Build Volatility

<div class='circular--portrait' style='background:#169D0B;color: #E6E6FA;font-size:4em;padding-top: 25px;;'>BA</div>
BBW -- USA Stock  

Fiscal Quarter End: 31st of July 2020  

Build A is dangerous given 3 months investment horizon. Build A Bear secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the risk of a stock is to use both market data as well as company specific technical data. We were able to break down twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.13% are justified by taking the suggested risk. Use Build A risk adjusted performance of 0.2378, mean deviation of 6.18, and downside deviation of 7.88 to evaluate company specific risk that cannot be diversified away.

Search Volatility

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

  Build A Interest Expense

90 Days Market Risk

Dangerous

Chance of Distress

Below Average

90 Days Economic Sensitivity

Hyperactively responds to market trends

Build A Market Sensitivity And Downside Risk

Build A Bear beta coefficient measures the volatility of Build 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 Build stock's returns against your selected market. In other words, Build A's beta of 2.26 provides an investor with an approximation of how much risk Build A stock can potentially add to one of your existing portfolios. Let's try to break down what Build's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Build A will likely underperform.
3 Months Beta |Analyze Build A Bear Demand Trend
Check current 30 days Build A correlation with market (DOW)
β

Current Build A Beta Coefficient

 = 

Build A Central Daily Price Deviations

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

Build A Bear Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Build A Bear 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. View also all equity analysis or get more info about average price price transform indicator.

Build A Projected Return Density Against Market

Considering the 30-days investment horizon, the stock has the beta coefficient of 2.2598 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Build A will likely underperform. Moreover, 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 Build A or 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 Build A 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 Build 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 0.3154, implying that it can generate a 0.32 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

Build A 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 Build A or 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 Build A 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 Build 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 30-days investment horizon, the coefficient of variation of Build A is 708.86. The daily returns are destributed with a variance of 64.03 and standard deviation of 8.0. The mean deviation of Build A Bear is currently at 5.75. For similar time horizon, the selected benchmark (DOW) has volatility of 2.14
α
Alpha over DOW
=0.32
β
Beta against DOW=2.26
σ
Overall volatility
=8.00
Ir
Information ratio =0.08

Build A Return Volatility

Build A historical daily return volatility represents how much Build A stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The venture has volatility of 8.002% on return distribution over 30 days investment horizon. By contrast, DOW inherits 1.8606% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About Build A Volatility

Volatility is a rate at which the price of Build A 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 Build A may increase or decrease. In other words, similar to Build's beta indicator, it measures the risk of Build A and helps estimate the fluctuations that may happen in a short period of time. So if prices of Build A 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 2020
Market Capitalization63.6 M148.2 M
Build-A-Bear Workshop, Inc. operates as a specialty retailer of plush animals and related products. As of February 1, 2020, it operated 372 stores, including 316 stores in the United States and Canada and 56 stores in the United Kingdom, Ireland, Denmark, and China, as well as 92 franchised stores internationally. Build A operates under Specialty Retail classification in the United States and is traded on BATS Exchange. It employs 1000 people.

Build A Investment Opportunity

Build A Bear has a volatility of 8.0 and is 4.3 times more volatile than DOW. 69  of all equities and portfolios are less risky than Build A. Compared to the overall equity markets, volatility of historical daily returns of Build A Bear is higher than 69 () of all global equities and portfolios over the last 30 days. Use Build A Bear to enhance returns of your portfolios. The stock experiences a large bullish trend. Check odds of Build A to be traded at $2.29 in 30 days. . Let's try to break down what Build's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Build A will likely underperform.

Build A correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Build A Bear Workshop Inc and equity matching DJI index in the same portfolio.

Build A Additional Risk Indicators

The analysis of various secondary risk indicators of Build A is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Build A investment, and either accepting that risk or mitigating it. Along with some common measures of Build A 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 your existing portfolio. 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 the like to determine which investment holds the most risk.
Risk Adjusted Performance0.2378
Market Risk Adjusted Performance0.4111
Mean Deviation6.18
Semi Deviation6.66
Downside Deviation7.88
Coefficient Of Variation928.14
Standard Deviation8.5

Build A 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.
Sprint vs. Build A
National Savings vs. Build A
Alphabet vs. Build A
Qualigen Therapeutics vs. Build A
Microsoft vs. Build A
Facebook vs. Build A
Exxon vs. Build A
GM vs. Build A
Zendesk vs. Build A
Whiting Petroleum vs. Build A
Continue to Trending Equities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page