Jayud Global Logistics Stock Volatility

JYD Stock   3.62  0.02  0.56%   
Jayud Global is extremely dangerous given 3 months investment horizon. Jayud Global Logistics holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.74% are justified by taking the suggested risk. Use Jayud Global Logistics Market Risk Adjusted Performance of 2.78, downside deviation of 12.3, and Risk Adjusted Performance of 0.155 to evaluate company specific risk that cannot be diversified away. Key indicators related to Jayud Global's volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
Jayud Global 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 Jayud daily returns, and it is calculated using variance and standard deviation. We also use Jayud's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jayud Global volatility.
  

ESG Sustainability

While most ESG disclosures are voluntary, Jayud Global's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Jayud Global's managers and investors.
Environmental
Governance
Social
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Jayud Global 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 Jayud Global at lower prices to lower their average cost per share. Similarly, when the prices of Jayud Global's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.

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Jayud Global Market Sensitivity And Downside Risk

Jayud Global's beta coefficient measures the volatility of Jayud 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 Jayud stock's returns against your selected market. In other words, Jayud Global's beta of 1.06 provides an investor with an approximation of how much risk Jayud Global stock can potentially add to one of your existing portfolios. Jayud Global Logistics is showing large volatility of returns over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Jayud Global'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 Jayud Global'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 Jayud Global Logistics Demand Trend
Check current 90 days Jayud Global correlation with market (Dow Jones Industrial)

Jayud Beta

    
  1.06  
Jayud 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

    
  14.57  
It is essential to understand the difference between upside risk (as represented by Jayud Global's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Jayud Global's daily returns or price. Since the actual investment returns on holding a position in jayud 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 Jayud Global.

Jayud Global Logistics Stock Volatility Analysis

Volatility refers to the frequency at which Jayud Global stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Jayud Global's price changes. Investors will then calculate the volatility of Jayud Global'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 Jayud Global's volatility:

Historical Volatility

This type of stock volatility measures Jayud Global's fluctuations based on previous trends. It's commonly used to predict Jayud Global'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 Jayud Global'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 Jayud Global'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. Jayud Global Logistics 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.

Jayud Global Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.0648 . This indicates Jayud Global Logistics market returns are highly-sensitive to returns on the market. As the market goes up or down, Jayud Global is expected to follow.
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 Jayud Global or Air Freight & Logistics 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 Jayud Global'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 Jayud 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.
Jayud Global Logistics has an alpha of 2.9752, implying that it can generate a 2.98 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Jayud Global's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how jayud stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Jayud Global 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.

Jayud Global Stock Risk Measures

Considering the 90-day investment horizon the coefficient of variation of Jayud Global is 389.56. The daily returns are distributed with a variance of 212.28 and standard deviation of 14.57. The mean deviation of Jayud Global Logistics is currently at 9.69. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α
Alpha over Dow Jones
2.98
β
Beta against Dow Jones1.06
σ
Overall volatility
14.57
Ir
Information ratio 0.20

Jayud Global Stock Return Volatility

Jayud Global historical daily return volatility represents how much of Jayud Global stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 14.5698% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7503% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Jayud Global Volatility

Volatility is a rate at which the price of Jayud Global 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 Jayud Global may increase or decrease. In other words, similar to Jayud's beta indicator, it measures the risk of Jayud Global and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jayud Global 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 ReportedProjected for Next Year
Selling And Marketing Expenses13.7 M11.9 M
Market Cap192.5 M182.9 M
Jayud Global'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 Jayud Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Jayud Global's price varies over time.

3 ways to utilize Jayud Global's volatility to invest better

Higher Jayud Global's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Jayud Global Logistics 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. Jayud Global Logistics 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 Jayud Global Logistics investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Jayud Global'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 Jayud Global's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Jayud Global Investment Opportunity

Jayud Global Logistics has a volatility of 14.57 and is 19.43 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Jayud Global Logistics is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Jayud Global Logistics to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Jayud Global to be traded at 3.98 in 90 days.

Significant diversification

The correlation between Jayud Global Logistics and DJI is 0.05 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jayud Global Logistics and DJI in the same portfolio, assuming nothing else is changed.

Jayud Global Additional Risk Indicators

The analysis of Jayud Global'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 Jayud Global's investment and either accepting that risk or mitigating it. Along with some common measures of Jayud Global 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.
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.

Jayud Global 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 Jayud Global 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. Jayud Global'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, Jayud Global'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 Jayud Global Logistics.

Complementary Tools for Jayud Stock analysis

When running Jayud Global's price analysis, check to measure Jayud Global'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 Jayud Global is operating at the current time. Most of Jayud Global's value examination focuses on studying past and present price action to predict the probability of Jayud Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jayud Global's price. Additionally, you may evaluate how the addition of Jayud Global to your portfolios can decrease your overall portfolio volatility.
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