Landbridge Company Llc Stock Volatility
| LB Stock | USD 61.37 3.84 5.89% |
LandBridge Company has Sharpe Ratio of -0.066, which conveys that the firm had a -0.066 % return per unit of risk over the last 3 months. LandBridge Company exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LandBridge Company's Risk Adjusted Performance of 0.0258, downside deviation of 4.96, and Mean Deviation of 3.6 to check out the risk estimate we provide. Key indicators related to LandBridge Company's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
LandBridge Company 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 LandBridge daily returns, and it is calculated using variance and standard deviation. We also use LandBridge's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of LandBridge Company volatility.
LandBridge |
ESG Sustainability
While most ESG disclosures are voluntary, LandBridge Company's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to LandBridge Company's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as LandBridge Company 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 LandBridge Company at lower prices to lower their average cost per share. Similarly, when the prices of LandBridge Company's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against LandBridge Stock
LandBridge Company Market Sensitivity And Downside Risk
LandBridge Company's beta coefficient measures the volatility of LandBridge 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 LandBridge stock's returns against your selected market. In other words, LandBridge Company's beta of 0.37 provides an investor with an approximation of how much risk LandBridge Company stock can potentially add to one of your existing portfolios. LandBridge Company LLC exhibits above-average semi-deviation for your current time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure LandBridge Company'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 LandBridge Company'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 LandBridge Company Demand TrendCheck current 90 days LandBridge Company correlation with market (Dow Jones Industrial)LandBridge Beta |
LandBridge 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 | 4.76 |
It is essential to understand the difference between upside risk (as represented by LandBridge Company's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of LandBridge Company's daily returns or price. Since the actual investment returns on holding a position in landbridge 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 LandBridge Company.
Using LandBridge Put Option to Manage Risk
Put options written on LandBridge Company grant holders of the option the right to sell a specified amount of LandBridge Company 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 LandBridge Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge LandBridge Company'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 LandBridge Company will be realized, the loss incurred will be offset by the profits made with the option trade.
LandBridge Company's PUT expiring on 2025-05-16
Profit |
| LandBridge Company Price At Expiration |
Current LandBridge Company Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | LB250516P00110000 | -0.831011 | 0.00887 | 1 | 2025-05-16 | 42.9 - 46.3 | 0.0 | View |
Put | LB250516P00100000 | -0.929464 | 0.007589 | 1 | 2025-05-16 | 33.4 - 36.4 | 0.0 | View |
Put | LB250516P00075000 | -0.620886 | 0.020085 | 41 | 2025-05-16 | 12.2 - 14.8 | 0.0 | View |
Put | LB250516P00070000 | -0.517829 | 0.019654 | 237 | 2025-05-16 | 9.9 - 11.3 | 0.0 | View |
Put | LB250516P00065000 | -0.423009 | 0.019383 | 34 | 2025-05-16 | 6.5 - 8.7 | 0.0 | View |
Put | LB250516P00060000 | -0.324408 | 0.018003 | 54 | 2025-05-16 | 4.8 - 5.3 | 0.0 | View |
Put | LB250516P00055000 | -0.240914 | 0.014207 | 44 | 2025-05-16 | 2.75 - 4.7 | 0.0 | View |
Put | LB250516P00050000 | -0.161562 | 0.011163 | 61 | 2025-05-16 | 1.1 - 3.3 | 0.0 | View |
Put | LB250516P00045000 | -0.111147 | 0.007891 | 31 | 2025-05-16 | 0.45 - 2.6 | 0.0 | View |
Put | LB250516P00040000 | -0.069872 | 0.005273 | 9 | 2025-05-16 | 0.1 - 1.75 | 0.0 | View |
Put | LB250516P00035000 | -0.060233 | 0.003792 | 5 | 2025-05-16 | 0.0 - 2.0 | 0.0 | View |
LandBridge Company Stock Volatility Analysis
Volatility refers to the frequency at which LandBridge Company stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with LandBridge Company's price changes. Investors will then calculate the volatility of LandBridge Company'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 LandBridge Company's volatility:
Historical Volatility
This type of stock volatility measures LandBridge Company's fluctuations based on previous trends. It's commonly used to predict LandBridge Company'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 LandBridge Company'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 LandBridge Company'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. LandBridge Company 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.
LandBridge Company Projected Return Density Against Market
Allowing for the 90-day total investment horizon LandBridge Company has a beta of 0.3678 . This indicates as returns on the market go up, LandBridge Company average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding LandBridge Company LLC will be expected to be much smaller as well.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 LandBridge Company or Real Estate Management & Development 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 LandBridge Company'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 LandBridge 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.
LandBridge Company LLC has an alpha of 0.1095, implying that it can generate a 0.11 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a LandBridge Company 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.LandBridge Company Stock Risk Measures
Allowing for the 90-day total investment horizon the coefficient of variation of LandBridge Company is -1514.6. The daily returns are distributed with a variance of 22.63 and standard deviation of 4.76. The mean deviation of LandBridge Company LLC is currently at 3.34. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | 0.37 | |
σ | Overall volatility | 4.76 | |
Ir | Information ratio | 0.02 |
LandBridge Company Stock Return Volatility
LandBridge Company historical daily return volatility represents how much of LandBridge Company stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 4.7569% 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 LandBridge Company Volatility
Volatility is a rate at which the price of LandBridge Company 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 LandBridge Company may increase or decrease. In other words, similar to LandBridge's beta indicator, it measures the risk of LandBridge Company and helps estimate the fluctuations that may happen in a short period of time. So if prices of LandBridge Company 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.3 ways to utilize LandBridge Company's volatility to invest better
Higher LandBridge Company's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of LandBridge Company 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. LandBridge Company 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 LandBridge Company investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in LandBridge Company'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 LandBridge Company's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
LandBridge Company Investment Opportunity
LandBridge Company LLC has a volatility of 4.76 and is 6.52 times more volatile than Dow Jones Industrial. 42 percent of all equities and portfolios are less risky than LandBridge Company. You can use LandBridge Company LLC to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of LandBridge Company to be traded at $58.3 in 90 days.Significant diversification
The correlation between LandBridge Company LLC 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 LandBridge Company LLC and DJI in the same portfolio, assuming nothing else is changed.
LandBridge Company Additional Risk Indicators
The analysis of LandBridge Company'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 LandBridge Company's investment and either accepting that risk or mitigating it. Along with some common measures of LandBridge Company 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 | 0.0258 | |||
| Market Risk Adjusted Performance | 0.3028 | |||
| Mean Deviation | 3.6 | |||
| Semi Deviation | 4.87 | |||
| Downside Deviation | 4.96 | |||
| Coefficient Of Variation | 4259.81 | |||
| Standard Deviation | 5.01 |
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.
LandBridge Company 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 LandBridge Company 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. LandBridge Company'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, LandBridge Company'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 LandBridge Company LLC.
Complementary Tools for LandBridge Stock analysis
When running LandBridge Company's price analysis, check to measure LandBridge Company'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 LandBridge Company is operating at the current time. Most of LandBridge Company's value examination focuses on studying past and present price action to predict the probability of LandBridge Company's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LandBridge Company's price. Additionally, you may evaluate how the addition of LandBridge Company to your portfolios can decrease your overall portfolio volatility.
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