PancakeSwap Volatility


USD 4.16  0.09  2.21%   

PancakeSwap maintains Sharpe Ratio (i.e., Efficiency) of -0.0387, which implies digital coin had -0.0387% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any crypto is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. PancakeSwap exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PancakeSwap coefficient of variation of (1,215), and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide.
PancakeSwap Crypto Coin 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 PancakeSwap daily returns, and it is calculated using variance and standard deviation. We also use PancakeSwap's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of PancakeSwap volatility.

390 Days Market Risk

Unusually volatile

Chance of Distress

Above Average

390 Days Economic Sensitivity

Responds to the market
Since volatility provides cryptocurrency investors with entry points to take advantage of coin prices, projects, such as PancakeSwap can benefit from it. Downward market volatility can be a perfect environment for traders who play the long game. Here, they may decide to buy additional shares of PancakeSwap at lower prices. For example, an investor can purchase PancakeSwap coin 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 PancakeSwap's crypto rises, investors can sell out and invest the proceeds in other coins with better opportunities. Investing when markets are volatile with better valuations will accord both investors and defi or crypto projects the opportunity to generate better long-term returns.

Moving together with PancakeSwap


PancakeSwap Market Sensitivity And Downside Risk

PancakeSwap's beta coefficient measures the volatility of PancakeSwap crypto coin 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 PancakeSwap crypto coin's returns against your selected market. In other words, PancakeSwap's beta of 1.44 provides an investor with an approximation of how much risk PancakeSwap crypto coin can potentially add to one of your existing portfolios.
PancakeSwap is displaying above-average volatility over the selected time horizon. Investors should scrutinize PancakeSwap independently to ensure intended market timing strategies are aligned with expectations about PancakeSwap volatility. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure PancakeSwap's crypto coin risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact PancakeSwap's crypto coin 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.

PancakeSwap Implied Volatility

PancakeSwap's implied volatility exposes the market's sentiment of PancakeSwap stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if PancakeSwap's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that PancakeSwap stock will not fluctuate a lot when PancakeSwap's options are near their expiration.
3 Months Beta |Analyze PancakeSwap Demand Trend
Check current 90 days PancakeSwap correlation with market (DOW)

PancakeSwap Beta

PancakeSwap 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 PancakeSwap's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of PancakeSwap stock's daily returns or price. Since the actual investment returns on holding a position in PancakeSwap 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 PancakeSwap.

PancakeSwap Crypto Coin Volatility Analysis

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

Historical Volatility

This type of stock volatility measures PancakeSwap's fluctuations based on previous trends. It's commonly used to predict PancakeSwap'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 PancakeSwap's current market price. This means that the stock will return to its initially predicted market price.
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 PancakeSwap price series.

PancakeSwap Projected Return Density Against Market

Assuming the 90 days trading horizon the crypto coin has the beta coefficient of 1.4439 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, PancakeSwap will likely underperform.
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 PancakeSwap or Blockchain 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 PancakeSwap stock'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 PancakeSwap 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 a negative alpha, implying that the risk taken by holding this instrument is not justified. PancakeSwap is significantly underperforming DOW.
   Predicted Return Density   
PancakeSwap's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how PancakeSwap 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 Company's Stock Price Volatility?

Several factors can influence a company'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.

PancakeSwap Crypto Coin 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 PancakeSwap or Blockchain 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 PancakeSwap stock'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 PancakeSwap 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.
Assuming the 90 days trading horizon the coefficient of variation of PancakeSwap is -2586.01. The daily returns are distributed with a variance of 47.65 and standard deviation of 6.9. The mean deviation of PancakeSwap is currently at 4.8. For similar time horizon, the selected benchmark (DOW) has volatility of 1.36
Alpha over DOW
Beta against DOW1.44
Overall volatility
Information ratio -0.08

PancakeSwap Crypto Coin Return Volatility

PancakeSwap historical daily return volatility represents how much PancakeSwap stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. PancakeSwap accepts 6.9031% volatility on return distribution over the 90 days horizon. By contrast, DOW inherits 1.247% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 

About PancakeSwap Volatility

Volatility is a rate at which the price of PancakeSwap 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 PancakeSwap may increase or decrease. In other words, similar to PancakeSwap's beta indicator, it measures the risk of PancakeSwap and helps estimate the fluctuations that may happen in a short period of time. So if prices of PancakeSwap 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.
PancakeSwap is peer-to-peer digital currency powered by the Blockchain technology. PancakeSwap is an automated market maker that allows two tokens to be exchanged on the Binance Smart Chain. It is designed to be fast, cheap, allowinganyone to participate. PancakeSwap runs on Binance Smart Chain, a blockchain with lower transaction costs than Ethereum or Bitcoin.Unlike centralized exchanges, PancakeSwap doesnt hold funds when users trade,giving them 100 percent ownership of their own crypto.Built on open-source software, the website and all Smart Contracts are publicly visible for maximum transparency.Contracts are verified on BscScan so users know that what they see is what they get.Telegram Instagram

PancakeSwap Investment Opportunity

PancakeSwap has a volatility of 6.9 and is 5.52 times more volatile than DOW. 59  of all equities and portfolios are less risky than PancakeSwap. Compared to the overall equity markets, volatility of historical daily returns of PancakeSwap is higher than 59 () of all global equities and portfolios over the last 90 days.
Use PancakeSwap to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The crypto coin experiences an unexpected upward trend. Watch out for market signals. Check odds of PancakeSwap to be traded at $4.99 in 90 days. .

Modest diversification

The correlation between PancakeSwap and DJI is Modest diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding PancakeSwap and DJI in the same portfolio, assuming nothing else is changed.
Please note that PancakeSwap is a digital instrument and cryptocurrency exchanges were notoriously volatile since the beginning of their establishment.

PancakeSwap Additional Risk Indicators

The analysis of PancakeSwap'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 PancakeSwap's investment and either accepting that risk or mitigating it. Along with some common measures of PancakeSwap stock 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(0.10)
Market Risk Adjusted Performance(0.41)
Mean Deviation5.08
Coefficient Of Variation(1,215)
Standard Deviation7.26
Information Ratio(0.08)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

PancakeSwap 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.
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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 PancakeSwap 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. PancakeSwap'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, PancakeSwap'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 PancakeSwap.
Continue to Trending Equities. Note that the PancakeSwap information on this page should be used as a complementary analysis to other PancakeSwap's 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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Other Tools for PancakeSwap Crypto Coin

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