Full Truck Alliance Stock Volatility
| YMM Stock | USD 9.53 0.34 3.44% |
Full Truck Alliance secures Sharpe Ratio (or Efficiency) of -0.0867, which denotes the company had a -0.0867 % return per unit of risk over the last 3 months. Full Truck Alliance exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Full Truck's Variance of 6.69, standard deviation of 2.59, and Mean Deviation of 1.73 to check the risk estimate we provide.
Sharpe Ratio = -0.0867
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Based on monthly moving average Full Truck is not performing at its full potential. However, 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 Full Truck by adding Full Truck to a well-diversified portfolio.
Key indicators related to Full Truck's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Full Truck 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 Full daily returns, and it is calculated using variance and standard deviation. We also use Full's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Full Truck volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Full Truck's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Full Truck's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Full Truck 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 Full Truck at lower prices. For example, an investor can purchase Full 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 Full Truck'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 Full Truck's market risk premium analysis include:
Beta 1.67 | Alpha (0.49) | Risk 2.21 | Sharpe Ratio (0.09) | Expected Return (0.19) |
Moving together with Full Stock
| 0.83 | DT | Dynatrace Holdings LLC | PairCorr |
| 0.74 | MQ | Marqeta | PairCorr |
| 0.73 | PD | Pagerduty | PairCorr |
| 0.82 | DOMO | Domo Inc | PairCorr |
| 0.66 | ESTC | Elastic NV | PairCorr |
| 0.78 | TTD | Trade Desk | PairCorr |
| 0.75 | HUBS | HubSpot Earnings Call This Week | PairCorr |
| 0.73 | INTU | Intuit Inc | PairCorr |
| 0.89 | LPSN | LivePerson Earnings Call This Week | PairCorr |
| 0.79 | MNDY | MondayCom | PairCorr |
| 0.74 | PAYC | Paycom Software | PairCorr |
| 0.77 | PHUN | Phunware | PairCorr |
| 0.81 | ADSK | Autodesk | PairCorr |
| 0.75 | TEAM | Atlassian Corp Plc | PairCorr |
| 0.8 | DDOG | Datadog Tech Boost | PairCorr |
Moving against Full Stock
| 0.71 | SLF | Sun Life Financial Buyout Trend | PairCorr |
| 0.46 | ASUR | Asure Software Downward Rally | PairCorr |
Full Truck Market Sensitivity And Downside Risk
Full Truck's beta coefficient measures the volatility of Full 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 Full stock's returns against your selected market. In other words, Full Truck's beta of 1.67 provides an investor with an approximation of how much risk Full Truck stock can potentially add to one of your existing portfolios. Full Truck Alliance exhibits very low volatility with skewness of -1.88 and kurtosis of 6.39. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Full Truck'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 Full Truck'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 Full Truck Alliance Demand TrendCheck current 90 days Full Truck correlation with market (Dow Jones Industrial)Full Truck Volatility and Downside Risk
Full 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 Full Put Option to Manage Risk
Put options written on Full Truck grant holders of the option the right to sell a specified amount of Full Truck 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 Full Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Full Truck'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 Full Truck will be realized, the loss incurred will be offset by the profits made with the option trade.
Full Truck's PUT expiring on 2026-03-20
Profit |
| Full Truck Price At Expiration |
Current Full Truck Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | YMM260320P00007500 | -0.189727 | 0.083841 | 9 | 2026-03-20 | 0.0 - 0.4 | 0.0 | View |
Put | YMM260320P00010000 | -0.587049 | 0.257672 | 801 | 2026-03-20 | 0.5 - 1.25 | 0.0 | View |
Put | YMM260320P00012500 | 0.0 | 0.0 | 919 | 2026-03-20 | 2.1 - 3.4 | 0.0 | View |
Put | YMM260320P00015000 | 0.0 | 0.0 | 16 | 2026-03-20 | 4.5 - 5.9 | 0.0 | View |
Put | YMM260320P00020000 | 0.0 | 0.0 | 1 | 2026-03-20 | 9.3 - 10.8 | 0.0 | View |
Full Truck Alliance Stock Volatility Analysis
Volatility refers to the frequency at which Full Truck stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Full Truck's price changes. Investors will then calculate the volatility of Full Truck'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 Full Truck's volatility:
Historical Volatility
This type of stock volatility measures Full Truck's fluctuations based on previous trends. It's commonly used to predict Full Truck'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 Full Truck'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 Full Truck'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. Full Truck Alliance 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.
Full Truck Projected Return Density Against Market
Considering the 90-day investment horizon the stock has the beta coefficient of 1.6724 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Full Truck will likely underperform.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 Full Truck or Software 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 Full Truck'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 Full 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.
Predicted Return Density |
| Returns |
What Drives a Full Truck 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Full Truck Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Full Truck is -1153.27. The daily returns are distributed with a variance of 4.88 and standard deviation of 2.21. The mean deviation of Full Truck Alliance is currently at 1.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | -0.49 | |
β | Beta against Dow Jones | 1.67 | |
σ | Overall volatility | 2.21 | |
Ir | Information ratio | -0.17 |
Full Truck Stock Return Volatility
Full Truck historical daily return volatility represents how much of Full Truck stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 2.2089% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7767% 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 Full Stock performing well and Full Truck 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 Full Truck'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| APPS | 3.21 | (0.51) | 0.00 | (0.93) | 0.00 | 6.03 | 19.82 | |||
| CINT | 2.17 | 0.06 | 0.03 | 0.11 | 2.82 | 5.51 | 12.99 | |||
| DCBO | 1.49 | (0.40) | 0.00 | (0.37) | 0.00 | 2.96 | 9.57 | |||
| RSKD | 1.72 | (0.18) | 0.00 | (0.10) | 0.00 | 3.89 | 13.98 | |||
| BMBL | 2.48 | (0.70) | 0.00 | (0.41) | 0.00 | 4.21 | 18.84 | |||
| SPT | 2.79 | (0.59) | 0.00 | (0.50) | 0.00 | 4.85 | 15.60 | |||
| IBTA | 2.75 | (0.55) | 0.00 | (0.18) | 0.00 | 5.28 | 33.30 | |||
| RDVT | 1.84 | (0.56) | 0.00 | (0.92) | 0.00 | 2.63 | 15.79 | |||
| DJCO | 2.62 | 0.28 | 0.08 | 0.23 | 3.60 | 4.63 | 20.42 | |||
| LYTS | 1.51 | 0.10 | 0.08 | 0.13 | 1.52 | 3.58 | 18.90 |
About Full Truck Volatility
Volatility is a rate at which the price of Full Truck 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 Full Truck may increase or decrease. In other words, similar to Full's beta indicator, it measures the risk of Full Truck and helps estimate the fluctuations that may happen in a short period of time. So if prices of Full Truck 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.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 1.8 B | 996 M | |
| Market Cap | 94.6 B | 103.8 B |
Full Truck'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 Full Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Full Truck's price varies over time.
3 ways to utilize Full Truck's volatility to invest better
Higher Full Truck's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Full Truck Alliance 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. Full Truck Alliance 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 Full Truck Alliance investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Full Truck'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 Full Truck's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Full Truck Investment Opportunity
Full Truck Alliance has a volatility of 2.21 and is 2.83 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Full Truck Alliance is lower than 19 percent of all global equities and portfolios over the last 90 days. You can use Full Truck Alliance 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 Full Truck to be traded at $9.15 in 90 days.Excellent diversification
The correlation between Full Truck Alliance and DJI is -0.52 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Full Truck Alliance and DJI in the same portfolio, assuming nothing else is changed.
Full Truck Additional Risk Indicators
The analysis of Full Truck'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 Full Truck's investment and either accepting that risk or mitigating it. Along with some common measures of Full Truck 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 | (0.11) | |||
| Market Risk Adjusted Performance | (0.21) | |||
| Mean Deviation | 1.73 | |||
| Coefficient Of Variation | (720.62) | |||
| Standard Deviation | 2.59 | |||
| Variance | 6.69 | |||
| Information Ratio | (0.17) |
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.
Full Truck 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.
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 Full Truck 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. Full Truck'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, Full Truck'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 Full Truck Alliance.
When determining whether Full Truck Alliance is a strong investment it is important to analyze Full Truck's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Full Truck's future performance. For an informed investment choice regarding Full Stock, refer to the following important reports: Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Full Truck Alliance. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Will Application Software sector continue expanding? Could Full diversify its offerings? Factors like these will boost the valuation of Full Truck. Anticipated expansion of Full directly elevates investor willingness to pay premium valuations. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Full Truck data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.20) | Dividend Share 1.384 | Earnings Share 0.55 | Revenue Per Share | Quarterly Revenue Growth 0.108 |
Full Truck Alliance's market price often diverges from its book value, the accounting figure shown on Full's balance sheet. Smart investors calculate Full Truck's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Full Truck's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Full Truck's value and its price as these two are different measures arrived at by different means. Investors typically determine if Full Truck is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Full Truck'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.