Powered Stock Volatility

POW
 Stock
  

USD 9.97  0.02  0.20%   

We consider Powered Brands very steady. Powered Brands Cl maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards forecasting 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-seven technical indicators for Powered Brands Cl, which you can use to evaluate the future volatility of the company. Please check Powered Brands Cl Risk Adjusted Performance of 0.0877, downside deviation of 0.1252, and Standard Deviation of 0.0996 to confirm if the risk estimate we provide is consistent with the expected return of 0.0145%.
  
Powered Brands 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 Powered daily returns, and it is calculated using variance and standard deviation. We also use Powered's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Powered Brands volatility.

510 Days Market Risk

Very steady

Chance of Distress

Quite High

510 Days Economic Sensitivity

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

+0.8PSTHPershing Square TontinePairCorr
+0.81IPOFSocial Capital HedosophiaPairCorr

Moving against Powered Brands

-0.86GSHNGreenstone HoldingsPairCorr
-0.8SIGLSignal AdvancePairCorr
-0.73ACMCAmerican Church MortPairCorr
-0.6SYMSymboticPairCorr

Powered Brands Market Sensitivity And Downside Risk

Powered Brands' beta coefficient measures the volatility of Powered 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 Powered stock's returns against your selected market. In other words, Powered Brands's beta of -0.0097 provides an investor with an approximation of how much risk Powered Brands stock can potentially add to one of your existing portfolios.
Powered Brands Cl exhibits very low volatility with skewness of 0.45 and kurtosis of 0.51. However, we advise investors to further study Powered Brands Cl technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Powered Brands' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Powered Brands' 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 Powered Brands Cl Demand Trend
Check current 90 days Powered Brands correlation with market (DOW)

Powered Beta

    
  -0.0097  
Powered 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

    
  0.1  
It is essential to understand the difference between upside risk (as represented by Powered Brands's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Powered Brands' daily returns or price. Since the actual investment returns on holding a position in powered 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 Powered Brands.

Powered Brands Cl Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Powered Brands' fluctuations based on previous trends. It's commonly used to predict Powered Brands' 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 Powered Brands' 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 Powered Brands' 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. The Median Price line plots median indexes of Powered Brands Cl price series.
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Powered Brands Projected Return Density Against Market

Considering the 90-day investment horizon Powered Brands Cl has a beta of -0.0097 indicating as returns on benchmark increase, returns on holding Powered Brands are expected to decrease at a much lower rate. During the bear market, however, Powered Brands Cl 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 Powered Brands or Financial 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 Powered Brands' 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 Powered 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 0.006, implying that it can generate a 0.006 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Powered Brands' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how powered 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 Powered Brands Price Volatility?

Several factors can influence a Stock's stock 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.

Powered Brands Stock Risk Measures

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 Powered Brands or Financial 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 Powered Brands' 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 Powered 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. Considering the 90-day investment horizon the coefficient of variation of Powered Brands is 696.46. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.1. The mean deviation of Powered Brands Cl is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 1.12
α
Alpha over DOW
0.006
β
Beta against DOW-0.0097
σ
Overall volatility
0.10
Ir
Information ratio 0.98

Powered Brands Stock Return Volatility

Powered Brands historical daily return volatility represents how much of Powered Brands stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture has volatility of 0.1008% on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.1351% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Powered Brands Volatility

Volatility is a rate at which the price of Powered Brands 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 Powered Brands may increase or decrease. In other words, similar to Powered's beta indicator, it measures the risk of Powered Brands and helps estimate the fluctuations that may happen in a short period of time. So if prices of Powered Brands 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.
The company intends to effect a merger, share exchange, asset acquisition, share purchase, reorganization, or similar business combination with one or more businesses. Powered Brands was incorporated in 2020 and is based in New York, New York. Powered Brands is traded on NASDAQ Exchange in the United States.

Powered Brands Investment Opportunity

DOW has a standard deviation of returns of 1.14 and is 11.4 times more volatile than Powered Brands Cl. of all equities and portfolios are less risky than Powered Brands. Compared to the overall equity markets, volatility of historical daily returns of Powered Brands Cl is lower than 0 () of all global equities and portfolios over the last 90 days. Use Powered Brands Cl to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a normal upward fluctuation. Check odds of Powered Brands to be traded at $10.47 in 90 days.

Good diversification

The correlation between Powered Brands Cl and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Powered Brands Cl and DJI in the same portfolio, assuming nothing else is changed.

Powered Brands Additional Risk Indicators

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

Powered Brands 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 Powered Brands 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. Powered Brands' 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, Powered Brands' 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 Powered Brands Cl.
Please check Your Equity Center. You can also try Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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When running Powered Brands Cl price analysis, check to measure Powered Brands' 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 Powered Brands is operating at the current time. Most of Powered Brands' value examination focuses on studying past and present price action to predict the probability of Powered Brands' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Powered Brands' price. Additionally, you may evaluate how the addition of Powered Brands to your portfolios can decrease your overall portfolio volatility.
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Is Powered Brands' industry 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 Powered Brands. If investors know Powered 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 Powered Brands listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Powered Brands Cl is measured differently than its book value, which is the value of Powered that is recorded on the company's balance sheet. Investors also form their own opinion of Powered Brands' value that differs from its market value or its book value, called intrinsic value, which is Powered Brands' 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 Powered Brands' market value can be influenced by many factors that don't directly affect Powered Brands' 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 Powered Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine Powered Brands value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Powered Brands' 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.