Veru Inc Stock Volatility
| VERU Stock | USD 2.21 -0.03 -1.34% |
Sharpe Ratio = -0.016
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Latest disclosures for Veru Inc show a Market Risk Adjusted Performance of -0.04%, a Risk of 2.48, and a Risk Adjusted Performance of -0.01%. Monthly moving average analysis shows the stock is not yet reaching its full return potential.
Key indicators related to Veru's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Veru (3 Months):
Beta 1.02 | Alpha -0.07 | Risk 2.48 | Sharpe Ratio -0.02 | Expected Return -0.04 |
Assets With Similar Volatility
Lower Correlation Assets
| 0.42 | XOM | Exxon Mobil Corp | PairCorr |
| 0.4 | INTC | Intel Aggressive Push | PairCorr |
| 0.37 | CSCO | Cisco Systems Earnings Call This Week | PairCorr |
| 0.31 | CVX | Chevron Corp | PairCorr |
Sensitivity To Market
Veru Inc beta of 1.02 quantifies how much of its total volatility (2.48%) is attributable to market-wide factors versus idiosyncratic drivers. Veru Inc return dispersion over the lookback window shows standard deviation near 2.48% and semi-deviation near 0.0%, providing a baseline for comparison across peer instruments. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Veru Inc Demand TrendCurrent 90-day Veru correlation with market (Dow Jones Industrial)Downside Risk
Veru daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Shifting the lookback window for Veru reveals whether current dispersion is consistent with its longer-term pattern. Changes in Veru standard deviation over successive periods may signal shifts in the underlying return regime.
Standard Deviation | 2.48 |
An important distinction for Veru is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in Veru's daily returns from favorable moves. Total dispersion for Veru captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of Veru's return distribution. Latest disclosures for Veru Inc show a Maximum Drawdown of 11.52.
Stock Volatility Analysis
Tracking Veru volatility quantifies the degree of price uncertainty over a given period. Highly volatile stocks like Veru tend to experience wider price swings in both directions. Periods of high volatility for Veru present both elevated risk and wider price ranges for traders. When Veru experiences high volatility, its stock price shifts dramatically in a short period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Veru 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
Given a 90-day horizon, Veru has a beta of 1.0233. This entails Veru Inc market returns are related to returns on the market. As the market goes up or down, Veru tends to follow.Market risk ties Veru to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Latest disclosures for Veru Inc show a Mean Deviation of 1.97 and a Standard Deviation of 2.48.
Predicted Return Distribution |
| Density |
What Drives Veru's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Personal Care Products sector often set the baseline volatility regime for Veru.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Veru's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Veru's.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Veru is -6236.24. The daily returns are distributed with a variance of 6.15 and standard deviation of 2.48. The mean deviation of Veru Inc is currently at 1.97. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.95
α | Alpha over Dow Jones | -0.0691 | |
β | Beta against Dow Jones | 1.02 | |
σ | Overall volatility | 2.48 | |
Ir | Information ratio | -0.0277 |
Stock Return Volatility
Veru daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 2.4808% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.924% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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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
| High negative correlations
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Risk-Adjusted Indicators
Return momentum in Veru Stock is more useful when tested against peer-relative fundamentals and risk. Reviewing Veru'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BTAI | 3.91 | -0.43 | 0.00 | -0.17 | 0.00 | 10.74 | 27.30 | |||
| ANVS | 4.37 | 0.15 | 0.03 | 0.09 | 6.49 | 10.95 | 41.87 | |||
| CELU | 3.22 | -0.70 | 0.00 | -3.71 | 0.00 | 5.56 | 26.44 | |||
| PYPD | 1.80 | -0.12 | 0.00 | -0.12 | 0.00 | 4.04 | 10.06 | |||
| BCAB | 6.67 | -0.90 | 0.00 | -5.54 | 0.00 | 12.75 | 41.71 | |||
| RVPH | 6.26 | -2.38 | 0.00 | -0.76 | 0.00 | 10.96 | 69.07 | |||
| MAIA | 3.75 | -0.43 | 0.00 | -0.43 | 0.00 | 6.67 | 39.09 | |||
| DYAI | 3.36 | -0.13 | 0.00 | -0.11 | 0.00 | 6.58 | 37.04 | |||
| RNXT | 2.97 | -0.19 | 0.00 | -0.23 | 0.00 | 5.45 | 21.08 | |||
| MURA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Veru measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. Veru has a market cap of 35.95 million, P/E of 240.0, ROE of -60.25%.
Veru Inc inputs come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. 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 Veru Inc is more volatile than Dow Jones Industrial by approximately 2.7x 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 22% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Veru Inc 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment with potential for near-term correction. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Veru probability analysis.
Good diversification
Across the chosen horizon, Veru and Dow Jones show a correlation of 0.16 and fall into the Good diversification bucket. This chart measures the degree of risk overlap between Veru and Dow Jones.
Additional Risk Indicators
A broader risk-indicator set for Veru Inc extends the analysis beyond standard volatility and risk measures. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 1.97 | |||
| Coefficient Of Variation | -6,236 | |||
| Standard Deviation | 2.48 | |||
| Variance | 6.15 | |||
| Information Ratio | -0.03 |
Veru Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Veru Inc and comparable securities. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Veru persists even in a well-constructed pair. The benefit is in offsetting Veru's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Veru Inc.
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