BlueCity Stock Volatility


USD 1.54  0.00  0.00%   

Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for BlueCity Holdings Limited, which you can use to evaluate the future volatility of the firm. Please confirm BlueCity Holdings Mean Deviation of 1.03, downside deviation of 1.52, and Risk Adjusted Performance of 0.2612 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.
BlueCity Holdings 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 BlueCity daily returns, and it is calculated using variance and standard deviation. We also use BlueCity's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BlueCity Holdings volatility.

720 Days Market Risk

Very steady

Chance of Distress


720 Days Economic Sensitivity

Moves indifferently to market moves
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as BlueCity Holdings 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 BlueCity Holdings at lower prices. For example, an investor can purchase BlueCity 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 BlueCity Holdings' 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.

Moving against BlueCity Holdings

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BlueCity Holdings Market Sensitivity And Downside Risk

BlueCity Holdings' beta coefficient measures the volatility of BlueCity stock compared to the systematic risk of the entire stock 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 BlueCity stock's returns against your selected market. In other words, BlueCity Holdings's beta of -0.0281 provides an investor with an approximation of how much risk BlueCity Holdings stock can potentially add to one of your existing portfolios.
BlueCity Holdings Limited has relatively low volatility with skewness of 2.64 and kurtosis of 14.6. However, we advise all investors to independently investigate BlueCity Holdings Limited to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure BlueCity Holdings' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact BlueCity Holdings' 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 stocks as prices fall.
3 Months Beta |Analyze BlueCity Holdings Demand Trend
Check current 90 days BlueCity Holdings correlation with market (DOW)

BlueCity Beta

BlueCity standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity 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

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

BlueCity Holdings Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures BlueCity Holdings' fluctuations based on previous trends. It's commonly used to predict BlueCity Holdings' 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 BlueCity Holdings' 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 BlueCity Holdings' to be redeemed at a future date.
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BlueCity Holdings Projected Return Density Against Market

Given the investment horizon of 90 days BlueCity Holdings Limited has a beta of -0.0281 suggesting as returns on benchmark increase, returns on holding BlueCity Holdings are expected to decrease at a much lower rate. During the bear market, however, BlueCity Holdings Limited 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 BlueCity Holdings or Communication Services 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 BlueCity Holdings' 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 BlueCity 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.
The company has an alpha of 0.2975, implying that it can generate a 0.3 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
BlueCity Holdings' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how bluecity 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 BlueCity Holdings Price Volatility?

Several factors can influence a Stock's stock volatility:


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.

BlueCity Holdings Stock Return Volatility

BlueCity Holdings historical daily return volatility represents how much of BlueCity Holdings stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.374% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 

About BlueCity Holdings Volatility

Volatility is a rate at which the price of BlueCity Holdings 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 BlueCity Holdings may increase or decrease. In other words, similar to BlueCity's beta indicator, it measures the risk of BlueCity Holdings and helps estimate the fluctuations that may happen in a short period of time. So if prices of BlueCity Holdings 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.
BlueCity Holdings Limited operates a platform for LGBTQ community primarily under BlueCity brand in the Peoples Republic of China, India, South Korea, Thailand, and Vietnam. BlueCity Holdings Limited was founded in 2000 and is based in Beijing, China. BlueCity Holdings operates under Internet Content Information classification in the United States and is traded on NASDAQ Exchange. It employs 801 people.

BlueCity Holdings Investment Opportunity

DOW has a standard deviation of returns of 1.37 and is 9.223372036854776E16 times more volatile than BlueCity Holdings Limited. of all equities and portfolios are less risky than BlueCity Holdings. Compared to the overall equity markets, volatility of historical daily returns of BlueCity Holdings Limited is lower than 0 () of all global equities and portfolios over the last 90 days. Use BlueCity Holdings Limited to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of BlueCity Holdings to be traded at $1.5246 in 90 days.

Good diversification

The correlation between BlueCity Holdings Limited and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding BlueCity Holdings Limited and DJI in the same portfolio, assuming nothing else is changed.

BlueCity Holdings Additional Risk Indicators

The analysis of BlueCity Holdings' 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 BlueCity Holdings' investment and either accepting that risk or mitigating it. Along with some common measures of BlueCity Holdings 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.

BlueCity Holdings 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 BlueCity Holdings 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. BlueCity Holdings' 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, BlueCity Holdings' 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 BlueCity Holdings Limited.
Continue to Trending Equities. Note that the BlueCity Holdings information on this page should be used as a complementary analysis to other BlueCity Holdings' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Other Tools for BlueCity Stock

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