility:
Historical Volatility
This type of stock volatility measures Lucky Strike's fluctuations based on previous trends. It's commonly used to predict Lucky Strike'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 Lucky Strike'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 Lucky Strike'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. Lucky Strike Enterta 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.
Lucky Strike Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.0986 . 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, Lucky Strike 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 Lucky Strike or Hotels, Restaurants & Leisure 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 Lucky Strike'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 Lucky 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 Lucky Strike 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.Lucky Strike Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Lucky Strike is 2411.69. The daily returns are distributed with a variance of 11.42 and standard deviation of 3.38. The mean deviation of Lucky Strike Entertainment is currently at 2.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | -0.08 | |
β | Beta against Dow Jones | 2.10 | |
σ | Overall volatility | 3.38 | |
Ir | Information ratio | -0.0043 |
Lucky Strike Stock Return Volatility
Lucky Strike historical daily return volatility represents how much of Lucky Strike stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 3.38% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.764% 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 Lucky Stock performing well and Lucky Strike 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 Lucky Strike'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MLCO | 2.02 | (0.75) | 0.00 | 25.48 | 0.00 | 2.97 | 17.82 | |||
| MLKN | 1.66 | 0.80 | 0.41 | (1.13) | 0.97 | 4.63 | 12.01 | |||
| GIII | 1.59 | 0.07 | 0.04 | 0.13 | 1.62 | 3.60 | 9.09 | |||
| THRM | 1.68 | (0.27) | 0.00 | (0.11) | 0.00 | 3.44 | 17.86 | |||
| EVGO | 2.45 | 0.07 | (0.01) | (0.07) | 2.78 | 5.84 | 15.63 | |||
| CRI | 2.04 | 0.50 | 0.16 | (1.42) | 2.09 | 5.04 | 14.15 | |||
| TDUP | 2.82 | (0.68) | 0.00 | (2.69) | 0.00 | 6.30 | 21.48 | |||
| LEG | 1.94 | 0.41 | 0.20 | 0.36 | 1.85 | 4.46 | 24.00 | |||
| LOT | 2.93 | (0.17) | 0.00 | 0.32 | 0.00 | 5.63 | 29.19 | |||
| BH | 2.40 | 0.23 | 0.07 | 0.23 | 3.49 | 5.39 | 21.12 |
About Lucky Strike Volatility
Volatility is a rate at which the price of Lucky Strike 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 Lucky Strike may increase or decrease. In other words, similar to Lucky's beta indicator, it measures the risk of Lucky Strike and helps estimate the fluctuations that may happen in a short period of time. So if prices of Lucky Strike 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 | 2.2 B | 1.4 B |
Lucky Strike'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 Lucky Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Lucky Strike's price varies over time.
3 ways to utilize Lucky Strike's volatility to invest better
Higher Lucky Strike's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Lucky Strike Enterta 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. Lucky Strike Enterta 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 Lucky Strike Enterta investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Lucky Strike'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 Lucky Strike's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Lucky Strike Investment Opportunity
Lucky Strike Entertainment has a volatility of 3.38 and is 4.45 times more volatile than Dow Jones Industrial. 30 percent of all equities and portfolios are less risky than Lucky Strike. You can use Lucky Strike Entertainment to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of Lucky Strike to be traded at 9.4 in 90 days.Modest diversification
The correlation between Lucky Strike Entertainment and DJI is 0.25 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lucky Strike Entertainment and DJI in the same portfolio, assuming nothing else is changed.
Lucky Strike Additional Risk Indicators
The analysis of Lucky Strike'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 Lucky Strike's investment and either accepting that risk or mitigating it. Along with some common measures of Lucky Strike 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 | 0.0205 | |||
| Market Risk Adjusted Performance | 0.0315 | |||
| Mean Deviation | 2.35 | |||
| Semi Deviation | 4.18 | |||
| Downside Deviation | 4.27 | |||
| Coefficient Of Variation | 6293.83 | |||
| Standard Deviation | 3.47 |
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.
Lucky Strike 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 Lucky Strike 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. Lucky Strike'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, Lucky Strike'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 Lucky Strike Entertainment.
When determining whether Lucky Strike Enterta is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Lucky Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Lucky Strike Entertainment Stock. Highlighted below are key reports to facilitate an investment decision about Lucky Strike Entertainment Stock: Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lucky Strike Entertainment. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Is Hotels, Restaurants & Leisure space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lucky Strike. Expected growth trajectory for Lucky significantly influences the price investors are willing to assign. The financial industry is built on trying to define current growth potential and future valuation accurately. Comprehensive Lucky Strike assessment requires weighing all these inputs, though not all factors influence outcomes equally.
Understanding Lucky Strike Enterta requires distinguishing between market price and book value, where the latter reflects Lucky's accounting equity. The concept of intrinsic value - what Lucky Strike's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push Lucky Strike's price substantially above or below its fundamental value.
Understanding that Lucky Strike's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Lucky Strike represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, Lucky Strike's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.