Sculptor Capital Management Volatility
| SCUDelisted Stock | USD 10.97 0.05 0.46% |
We have found twenty-nine technical indicators for Sculptor Capital Management, which you can use to evaluate the volatility of the company. Please validate Sculptor Capital's Coefficient Of Variation of 756.02, semi deviation of 1.84, and Risk Adjusted Performance of 0.1088 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Sculptor Capital's volatility include:
540 Days Market Risk | Chance Of Distress | 540 Days Economic Sensitivity |
Sculptor Capital 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 Sculptor daily returns, and it is calculated using variance and standard deviation. We also use Sculptor's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Sculptor Capital volatility.
Sculptor |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Sculptor Capital 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 Sculptor Capital at lower prices. For example, an investor can purchase Sculptor 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 Sculptor Capital'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.
Moving together with Sculptor Stock
Moving against Sculptor Stock
| 0.68 | BKRKY | Bank Rakyat | PairCorr |
| 0.6 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.6 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.6 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
| 0.59 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.57 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.51 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.5 | PBCRY | Bank Central Asia | PairCorr |
| 0.45 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
Sculptor Capital Market Sensitivity And Downside Risk
Sculptor Capital's beta coefficient measures the volatility of Sculptor 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 Sculptor stock's returns against your selected market. In other words, Sculptor Capital's beta of -0.13 provides an investor with an approximation of how much risk Sculptor Capital stock can potentially add to one of your existing portfolios. Sculptor Capital Management currently demonstrates below-average downside deviation. It has Information Ratio of 0.09 and Jensen Alpha of 0.41. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Sculptor Capital'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 Sculptor Capital'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 Sculptor Capital Man Demand TrendCheck current 90 days Sculptor Capital correlation with market (Dow Jones Industrial)Sculptor Beta |
Sculptor 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.
Standard Deviation | 0.0 |
It is essential to understand the difference between upside risk (as represented by Sculptor Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Sculptor Capital's daily returns or price. Since the actual investment returns on holding a position in sculptor stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Sculptor Capital.
Sculptor Capital Man Stock Volatility Analysis
Volatility refers to the frequency at which Sculptor Capital delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Sculptor Capital's price changes. Investors will then calculate the volatility of Sculptor Capital's stock to predict their future moves. A delisted 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 delisted 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 Sculptor Capital's volatility:
Historical Volatility
This type of delisted stock volatility measures Sculptor Capital's fluctuations based on previous trends. It's commonly used to predict Sculptor Capital'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 Sculptor Capital's current market price. This means that the delisted stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Sculptor Capital's to be redeemed at a future date.Transformation |
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Sculptor Capital Projected Return Density Against Market
Considering the 90-day investment horizon Sculptor Capital Management has a beta of -0.1283 . This usually implies as returns on the benchmark increase, returns on holding Sculptor Capital are expected to decrease at a much lower rate. During a bear market, however, Sculptor Capital Management 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 Sculptor Capital 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 Sculptor Capital'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 Sculptor delisted 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.
Sculptor Capital Management has an alpha of 0.405, implying that it can generate a 0.41 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Sculptor Capital Price Volatility?
Several factors can influence a delisted 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 many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Sculptor Capital Stock Return Volatility
Sculptor Capital historical daily return volatility represents how much of Sculptor Capital delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 0.0% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Sculptor Capital Volatility
Volatility is a rate at which the price of Sculptor Capital 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 Sculptor Capital may increase or decrease. In other words, similar to Sculptor's beta indicator, it measures the risk of Sculptor Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Sculptor Capital 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.Sculptor Capital Management, Inc. is a publicly owned hedge fund sponsor. Sculptor Capital Management, Inc. was founded in 1994 and is based New York, New York. Sculptor Capital operates under Asset Management classification in the United States and is traded on New York Stock Exchange. It employs 337 people.
Sculptor Capital'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 Sculptor Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Sculptor Capital's price varies over time.
3 ways to utilize Sculptor Capital's volatility to invest better
Higher Sculptor Capital's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Sculptor Capital Man 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. Sculptor Capital Man 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 Sculptor Capital Man investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Sculptor Capital'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 Sculptor Capital's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Sculptor Capital Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.74 and is 9.223372036854776E16 times more volatile than Sculptor Capital Management. 0 percent of all equities and portfolios are less risky than Sculptor Capital. You can use Sculptor Capital Management to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of Sculptor Capital to be traded at $11.52 in 90 days.Good diversification
The correlation between Sculptor Capital Management and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sculptor Capital Management and DJI in the same portfolio, assuming nothing else is changed.
Sculptor Capital Additional Risk Indicators
The analysis of Sculptor Capital'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 Sculptor Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Sculptor Capital 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 | 0.1088 | |||
| Market Risk Adjusted Performance | (3.03) | |||
| Mean Deviation | 2.02 | |||
| Semi Deviation | 1.84 | |||
| Downside Deviation | 2.24 | |||
| Coefficient Of Variation | 756.02 | |||
| Standard Deviation | 3.03 |
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 delisted stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Sculptor Capital 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.
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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 Sculptor Capital 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. Sculptor Capital'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, Sculptor Capital'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 Sculptor Capital Management.
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Other Consideration for investing in Sculptor Stock
If you are still planning to invest in Sculptor Capital Man check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Sculptor Capital's history and understand the potential risks before investing.
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