Rumble Inc Stock Volatility

RUM Stock

USD 7.47 -0.58 -7.20%

Below is Rumble's volatility profile -- how wide the price swings have been and how that compares with the market. The stock has a long-term beta of 1.03, meaning it generally moves in line with the broader market. The stock shows above-average price volatility over the last 3 months.

Sharpe Ratio = 0.0821

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Strong

Moderate

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RUM

Worst

← Lower RiskHigher Risk →

For Rumble Inc, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 4.93, and a Risk Adjusted Performance of 0.1%. The stock is tracking at approximately 6% of its historical trend range per monthly averages.

Key indicators related to Rumble's volatility include:

90 Days Market Risk

Slightly Elevated

Chance Of Distress

High

90 Days Economic Sensitivity

Hyperactively responds to market trends

Key risk metrics for Rumble (3 Months):

Beta

2.96

Alpha

0.51

Risk

4.93

Sharpe Ratio

0.08

Expected Return

0.4

Moving together with Rumble Stock

0.61	AUTO	Auto Trader Group	Pair Corr
0.86	ABEC	Alphabet	Pair Corr
0.8	SNAP	Snap Inc	Pair Corr
0.72	CARS	Cars Inc Buyout Trend	Pair Corr

Moving Against Rumble Stock

0.55	GITS	Global Interactive	Pair Corr
0.32	639	Spotify Technology	Pair Corr

Sensitivity To Market

Rumble Inc exhibits a beta of 2.96, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 4.93%. Rumble Inc return patterns over the selected horizon reflect a forward elevated level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 5.03%. Options markets imply a forward-looking volatility estimate near 96.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Rumble Inc, price swings may be influenced by sector movement and company-specific headlines.

Current 90-day Rumble correlation with market (Dow Jones Industrial)

0.51

2.96

Competition

3 Months Beta |Rumble Inc Demand Trend

Current 90-day Rumble correlation with market (Dow Jones Industrial)

Downside Risk

For Rumble, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of Rumble standard deviation determines where it falls on the volatility spectrum relative to peers. Because standard deviation treats upside and downside moves equally, pairing it with downside deviation isolates asymmetric risk exposure for Rumble. Normalizing Rumble returns by their standard deviation produces a z-score suited to cross-asset comparison.

Standard Deviation

4.93

Upside and downside risks in Rumble are not symmetric. Downside deviation measures only the risk of loss in Rumble's returns, unlike standard deviation which includes all moves. The risk profile of Rumble has two components: upside risk and downside risk. Total volatility measures all price movement; downside deviation measures only the loss risk in Rumble's returns. For Rumble Inc, recent data highlights a Downside Deviation of 3.91, a Downside Variance of 15.25, and a Maximum Drawdown of 21.18.

Rumble Put Option Risk Profile Based on 2026-07-17 Contracts

For Rumble Inc, recent data highlights an Option Implied Volatility of 0.96 and an Option Max Pain Price of 7. A put option on Rumble is one of the most direct instruments for downside coverage on Rumble's price. Purchasing a put on Rumble Stock establishes a minimum exit price for Rumble during the option period. The put gives the buyer the right to sell Rumble Stock at the predetermined strike, locking in a minimum selling price. The cost of this protection is the premium paid, which represents the maximum loss if Rumble's price stays above the strike.

Rumble's PUT expiring on 2026-07-17

Profit

Rumble Price At Expiration

Current Rumble Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	RUM260717P00003000	-0.016254	0.011205	149	2026-07-17	0.0 - 0.05	0.0	View
Put	RUM260717P00004000	-0.070036	0.03467	341	2026-07-17	0.0 - 0.3	0.0	View
Put	RUM260717P00005000	-0.098259	0.063025	403	2026-07-17	0.1 - 0.2	0.0	View
Put	RUM260717P00006000	-0.216437	0.103915	671	2026-07-17	0.35 - 0.5	0.0	View
Put	RUM260717P00007000	-0.353344	0.125305	1393	2026-07-17	0.8 - 0.95	0.0	View
Put	RUM260717P00008000	-0.493592	0.143683	2075	2026-07-17	1.25 - 1.55	0.0	View
Put	RUM260717P00009000	-0.630302	0.194944	24	2026-07-17	1.8 - 2.35	0.0	View
Put	RUM260717P00010000	-0.717173	0.120727	5	2026-07-17	2.6 - 3.2	0.0	View
Put	RUM260717P00011000	-0.779176	0.100977	901	2026-07-17	3.6 - 4.0	0.0	View
Put	RUM260717P00012000	-0.83968	0.083138	17	2026-07-17	4.6 - 5.0	0.0	View
Put	RUM260717P00013000	-0.951756	0.043033	1	2026-07-17	5.2 - 5.9	0.0	View

View All Rumble Options

Stock Volatility Analysis

Market participants monitor Rumble volatility to assess the stock's price stability. Sharp price swings in Rumble's stock often accompany major news events or earnings announcements. A wide deviation implies greater uncertainty and potential reward or loss for Rumble. Volatility in Rumble often coincides with valuation shifts that alter the risk-return profile.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Rumble Inc'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

Over a 90-day investment horizon, Rumble has a beta of 2.9602 indicating when the benchmark rises, RUM tends to outperform it on average. However, when benchmark returns turn negative, Rumble tends to underperform.

Rumble exhibits both macro-linked volatility and company or sector-specific developments. Beta and standard deviation quantify relative market risk. For Rumble Inc, recent data highlights a Downside Deviation of 3.91, a Mean Deviation of 3.75, and an Option Implied Volatility of 0.96.

Rumble Inc has an alpha of 0.5143, implying that it can generate a 0.5143 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

Rumble's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far Rumble's returns usually move from the mean over the selected horizon.

What Drives Rumble's Price Volatility?

Industry Dynamics

Rumble's volatility can rise when competitive dynamics or demand conditions shift across the Interactive Media & Services sector.

Political and Economic Environment

Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Rumble's trading.

Rumble's Company-Specific Factors

Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Rumble.

Stock Risk Measures

Over a 90-day investment horizon, the coefficient of variation of Rumble is 1217.88. The daily returns are distributed with a variance of 24.3 and standard deviation of 4.93. The mean deviation of Rumble Inc is currently at 3.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97

α	Alpha over Dow Jones	0.51	Details
β	Beta against Dow Jones	2.96	Details
σ	Overall volatility	4.93	Details
Ir	Information ratio	0.10	Details

Stock Return Volatility

Rumble return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 4.9299% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9313% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	RNG	NATL	GRND	ALRM	BRZE	YOU	BLKB	KC	SPNS	WBTN
RNG		0.71	0.86	0.08	0.65	0.85	-0.55	0.43	0.52	0.19	RNG
NATL	0.71		0.59	0.17	0.48	0.71	-0.35	0.35	0.2	0.11	NATL
GRND	0.86	0.59		-0.23	0.77	0.91	-0.79	0.66	0.61	0.24	GRND
ALRM	0.08	0.17	-0.23		-0.28	-0.16	0.63	-0.31	-0.08	0.16	ALRM
BRZE	0.65	0.48	0.77	-0.28		0.79	-0.79	0.55	0.48	0.26	BRZE
YOU	0.85	0.71	0.91	-0.16	0.79		-0.73	0.53	0.48	0.14	YOU
BLKB	-0.55	-0.35	-0.79	0.63	-0.79	-0.73		-0.68	-0.48	-0.19	BLKB
KC	0.43	0.35	0.66	-0.31	0.55	0.53	-0.68		0.39	0.48	KC
SPNS	0.52	0.2	0.61	-0.08	0.48	0.48	-0.48	0.39		0.57	SPNS
WBTN	0.19	0.11	0.24	0.16	0.26	0.14	-0.19	0.48	0.57		WBTN
	RNG	NATL	GRND	ALRM	BRZE	YOU	BLKB	KC	SPNS	WBTN

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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

YOU	+ 0.91	GRND
GRND	+ 0.86	RNG
YOU	+ 0.85	RNG
YOU	+ 0.79	BRZE
BRZE	+ 0.77	GRND
NATL	+ 0.71	RNG

High negative correlations

BLKB	- 0.79	BRZE
BLKB	- 0.79	GRND
BLKB	- 0.73	YOU
KC	- 0.68	BLKB
BLKB	- 0.55	RNG
SPNS	- 0.48	BLKB

Risk-Adjusted Indicators

Rumble Company can look attractive on recent price action while risk efficiency lags the peer group. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. 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
RNG	3.66	1.06	0.26	0.86	3.37	-4.32	7.70	-5.76	46.84
NATL	1.25	0.23	0.16	0.29	1.22	-1.52	3.20	-1.90	12.02
GRND	1.80	0.43	0.20	1.16	1.79	-2.07	3.44	-3.69	9.17
ALRM	1.62	0.06	0.03	0.09	1.99	-1.74	3.86	-3.27	10.50
BRZE	3.49	0.38	0.09	1.05	4.17	-3.77	9.15	-7.98	29.69
YOU	3.03	1.06	0.31	0.78	2.66	-3.52	5.60	-4.55	50.13
BLKB	2.33	-0.34	0.00	-1.31	0.00	0.00	5.52	-5.28	13.59
KC	3.67	0.40	0.10	0.24	3.87	-4.31	8.41	-7.69	28.13
SPNS	955.18	486.04	3,944	-2.43	0.00	-1,143	0.28	-0.12	32,006
WBTN	2.59	0.29	0.07	0.23	3.69	-2.49	6.29	-6.23	15.87

Risk Metrics, Assumptions & Methodology

Standard deviation for Rumble measures how widely returns scatter around their average over a given period. Tracking dispersion across rolling windows reveals whether variability is stable, expanding, or contracting. Rumble has a market cap of 1.61 billion, ROE of -77.3%.

Rumble Inc metrics draw on periodic company reporting and market reference feeds, standardized for cross-period comparison. 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 Rumble Inc is more volatile than Dow Jones Industrial by approximately 5.3x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the 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 44% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

Rumble Inc exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Rumble probability analysis.

Poor diversification

For the present investment horizon, the measured correlation between Rumble and Dow Jones stands at 0.69, or Poor diversification. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

View Details

Additional Risk Indicators

A broader risk-indicator set for Rumble Inc extends the analysis beyond standard volatility and risk measures. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.

	Risk Adjusted Performance	0.1119
	Market Risk Adjusted Performance	0.1892
	Mean Deviation	3.75
	Semi Deviation	3.67
	Downside Deviation	3.91
	Coefficient Of Variation	931.08
	Standard Deviation	5.03

Rumble Suggested Diversification Pairs

Pair analysis provides a framework for evaluating relative performance between Rumble Inc and comparable securities. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.

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	Ford vs. Rumble
	Alcoa Corp vs. Rumble
	Salesforce vs. Rumble
	MetLife vs. Rumble
	Citigroup vs. Rumble

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 Rumble, market-wide risk remains. What pair trading can address is Rumble's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.