# Anheuser-Busch Stock Volatility

BUD | Stock | ## USD 56.59 0.21 0.37% |

Anheuser-Busch Inbev appears to be very steady, given 3 months investment horizon. Anheuser-Busch Inbev secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had 0.11% of return per unit of standard deviation over the last 3 months. Our philosophy in 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-eight technical indicators for Anheuser-Busch Inbev SA, which you can use to evaluate the future volatility of the firm. Please makes use of Anheuser-Busch Inbev's risk adjusted performance of 0.1085, and Mean Deviation of 1.51 to double-check if our risk estimates are consistent with your expectations.

Anheuser-Busch |

Anheuser-Busch Inbev 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 Anheuser-Busch daily returns, and it is calculated using variance and standard deviation. We also use Anheuser-Busch's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Anheuser-Busch Inbev volatility.

### 720 Days Market Risk

### Chance of Distress

### 720 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Anheuser-Busch Inbev 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 Anheuser-Busch Inbev at lower prices. For example, an investor can purchase Anheuser-Busch 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 Anheuser-Busch Inbev's 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 Anheuser-Busch Inbev

+ | 0.89 | FMX | Fomento Economico | PairCorr | |||

+ | 0.62 | FMXUF | Fomento Economico | PairCorr | |||

+ | 1.0 | BUDFF | Anheuser Busch Inbev | PairCorr |

## Moving against Anheuser-Busch Inbev

## Anheuser-Busch Inbev Market Sensitivity And Downside Risk

Anheuser-Busch Inbev's beta coefficient measures the volatility of Anheuser-Busch 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 Anheuser-Busch stock's returns against your selected market. In other words, Anheuser-Busch Inbev's beta of 1.01 provides an investor with an approximation of how much risk Anheuser-Busch Inbev stock can potentially add to one of your existing portfolios.

Anheuser-Busch Inbev SA has relatively low volatility with skewness of 0.44 and kurtosis of 0.81. However, we advise all investors to independently investigate Anheuser-Busch Inbev SA 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 Anheuser-Busch Inbev'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 Anheuser-Busch Inbev'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 stocks as prices fall. 3 Months Beta |Analyze Anheuser-Busch Inbev Demand TrendCheck current 90 days Anheuser-Busch Inbev correlation with market (DOW)## Anheuser-Busch Beta |

Anheuser-Busch 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 | 1.95 |

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

## Using Anheuser-Busch Put Option to Manage Risk

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

### Anheuser-Busch Inbev's PUT expiring on 2022-12-02

Profit |

Share

Anheuser-Busch Inbev Price At Expiration |

### Current Anheuser-Busch Inbev Insurance Chain

Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||

Put | 2022-12-02 PUT at $57.0 | -0.5867 | 0.2355 | 4 | 2022-12-02 | 0.8 - 0.95 | 1.85 | View |

## Anheuser-Busch Inbev Stock Volatility Analysis

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

### Historical Volatility

This type of stock volatility measures Anheuser-Busch Inbev's fluctuations based on previous trends. It's commonly used to predict Anheuser-Busch Inbev'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 Anheuser-Busch Inbev'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 Anheuser-Busch Inbev'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. Developed by Larry Williams, the Weighted Close is the average of Anheuser-Busch Inbev high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Anheuser-Busch Inbev closing price as input..

## Anheuser-Busch Inbev Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.0092 suggesting Anheuser-Busch Inbev SA market returns are highly-sensitive to returns on the market. As the market goes up or down, Anheuser-Busch Inbev 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 Anheuser-Busch Inbev or Consumer Defensive 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 Anheuser-Busch Inbev'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 Anheuser-Busch 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 0.0752, implying that it can generate a 0.0752 percent excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives an Anheuser-Busch Inbev 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.## Anheuser-Busch Inbev 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 Anheuser-Busch Inbev or Consumer Defensive 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 Anheuser-Busch Inbev'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 Anheuser-Busch 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 Anheuser-Busch Inbev is 879.69. The daily returns are distributed with a variance of 3.81 and standard deviation of 1.95. The mean deviation of Anheuser-Busch Inbev SA is currently at 1.49. For similar time horizon, the selected benchmark (DOW) has volatility of 1.41

α | Alpha over DOW | 0.08 | |

β | Beta against DOW | 1.01 | |

σ | Overall volatility | 1.95 | |

Ir | Information ratio | 0.0383 |

## Anheuser-Busch Inbev Stock Return Volatility

Anheuser-Busch Inbev historical daily return volatility represents how much of Anheuser-Busch Inbev stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of**1.953%**on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.374% risk (volatility on return distribution) over the 90 days horizon.

Performance (%) |

Timeline |

## About Anheuser-Busch Inbev Volatility

Volatility is a rate at which the price of Anheuser-Busch Inbev 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 Anheuser-Busch Inbev may increase or decrease. In other words, similar to Anheuser-Busch's beta indicator, it measures the risk of Anheuser-Busch Inbev and helps estimate the fluctuations that may happen in a short period of time. So if prices of Anheuser-Busch Inbev 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.Anheuser-Busch InBev SANV engages in the production, distribution, and sale of beer, alcoholic beverages, and soft drinks worldwide. The company was founded in 1366 and is headquartered in Leuven, Belgium. Anheuser-Busch Inbev operates under BeveragesBrewers classification in the United States and is traded on New York Stock Exchange. It employs 1693 people.

## Anheuser-Busch Inbev Investment Opportunity

Anheuser-Busch Inbev SA has a volatility of 1.95 and is 1.42 times more volatile than DOW.**16**of all equities and portfolios are less risky than Anheuser-Busch Inbev. Compared to the overall equity markets, volatility of historical daily returns of Anheuser-Busch Inbev SA is lower than

**16 ()**of all global equities and portfolios over the last 90 days. Use Anheuser-Busch Inbev SA 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 Anheuser-Busch Inbev to be traded at $59.42 in 90 days.

### Poor diversification

The correlation between Anheuser-Busch Inbev SA and DJI is

**0.72**(i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Anheuser-Busch Inbev SA and DJI in the same portfolio, assuming nothing else is changed.## Anheuser-Busch Inbev Additional Risk Indicators

The analysis of Anheuser-Busch Inbev'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 Anheuser-Busch Inbev's investment and either accepting that risk or mitigating it. Along with some common measures of Anheuser-Busch Inbev 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 | 0.1085 | |||

Market Risk Adjusted Performance | 0.1464 | |||

Mean Deviation | 1.51 | |||

Semi Deviation | 1.64 | |||

Downside Deviation | 1.74 | |||

Coefficient Of Variation | 1338.4 | |||

Standard Deviation | 1.98 |

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.

## Anheuser-Busch Inbev 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 Anheuser-Busch Inbev 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. Anheuser-Busch Inbev'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, Anheuser-Busch Inbev'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 Anheuser-Busch Inbev SA.

Continue to Trending Equities. You can also try Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

## Complementary Tools for analysis

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

Watchlist OptimizationOptimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm | Go | |

Equity AnalysisResearch over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | Go | |

Volatility AnalysisGet historical volatility and risk analysis based on latest market data | Go | |

Content SyndicationQuickly integrate customizable finance content to your own investment portal | Go | |

Options AnalysisAnalyze and evaluate options and option chains as a potential hedge for your portfolios | Go | |

Aroon OscillatorAnalyze current equity momentum using Aroon Oscillator and other momentum ratios | Go | |

Aroon OscillatorAnalyze current equity momentum using Aroon Oscillator and other momentum ratios | Go | |

Stock TickersUse high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | Go | |

Global Markets MapGet a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | Go | |

Portfolio CenterAll portfolio management and optimization tools to improve performance of your portfolios | Go | |

Options AnalysisAnalyze and evaluate options and option chains as a potential hedge for your portfolios | Go | |

Analyst RecommendationsAnalyst recommendations and target price estimates broken down by several categories | Go | |

Stock TickersUse high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | Go |

Is Anheuser-Busch Inbev's 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 Anheuser-Busch Inbev. If investors know Anheuser-Busch 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 Anheuser-Busch Inbev 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 4.72 | Market Capitalization 113.8 B | Quarterly Revenue Growth YOY 0.057 | Return On Assets 0.0419 |

The market value of Anheuser-Busch Inbev is measured differently than its book value, which is the value of Anheuser-Busch that is recorded on the company's balance sheet. Investors also form their own opinion of Anheuser-Busch Inbev's value that differs from its market value or its book value, called intrinsic value, which is Anheuser-Busch Inbev's 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 Anheuser-Busch Inbev's market value can be influenced by many factors that don't directly affect Anheuser-Busch Inbev's 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 Anheuser-Busch Inbev's value and its price as these two are different measures arrived at by different means. Investors typically determine Anheuser-Busch Inbev value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Anheuser-Busch Inbev's 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.