Rani Therapeutics Holdings Stock Volatility
| RANI Stock | USD 1.29 0.05 3.73% |
Rani Therapeutics maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11 % return per unit of risk over the last 3 months. Rani Therapeutics exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rani Therapeutics' Coefficient Of Variation of (700.86), variance of 25.91, and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide.
Sharpe Ratio = -0.109
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| Negative Returns | RANI |
Based on monthly moving average Rani Therapeutics is not performing at its full potential. However, 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 Rani Therapeutics by adding Rani Therapeutics to a well-diversified portfolio.
Key indicators related to Rani Therapeutics' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Rani Therapeutics 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 Rani daily returns, and it is calculated using variance and standard deviation. We also use Rani's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Rani Therapeutics volatility.
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Rani Therapeutics at lower prices. For example, an investor can purchase Rani 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 Rani Therapeutics' market risk premium analysis include:
Beta 2.52 | Alpha (0.97) | Risk 4.74 | Sharpe Ratio (0.11) | Expected Return (0.52) |
Moving together with Rani Stock
| 0.82 | EDIT | Editas Medicine Earnings Call This Week | PairCorr |
| 0.7 | EVGN | Evogene | PairCorr |
| 0.68 | ABP | Abpro Holdings | PairCorr |
| 0.83 | QSI | QuantumSi | PairCorr |
| 0.79 | GNLX | Genelux Common | PairCorr |
| 0.76 | IMRN | Immuron Ltd ADR | PairCorr |
| 0.66 | LYRA | Lyra Therapeutics | PairCorr |
| 0.7 | MBIO | Mustang Bio | PairCorr |
| 0.71 | PROK | ProKidney Corp | PairCorr |
| 0.88 | ACXP | Acurx Pharmaceuticals LLC | PairCorr |
Moving against Rani Stock
| 0.84 | DSGN | Design Therapeutics | PairCorr |
| 0.75 | IMMP | Immutep Ltd ADR | PairCorr |
| 0.64 | ENGN | enGene Holdings Common | PairCorr |
| 0.48 | 63E | ONWARD MEDICAL BV | PairCorr |
| 0.48 | KYTX | Kyverna Therapeutics | PairCorr |
Rani Therapeutics Market Sensitivity And Downside Risk
Rani Therapeutics' beta coefficient measures the volatility of Rani 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 Rani stock's returns against your selected market. In other words, Rani Therapeutics's beta of 2.52 provides an investor with an approximation of how much risk Rani Therapeutics stock can potentially add to one of your existing portfolios. Rani Therapeutics Holdings exhibits very low volatility with skewness of 0.66 and kurtosis of 1.93. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Rani Therapeutics' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Rani Therapeutics' 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 Rani Therapeutics Demand TrendCheck current 90 days Rani Therapeutics correlation with market (Dow Jones Industrial)Rani Therapeutics Volatility and Downside Risk
Rani 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 Rani Put Option to Manage Risk
Put options written on Rani Therapeutics grant holders of the option the right to sell a specified amount of Rani Therapeutics 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 Rani Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Rani Therapeutics' 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 Rani Therapeutics will be realized, the loss incurred will be offset by the profits made with the option trade.
Rani Therapeutics' PUT expiring on 2026-04-17
Profit |
| Rani Therapeutics Price At Expiration |
Current Rani Therapeutics Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | RANI260417P00000500 | -0.08089 | 0.099017 | 33 | 2026-04-17 | 0.0 - 0.1 | 0.0 | View |
Put | RANI260417P00001000 | -0.231848 | 0.274012 | 74 | 2026-04-17 | 0.0 - 0.25 | 0.0 | View |
Put | RANI260417P00001500 | -0.308648 | 0.221157 | 239 | 2026-04-17 | 0.0 - 0.75 | 0.0 | View |
Put | RANI260417P00002000 | -0.752148 | 0.520327 | 107 | 2026-04-17 | 0.4 - 1.15 | 0.0 | View |
Put | RANI260417P00002500 | -0.90458 | 0.305631 | 153 | 2026-04-17 | 0.85 - 1.6 | 0.0 | View |
Put | RANI260417P00005000 | 0.0 | 0.0 | 3 | 2026-04-17 | 3.2 - 4.2 | 0.0 | View |
Rani Therapeutics Stock Volatility Analysis
Volatility refers to the frequency at which Rani Therapeutics stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Rani Therapeutics' price changes. Investors will then calculate the volatility of Rani Therapeutics' 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 Rani Therapeutics' volatility:
Historical Volatility
This type of stock volatility measures Rani Therapeutics' fluctuations based on previous trends. It's commonly used to predict Rani Therapeutics' 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 Rani Therapeutics' 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 Rani Therapeutics' 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. Rani Therapeutics 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.
Rani Therapeutics Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.5213 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Rani Therapeutics 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 Rani Therapeutics or Biotechnology 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 Rani Therapeutics' 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 Rani 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 Rani Therapeutics 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.Rani Therapeutics Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Rani Therapeutics is -917.22. The daily returns are distributed with a variance of 22.49 and standard deviation of 4.74. The mean deviation of Rani Therapeutics Holdings is currently at 3.23. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -0.97 | |
β | Beta against Dow Jones | 2.52 | |
σ | Overall volatility | 4.74 | |
Ir | Information ratio | -0.16 |
Rani Therapeutics Stock Return Volatility
Rani Therapeutics historical daily return volatility represents how much of Rani Therapeutics stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 4.7428% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7721% 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 Rani Stock performing well and Rani Therapeutics 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 Rani Therapeutics' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IPHA | 2.37 | (0.02) | (0.03) | (0.04) | 2.87 | 3.41 | 39.49 | |||
| MIST | 3.22 | 0.09 | 0.02 | 0.19 | 4.42 | 6.15 | 34.31 | |||
| CRDF | 4.07 | (0.55) | 0.00 | (0.11) | 0.00 | 9.28 | 45.59 | |||
| CYBN | 3.09 | (0.05) | 0.00 | 0.16 | 0.00 | 6.03 | 16.13 | |||
| CRBP | 2.62 | (0.50) | 0.00 | (0.51) | 0.00 | 5.95 | 16.04 | |||
| APLT | 7.02 | (2.58) | 0.00 | (1.43) | 0.00 | 10.00 | 83.66 | |||
| SGMO | 4.68 | (0.22) | (0.01) | 0.02 | 6.08 | 9.52 | 73.25 | |||
| ELTX | 3.16 | (0.20) | 0.00 | (0.02) | 0.00 | 6.58 | 22.82 | |||
| MOLN | 2.51 | 0.00 | (0.02) | 0.09 | 3.26 | 4.73 | 14.54 |
About Rani Therapeutics Volatility
Volatility is a rate at which the price of Rani Therapeutics 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 Rani Therapeutics may increase or decrease. In other words, similar to Rani's beta indicator, it measures the risk of Rani Therapeutics and helps estimate the fluctuations that may happen in a short period of time. So if prices of Rani Therapeutics 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 | 739.8 K | 657.6 K |
Rani Therapeutics' 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 Rani Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Rani Therapeutics' price varies over time.
3 ways to utilize Rani Therapeutics' volatility to invest better
Higher Rani Therapeutics' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Rani Therapeutics 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. Rani Therapeutics 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 Rani Therapeutics investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Rani Therapeutics' 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 Rani Therapeutics' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Rani Therapeutics Investment Opportunity
Rani Therapeutics Holdings has a volatility of 4.74 and is 6.16 times more volatile than Dow Jones Industrial. 42 percent of all equities and portfolios are less risky than Rani Therapeutics. You can use Rani Therapeutics Holdings 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 Rani Therapeutics to be traded at $1.2384 in 90 days.Excellent diversification
The correlation between Rani Therapeutics Holdings and DJI is -0.69 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rani Therapeutics Holdings and DJI in the same portfolio, assuming nothing else is changed.
Rani Therapeutics Additional Risk Indicators
The analysis of Rani Therapeutics' 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 Rani Therapeutics' investment and either accepting that risk or mitigating it. Along with some common measures of Rani Therapeutics 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 | (0.10) | |||
| Market Risk Adjusted Performance | (0.28) | |||
| Mean Deviation | 3.57 | |||
| Coefficient Of Variation | (700.86) | |||
| Standard Deviation | 5.09 | |||
| Variance | 25.91 | |||
| Information Ratio | (0.16) |
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.
Rani Therapeutics 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 Rani Therapeutics 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. Rani Therapeutics' 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, Rani Therapeutics' 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 Rani Therapeutics Holdings.
Complementary Tools for Rani Stock analysis
When running Rani Therapeutics' price analysis, check to measure Rani Therapeutics' 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 Rani Therapeutics is operating at the current time. Most of Rani Therapeutics' value examination focuses on studying past and present price action to predict the probability of Rani Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rani Therapeutics' price. Additionally, you may evaluate how the addition of Rani Therapeutics to your portfolios can decrease your overall portfolio volatility.
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