Tillys Stock Volatility

TLYS
 Stock
  

USD 9.88  0.20  2.07%   

Tillys appears to be not too volatile, given 1 month investment horizon. Tillys Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had 0.1% of return per unit of risk over the last month. Our standpoint towards measuring 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-eight technical indicators for Tillys Inc, which you can use to evaluate the future volatility of the company. Please review Tillys' Risk Adjusted Performance of 0.1932, semi deviation of 2.86, and Coefficient Of Variation of 710.57 to confirm if our risk estimates are consistent with your expectations.
  
Tillys 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 Tillys daily returns, and it is calculated using variance and standard deviation. We also use Tillys's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Tillys volatility.

30 Days Market Risk

Not too volatile

Chance of Distress

30 Days Economic Sensitivity

Almost mirrors the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Tillys 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 Tillys at lower prices. For example, an investor can purchase Tillys 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 Tillys' 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.

Tillys Market Sensitivity And Downside Risk

Tillys' beta coefficient measures the volatility of Tillys 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 Tillys stock's returns against your selected market. In other words, Tillys's beta of 1.13 provides an investor with an approximation of how much risk Tillys stock can potentially add to one of your existing portfolios.
Tillys Inc shows above-average downside volatility for the selected time horizon. We advise investors to inspect Tillys Inc further and ensure that all market timing and asset allocation strategies are consistent with the estimation of Tillys future alpha. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Tillys' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Tillys' 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.
One Month Beta |Analyze Tillys Inc Demand Trend
Check current 90 days Tillys correlation with market (NYSE Composite)

Tillys Beta

    
  1.13  
Tillys 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

    
  3.21  
It is essential to understand the difference between upside risk (as represented by Tillys's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Tillys' daily returns or price. Since the actual investment returns on holding a position in tillys 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 Tillys.

Using Tillys Put Option to Manage Risk

Put options written on Tillys grant holders of the option the right to sell a specified amount of Tillys 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 Tillys Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Tillys' 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 Tillys will be realized, the loss incurred will be offset by the profits made with the option trade.

Tillys' PUT expiring on 2022-12-16

   Profit   
Share
       Tillys Price At Expiration  

Current Tillys Insurance Chain

DeltaGammaOpen IntExpirationCurrent SpreadLast Price
Put
2022-12-16 PUT at $10.0-0.54250.52761622022-12-160.1 - 0.60.36View
View All Tillys Options

Tillys Inc Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Tillys' fluctuations based on previous trends. It's commonly used to predict Tillys' 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 Tillys' 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 Tillys' 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 seventeen. Tillys Inc 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.
.

Tillys Projected Return Density Against Market

Given the investment horizon of 90 days the stock has the beta coefficient of 1.125 . This usually implies Tillys Inc market returns are sensible to returns on the market. As the market goes up or down, Tillys 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 Tillys or Specialty Retail 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 Tillys' 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 Tillys 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 0.0542, implying that it can generate a 0.0542 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Tillys' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how tillys 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 Tillys 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.

Tillys 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 Tillys or Specialty Retail 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 Tillys' 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 Tillys 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. Given the investment horizon of 90 days the coefficient of variation of Tillys is 967.33. The daily returns are distributed with a variance of 10.32 and standard deviation of 3.21. The mean deviation of Tillys Inc is currently at 2.13. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.33
α
Alpha over NYSE Composite
0.05
β
Beta against NYSE Composite1.12
σ
Overall volatility
3.21
Ir
Information ratio 0.0291

Tillys Stock Return Volatility

Tillys historical daily return volatility represents how much of Tillys stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 3.2131% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 21.9319% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About Tillys Volatility

Volatility is a rate at which the price of Tillys 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 Tillys may increase or decrease. In other words, similar to Tillys's beta indicator, it measures the risk of Tillys and helps estimate the fluctuations that may happen in a short period of time. So if prices of Tillys 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 2022
Market Capitalization443.7 M421.5 M

Tillys Investment Opportunity

NYSE Composite has a standard deviation of returns of 21.93 and is 6.83 times more volatile than Tillys Inc. 27  of all equities and portfolios are less risky than Tillys. Compared to the overall equity markets, volatility of historical daily returns of Tillys Inc is lower than 27 () of all global equities and portfolios over the last 90 days. Use Tillys Inc to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of Tillys to be traded at $11.86 in 90 days.

Very weak diversification

The correlation between Tillys Inc and NYA is 0.43 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tillys Inc and NYA in the same portfolio, assuming nothing else is changed.

Tillys Additional Risk Indicators

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

Tillys 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 Tillys 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. Tillys' 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, Tillys' 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 Tillys Inc.
Additionally, take a look at World Market Map. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for analysis

When running Tillys Inc price analysis, check to measure Tillys' 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 Tillys is operating at the current time. Most of Tillys' value examination focuses on studying past and present price action to predict the probability of Tillys' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Tillys' price. Additionally, you may evaluate how the addition of Tillys to your portfolios can decrease your overall portfolio volatility.
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Is Tillys' 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 Tillys. If investors know Tillys 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 Tillys listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.81) 
Market Capitalization
297.5 M
Quarterly Revenue Growth YOY
(0.17) 
Return On Assets
0.0623
Return On Equity
0.22
The market value of Tillys Inc is measured differently than its book value, which is the value of Tillys that is recorded on the company's balance sheet. Investors also form their own opinion of Tillys' value that differs from its market value or its book value, called intrinsic value, which is Tillys' 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 Tillys' market value can be influenced by many factors that don't directly affect Tillys' 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 Tillys' value and its price as these two are different measures arrived at by different means. Investors typically determine Tillys value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tillys' 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.