TON Strategy Co Stock Volatility
| TONX Stock | 3.33 -0.31 -8.52% |
Sharpe Ratio = 0.1543
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TON Strategy Co posted a Market Risk Adjusted Performance of 0.6%, a Risk of 7.14, and a Risk Adjusted Performance of 0.2% for the reported period. Monthly performance data shows the stock operating at about 12% of its measured historical range.
Key indicators related to TON Strategy's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for TON Strategy (3 Months):
Beta 1.97 | Alpha 1.19 | Risk 7.14 | Sharpe Ratio 0.15 | Expected Return 1.1 |
Lower Correlation Assets
| 0.54 | YOO | Yangaroo | PairCorr |
| 0.53 | TC | TuanChe ADR | PairCorr |
| 0.48 | YALA | Yalla Group | PairCorr |
| 0.45 | SST | System1 | PairCorr |
| 0.45 | YMT | Yimutian American Depositary | PairCorr |
| 0.39 | GENI | Genius Sports | PairCorr |
| 0.39 | GIFT | RDE Inc | PairCorr |
| 0.36 | WB | Weibo Corp | PairCorr |
| 0.33 | WBTN | WEBTOON Entertainment Common | PairCorr |
| 0.32 | PU11 | The Social Chain | PairCorr |
Sensitivity To Market
TON Strategy beta coefficient measures the volatility of TON Strategy stock relative to the systematic risk of the broad market benchmark. A beta of 1.97 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 7.14%. TON Strategy Co has shown noticeable price swings over the selected period. Downside deviation is about 5.13% and standard deviation is about 7.1%, which summarize how widely returns have moved. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For TON Strategy Co, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |TON Strategy Demand TrendCurrent 90-day TON Strategy correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far TON Strategy returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability. Tracking TON Strategy standard deviation across time horizons shows whether volatility is expanding or contracting.
Standard Deviation | 7.14 |
It is essential to understand the difference between upside risk and downside risk for TON Strategy. Total volatility includes favorable moves, while downside deviation isolates the loss risk in TON Strategy's daily returns. Both total and downside risk metrics contribute to a thorough analysis of TON Strategy. TON Strategy Co posted a Downside Deviation of 5.13, a Downside Variance of 26.31, and a Maximum Drawdown of 25.64 for the reported period.
Stock Volatility Analysis
Volatility refers to the frequency at which TON Strategy stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock. A stock with high volatility produces outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Median Price transformation calculates the midpoint between TON Strategy's high and low for each trading period. This provides a simple measure of the period's central tendency based on range extremes, ignoring the opening and closing levels. Compared to the typical or weighted close price, the median price gives equal weight to buyers and sellers at the extremes and is often used as a smoothed input for trend and momentum indicators.
Projected Return Density Against Market
Given a 90-day horizon, TON Strategy has a beta of 1.9666. This usually implies when the benchmark rises, TONX tends to outperform it on average. However, when benchmark returns turn negative, TON Strategy tends to underperform.Both systematic and unsystematic risks influence TON Strategy. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. TON Strategy Co posted a Downside Deviation of 5.13, a Mean Deviation of 5.31, and a Semi Deviation of 4.32 for the reported period.
Predicted Return Distribution |
| Density |
What Drives TON Strategy's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Interactive Media & Services sector can move TON Strategy's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for TON Strategy.TON Strategy's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in TON Strategy's shares.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of TON Strategy is 648.3. The daily returns are distributed with a variance of 50.92 and standard deviation of 7.14. The mean deviation of TON Strategy Co is currently at 5.25. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 1.19 | |
β | Beta against Dow Jones | 1.97 | |
σ | Overall volatility | 7.14 | |
Ir | Information ratio | 0.17 |
Stock Return Volatility
TON Strategy historical daily return volatility represents how much of TON Strategy stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 7.136% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9166% volatility on return distribution over a 90-day investment 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
Strong recent returns in TON Strategy Stock do not always mean TON Strategy Company is outperforming peers on business quality. Reviewing TON Strategy's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HRZN | 2.47 | -0.41 | 0.00 | -0.31 | 0.00 | 5.67 | 26.12 | |||
| KOYN | 0.07 | 0.00 | 0.04 | 1.24 | 0.00 | 0.20 | 0.60 | |||
| LIEN | 0.98 | -0.13 | 0.00 | -0.46 | 0.00 | 2.06 | 6.50 | |||
| OACC | 0.18 | -0.02 | 0.00 | -0.49 | 0.00 | 0.47 | 1.79 | |||
| TPVG | 2.11 | 0.06 | 0.03 | 0.06 | 2.43 | 4.99 | 10.75 | |||
| MLCI | 3.21 | -0.89 | 0.00 | -0.60 | 0.00 | 6.25 | 20.11 | |||
| GIWWU | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SSSS | 2.74 | 0.62 | 0.23 | 0.31 | 2.40 | 6.63 | 16.18 | |||
| INV | 5.94 | 1.62 | 0.27 | 0.70 | 5.29 | 16.75 | 46.08 |
Risk Metrics, Assumptions & Methodology
Beta for TON Strategy measures the share of volatility attributable to broad market movements versus company-specific factors. Beta instability across periods suggests the relationship between market risk and asset volatility is shifting. TON Strategy has a market cap of 205.77 million, ROE of -70.26%.
TON Strategy Co figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that TON Strategy Co is more volatile than Dow Jones Industrial by approximately 7.76x 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 64% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.TON Strategy Co exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View TON Strategy probability analysis.
Strong inverse diversification
TON Strategy currently posts a -0.48 correlation with Dow Jones, indicating a Strong inverse diversification relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Looking at additional risk metrics for TON Strategy Co frames how the position may behave under different market and portfolio conditions. Cross-security comparison within similar growth and valuation profiles provides additional context for interpreting relative risk positioning.
| Risk Adjusted Performance | 0.1717 | |||
| Market Risk Adjusted Performance | 0.6153 | |||
| Mean Deviation | 5.31 | |||
| Semi Deviation | 4.32 | |||
| Downside Deviation | 5.13 | |||
| Coefficient Of Variation | 591.43 | |||
| Standard Deviation | 7.1 |
TON Strategy Suggested Diversification Pairs
Pair trading with TON Strategy hedges company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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 TON Strategy 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. TON Strategy'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, TON Strategy'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 TON Strategy Co.
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