Septerna Common Stock Stock Volatility
| SEPN Stock | 25.74 0.67 2.54% |
Septerna Common appears to be not too volatile, given 3 months investment horizon. Septerna Common Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0447, which indicates the firm had a 0.0447 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Septerna Common Stock, which you can use to evaluate the volatility of the company. Please review Septerna Common's Risk Adjusted Performance of 0.0771, semi deviation of 2.77, and Coefficient Of Variation of 1082.34 to confirm if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.0447
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Based on monthly moving average Septerna Common 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 Septerna Common by adding it to a well-diversified portfolio.
Key indicators related to Septerna Common's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Septerna Common 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 Septerna daily returns, and it is calculated using variance and standard deviation. We also use Septerna's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Septerna Common volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Septerna Common's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Septerna Common's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Septerna Common 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 Septerna Common at lower prices. For example, an investor can purchase Septerna 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 Septerna Common'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. Main indicators related to Septerna Common's market risk premium analysis include:
Beta (0.13) | Alpha 0.42 | Risk 4.57 | Sharpe Ratio 0.0447 | Expected Return 0.2 |
Moving together with Septerna Stock
| 0.74 | AZN | AstraZeneca PLC ADR | PairCorr |
| 0.83 | JNJ | Johnson Johnson | PairCorr |
| 0.82 | MRK | Merck Company Aggressive Push | PairCorr |
| 0.61 | NVS | Novartis AG ADR | PairCorr |
| 0.77 | WMT | Walmart Common Stock | PairCorr |
| 0.79 | SAR | Saratoga Investment Corp | PairCorr |
| 0.69 | ACN | Accenture plc | PairCorr |
| 0.66 | VLKAF | Volkswagen AG | PairCorr |
| 0.67 | VWAGY | Volkswagen AG 110 | PairCorr |
| 0.71 | VLKPF | Volkswagen AG VZO | PairCorr |
| 0.67 | WSFS | WSFS Financial | PairCorr |
Moving against Septerna Stock
| 0.77 | HCM | HUTCHMED DRC | PairCorr |
| 0.64 | HNHPF | Hon Hai Precision | PairCorr |
| 0.63 | JD | JD Inc Adr | PairCorr |
| 0.6 | SNY | Sanofi ADR | PairCorr |
Septerna Common Market Sensitivity And Downside Risk
Septerna Common's beta coefficient measures the volatility of Septerna 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 Septerna stock's returns against your selected market. In other words, Septerna Common's beta of -0.13 provides an investor with an approximation of how much risk Septerna Common stock can potentially add to one of your existing portfolios. Septerna Common Stock shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Septerna Common'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 Septerna Common'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 Septerna Common Stock Demand TrendCheck current 90 days Septerna Common correlation with market (Dow Jones Industrial)Septerna Common Volatility and Downside Risk
Septerna 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 Septerna Put Option to Manage Risk
Put options written on Septerna Common grant holders of the option the right to sell a specified amount of Septerna Common 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 Septerna Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Septerna Common'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 Septerna Common will be realized, the loss incurred will be offset by the profits made with the option trade.
Septerna Common's PUT expiring on 2026-04-17
Profit |
| Septerna Common Price At Expiration |
Current Septerna Common Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | SEPN260417P00010000 | -0.032644 | 0.004737 | 5 | 2026-04-17 | 0.0 - 0.25 | 0.0 | View |
Put | SEPN260417P00012500 | -0.046834 | 0.007732 | 1 | 2026-04-17 | 0.0 - 0.3 | 0.0 | View |
Put | SEPN260417P00014000 | -0.064086 | 0.010642 | 20 | 2026-04-17 | 0.0 - 0.4 | 0.0 | View |
Put | SEPN260417P00020000 | -0.193926 | 0.030691 | 4 | 2026-04-17 | 0.75 - 1.55 | 0.0 | View |
Put | SEPN260417P00025000 | -0.407694 | 0.042639 | 17 | 2026-04-17 | 3.0 - 3.7 | 0.0 | View |
Septerna Common Stock Stock Volatility Analysis
Volatility refers to the frequency at which Septerna Common stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Septerna Common's price changes. Investors will then calculate the volatility of Septerna Common'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 Septerna Common's volatility:
Historical Volatility
This type of stock volatility measures Septerna Common's fluctuations based on previous trends. It's commonly used to predict Septerna Common'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 Septerna Common'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 Septerna Common'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. Septerna Common Stock 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.
Septerna Common Projected Return Density Against Market
Given the investment horizon of 90 days Septerna Common Stock has a beta of -0.1298 . This usually implies as returns on the benchmark increase, returns on holding Septerna Common are expected to decrease at a much lower rate. During a bear market, however, Septerna Common Stock 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 Septerna Common or Pharmaceuticals 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 Septerna Common'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 Septerna 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.
Septerna Common Stock has an alpha of 0.4214, implying that it can generate a 0.42 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Septerna Common 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 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.Septerna Common Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Septerna Common is 2235.7. The daily returns are distributed with a variance of 20.92 and standard deviation of 4.57. The mean deviation of Septerna Common Stock is currently at 3.26. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | 0.42 | |
β | Beta against Dow Jones | -0.13 | |
σ | Overall volatility | 4.57 | |
Ir | Information ratio | 0.07 |
Septerna Common Stock Return Volatility
Septerna Common historical daily return volatility represents how much of Septerna Common stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 4.5743% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7029% 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 Septerna Stock performing well and Septerna Common 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 Septerna Common'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BCAX | 3.18 | (0.06) | 0.00 | (0.90) | 0.00 | 6.05 | 19.57 | |||
| TNGX | 3.69 | 0.82 | 0.18 | 1.88 | 3.57 | 9.43 | 31.68 | |||
| FTRE | 3.69 | 0.80 | 0.26 | 0.33 | 3.48 | 9.63 | 33.07 | |||
| PRME | 4.85 | (0.58) | 0.00 | (0.24) | 0.00 | 12.57 | 23.00 | |||
| KURA | 3.22 | (0.02) | 0.00 | 0.07 | 3.35 | 6.96 | 22.27 | |||
| EYPT | 3.15 | 0.45 | 0.08 | (1.59) | 3.64 | 7.21 | 19.48 | |||
| PROK | 3.90 | (0.40) | 0.00 | (0.12) | 0.00 | 7.56 | 25.70 | |||
| MRVI | 3.13 | 0.33 | 0.09 | 0.56 | 3.13 | 8.38 | 20.24 | |||
| NRIX | 3.61 | 1.09 | 0.30 | 2.17 | 2.89 | 9.33 | 27.63 | |||
| ABUS | 2.36 | 0.01 | 0.02 | 0.09 | 2.72 | 5.10 | 13.51 |
About Septerna Common Volatility
Volatility is a rate at which the price of Septerna Common 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 Septerna Common may increase or decrease. In other words, similar to Septerna's beta indicator, it measures the risk of Septerna Common and helps estimate the fluctuations that may happen in a short period of time. So if prices of Septerna Common 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.3 ways to utilize Septerna Common's volatility to invest better
Higher Septerna Common's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Septerna Common Stock 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. Septerna Common Stock 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 Septerna Common Stock investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Septerna Common'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 Septerna Common's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Septerna Common Investment Opportunity
Septerna Common Stock has a volatility of 4.57 and is 6.53 times more volatile than Dow Jones Industrial. 41 percent of all equities and portfolios are less risky than Septerna Common. You can use Septerna Common Stock 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 Septerna Common to be traded at 24.71 in 90 days.Good diversification
The correlation between Septerna Common Stock and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Septerna Common Stock and DJI in the same portfolio, assuming nothing else is changed.
Septerna Common Additional Risk Indicators
The analysis of Septerna Common'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 Septerna Common's investment and either accepting that risk or mitigating it. Along with some common measures of Septerna Common 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 | 0.0771 | |||
| Market Risk Adjusted Performance | (3.15) | |||
| Mean Deviation | 3.33 | |||
| Semi Deviation | 2.77 | |||
| Downside Deviation | 3.08 | |||
| Coefficient Of Variation | 1082.34 | |||
| Standard Deviation | 4.55 |
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.
Septerna Common 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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| Microsoft vs. Septerna Common | ||
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 Septerna Common 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. Septerna Common'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, Septerna Common'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 Septerna Common Stock.
When determining whether Septerna Common Stock offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Septerna Common's 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 Septerna Common Stock Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Septerna Common Stock Stock: Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Septerna Common Stock. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in inflation. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Is Pharmaceuticals 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 Septerna Common. If investors know Septerna will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Septerna Common listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (6.90) | Revenue Per Share | Quarterly Revenue Growth 121.131 | Return On Assets | Return On Equity |
The market value of Septerna Common Stock is measured differently than its book value, which is the value of Septerna that is recorded on the company's balance sheet. Investors also form their own opinion of Septerna Common's value that differs from its market value or its book value, called intrinsic value, which is Septerna Common's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Septerna Common's market value can be influenced by many factors that don't directly affect Septerna Common's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Septerna Common's value and its price as these two are different measures arrived at by different means. Investors typically determine if Septerna Common is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Septerna Common's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.