Bill Com Holdings Stock Volatility
| BILL Stock | USD 53.61 0.35 0.66% |
Bill Com Holdings secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Bill Com Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bill's Risk Adjusted Performance of (0.07), mean deviation of 2.54, and Standard Deviation of 5.07 to double-check the risk estimate we provide. Key indicators related to Bill's volatility include:
120 Days Market Risk | Chance Of Distress | 120 Days Economic Sensitivity |
Bill 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 Bill daily returns, and it is calculated using variance and standard deviation. We also use Bill's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Bill volatility.
Bill |
ESG Sustainability
While most ESG disclosures are voluntary, Bill's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Bill's managers and investors.Environmental | Governance | Social |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Bill at lower prices. For example, an investor can purchase Bill stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with Bill Stock
Moving against Bill Stock
| 0.69 | KC | Kingsoft Cloud Holdings | PairCorr |
| 0.59 | DV | DoubleVerify Holdings Earnings Call Tomorrow | PairCorr |
| 0.59 | DUOL | Duolingo | PairCorr |
| 0.45 | DT | Dynatrace Holdings LLC | PairCorr |
| 0.43 | DUOT | Duos Technologies | PairCorr |
Bill Market Sensitivity And Downside Risk
Bill's beta coefficient measures the volatility of Bill 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 Bill stock's returns against your selected market. In other words, Bill's beta of 2.37 provides an investor with an approximation of how much risk Bill stock can potentially add to one of your existing portfolios. Bill Com Holdings exhibits very low volatility with skewness of -5.11 and kurtosis of 35.16. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Bill'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 Bill'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 Bill Com Holdings Demand TrendCheck current 90 days Bill correlation with market (Dow Jones Industrial)Bill Beta |
Bill 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 | 5.31 |
It is essential to understand the difference between upside risk (as represented by Bill's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Bill's daily returns or price. Since the actual investment returns on holding a position in bill 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 Bill.
Using Bill Put Option to Manage Risk
Put options written on Bill grant holders of the option the right to sell a specified amount of Bill 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 Bill Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Bill'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 Bill will be realized, the loss incurred will be offset by the profits made with the option trade.
Bill's PUT expiring on 2025-05-16
Profit |
| Bill Price At Expiration |
Current Bill Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | BILL250516P00090000 | -0.874816 | 0.010029 | 11 | 2025-05-16 | 35.5 - 37.5 | 0.0 | View |
Put | BILL250516P00087500 | -0.920528 | 0.00863 | 24 | 2025-05-16 | 33.8 - 35.3 | 0.0 | View |
Put | BILL250516P00085000 | -0.925898 | 0.008747 | 34 | 2025-05-16 | 31.2 - 32.0 | 0.0 | View |
Put | BILL250516P00082500 | -0.981892 | 0.003417 | 56 | 2025-05-16 | 28.9 - 29.6 | 0.0 | View |
Put | BILL250516P00080000 | -0.94853 | 0.007958 | 986 | 2025-05-16 | 26.6 - 27.1 | 0.0 | View |
Put | BILL250516P00077500 | -0.94641 | 0.008755 | 60 | 2025-05-16 | 24.0 - 24.7 | 0.0 | View |
Put | BILL250516P00075000 | -0.889205 | 0.013974 | 468 | 2025-05-16 | 22.0 - 22.3 | 0.0 | View |
Put | BILL250516P00072500 | -0.856744 | 0.016699 | 61 | 2025-05-16 | 19.7 - 20.0 | 0.0 | View |
Put | BILL250516P00070000 | -0.825305 | 0.018991 | 81 | 2025-05-16 | 17.5 - 17.7 | 0.0 | View |
Put | BILL250516P00067500 | -0.779702 | 0.021716 | 1244 | 2025-05-16 | 15.3 - 15.6 | 0.0 | View |
Put | BILL250516P00065000 | -0.731685 | 0.023936 | 136 | 2025-05-16 | 13.3 - 13.5 | 0.0 | View |
Bill Com Holdings Stock Volatility Analysis
Volatility refers to the frequency at which Bill stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Bill's price changes. Investors will then calculate the volatility of Bill'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 Bill's volatility:
Historical Volatility
This type of stock volatility measures Bill's fluctuations based on previous trends. It's commonly used to predict Bill'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 Bill'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 Bill'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. Bill Com Holdings 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.
Bill Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.3677 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Bill 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 Bill 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 Bill'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 Bill 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.
Bill Com Holdings has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Bill 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.Bill Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Bill is -770.19. The daily returns are distributed with a variance of 28.16 and standard deviation of 5.31. The mean deviation of Bill Com Holdings is currently at 2.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | -0.54 | |
β | Beta against Dow Jones | 2.37 | |
σ | Overall volatility | 5.31 | |
Ir | Information ratio | -0.11 |
Bill Stock Return Volatility
Bill historical daily return volatility represents how much of Bill stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 5.3064% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7329% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Bill Volatility
Volatility is a rate at which the price of Bill 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 Bill may increase or decrease. In other words, similar to Bill's beta indicator, it measures the risk of Bill and helps estimate the fluctuations that may happen in a short period of time. So if prices of Bill 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 | 550.3 M | 577.8 M | |
| Market Cap | 6.5 B | 4 B |
Bill'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 Bill Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Bill's price varies over time.
3 ways to utilize Bill's volatility to invest better
Higher Bill's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Bill Com Holdings 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. Bill Com Holdings 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 Bill Com Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Bill'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 Bill's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Bill Investment Opportunity
Bill Com Holdings has a volatility of 5.31 and is 7.27 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Bill Com Holdings is lower than 47 percent of all global equities and portfolios over the last 90 days. You can use Bill Com Holdings to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Bill to be traded at $58.97 in 90 days.Weak diversification
The correlation between Bill Com Holdings and DJI is 0.34 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bill Com Holdings and DJI in the same portfolio, assuming nothing else is changed.
Bill Additional Risk Indicators
The analysis of Bill'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 Bill's investment and either accepting that risk or mitigating it. Along with some common measures of Bill 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 | (0.07) | |||
| Market Risk Adjusted Performance | (0.22) | |||
| Mean Deviation | 2.54 | |||
| Coefficient Of Variation | (934.12) | |||
| Standard Deviation | 5.07 | |||
| Variance | 25.76 | |||
| Information Ratio | (0.11) |
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.
Bill 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 Bill 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. Bill'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, Bill'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 Bill Com Holdings.
When determining whether Bill Com Holdings is a strong investment it is important to analyze Bill'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 Bill's future performance. For an informed investment choice regarding Bill Stock, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Bill Com Holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Is Systems Software 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 Bill. If investors know Bill 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 Bill listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.39 | Revenue Per Share | Quarterly Revenue Growth 0.138 | Return On Assets | Return On Equity |
The market value of Bill Com Holdings is measured differently than its book value, which is the value of Bill that is recorded on the company's balance sheet. Investors also form their own opinion of Bill's value that differs from its market value or its book value, called intrinsic value, which is Bill'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 Bill's market value can be influenced by many factors that don't directly affect Bill'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 Bill's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bill is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bill'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.