Denali Capital Acquisition Stock Volatility
| DECA Stock | USD 11.88 0.03 0.25% |
At this point, Denali Capital is not too volatile. Denali Capital Acqui secures Sharpe Ratio (or Efficiency) of 0.0419, which denotes the company had a 0.0419% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Denali Capital Acquisition, which you can use to evaluate the volatility of the firm. Please confirm Denali Capital's Downside Deviation of 1.57, coefficient of variation of 1664.14, and Mean Deviation of 0.4828 to check if the risk estimate we provide is consistent with the expected return of 0.044%. Key indicators related to Denali Capital's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Denali Capital 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 Denali daily returns, and it is calculated using variance and standard deviation. We also use Denali's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Denali Capital volatility.
Denali |
ESG Sustainability
While most ESG disclosures are voluntary, Denali Capital's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Denali Capital's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Denali Capital can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Denali Capital at lower prices to lower their average cost per share. Similarly, when the prices of Denali Capital's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Denali Stock
| 0.77 | V | Visa Class A | PairCorr |
| 0.79 | DIST | Distoken Acquisition | PairCorr |
| 0.7 | BN | Brookfield Corp | PairCorr |
| 0.64 | BX | Blackstone Group Fiscal Year End 23rd of January 2025 | PairCorr |
Moving against Denali Stock
| 0.85 | XP | Xp Inc | PairCorr |
| 0.59 | WD | Walker Dunlop | PairCorr |
| 0.57 | WU | Western Union Sell-off Trend | PairCorr |
| 0.54 | LU | Lufax Holding | PairCorr |
| 0.38 | PT | Pintec Technology | PairCorr |
| 0.36 | PWUPU | PowerUp Acquisition Corp | PairCorr |
Denali Capital Market Sensitivity And Downside Risk
Denali Capital's beta coefficient measures the volatility of Denali 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 Denali stock's returns against your selected market. In other words, Denali Capital's beta of -0.13 provides an investor with an approximation of how much risk Denali Capital stock can potentially add to one of your existing portfolios. Denali Capital Acquisition has relatively low volatility with skewness of 1.43 and kurtosis of 10.59. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Denali Capital'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 Denali Capital'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 Denali Capital Acqui Demand TrendCheck current 90 days Denali Capital correlation with market (Dow Jones Industrial)Denali Beta |
Denali 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 | 1.05 |
It is essential to understand the difference between upside risk (as represented by Denali Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Denali Capital's daily returns or price. Since the actual investment returns on holding a position in denali 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 Denali Capital.
Denali Capital Acqui Stock Volatility Analysis
Volatility refers to the frequency at which Denali Capital stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Denali Capital's price changes. Investors will then calculate the volatility of Denali Capital'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 Denali Capital's volatility:
Historical Volatility
This type of stock volatility measures Denali Capital's fluctuations based on previous trends. It's commonly used to predict Denali Capital'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 Denali Capital'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 Denali Capital'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. Denali Capital Acqui 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.
Denali Capital Projected Return Density Against Market
Given the investment horizon of 90 days Denali Capital Acquisition has a beta of -0.1302 suggesting as returns on the benchmark increase, returns on holding Denali Capital are expected to decrease at a much lower rate. During a bear market, however, Denali Capital Acquisition 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 Denali Capital or Capital Markets 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 Denali Capital'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 Denali 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.
Denali Capital Acquisition has an alpha of 0.0554, implying that it can generate a 0.0554 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Denali Capital 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.Denali Capital Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Denali Capital is 2387.11. The daily returns are distributed with a variance of 1.1 and standard deviation of 1.05. The mean deviation of Denali Capital Acquisition is currently at 0.47. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | -0.13 | |
σ | Overall volatility | 1.05 | |
Ir | Information ratio | 0.03 |
Denali Capital Stock Return Volatility
Denali Capital historical daily return volatility represents how much of Denali Capital stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 1.0503% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8025% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Denali Capital Volatility
Volatility is a rate at which the price of Denali Capital 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 Denali Capital may increase or decrease. In other words, similar to Denali's beta indicator, it measures the risk of Denali Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Denali Capital 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 | ||
| Market Cap | 101.6 M | 117.1 M |
Denali Capital'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 Denali Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Denali Capital's price varies over time.
3 ways to utilize Denali Capital's volatility to invest better
Higher Denali Capital's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Denali Capital Acqui 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. Denali Capital Acqui 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 Denali Capital Acqui investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Denali Capital'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 Denali Capital's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Denali Capital Investment Opportunity
Denali Capital Acquisition has a volatility of 1.05 and is 1.31 times more volatile than Dow Jones Industrial. 9 percent of all equities and portfolios are less risky than Denali Capital. You can use Denali Capital Acquisition to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of Denali Capital to be traded at $12.47 in 90 days.Good diversification
The correlation between Denali Capital Acquisition and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Denali Capital Acquisition and DJI in the same portfolio, assuming nothing else is changed.
Denali Capital Additional Risk Indicators
The analysis of Denali Capital'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 Denali Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Denali Capital 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 | 0.0502 | |||
| Market Risk Adjusted Performance | (0.39) | |||
| Mean Deviation | 0.4828 | |||
| Semi Deviation | 0.6492 | |||
| Downside Deviation | 1.57 | |||
| Coefficient Of Variation | 1664.14 | |||
| Standard Deviation | 1.04 |
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.
Denali Capital 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 Denali Capital 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. Denali Capital'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, Denali Capital'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 Denali Capital Acquisition.
Complementary Tools for Denali Stock analysis
When running Denali Capital's price analysis, check to measure Denali Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Denali Capital is operating at the current time. Most of Denali Capital's value examination focuses on studying past and present price action to predict the probability of Denali Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Denali Capital's price. Additionally, you may evaluate how the addition of Denali Capital to your portfolios can decrease your overall portfolio volatility.
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