Jack In The Stock Volatility
JACK Stock | USD 21.40 0.21 0.97% |
Jack In holds Efficiency (Sharpe) Ratio of -0.0465, which attests that the entity had a -0.0465 % return per unit of risk over the last 3 months. Jack In exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jack In's Market Risk Adjusted Performance of (0.08), risk adjusted performance of (0.02), and Standard Deviation of 4.17 to validate the risk estimate we provide. Key indicators related to Jack In's volatility include:
60 Days Market Risk | Chance Of Distress | 60 Days Economic Sensitivity |
Jack In 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 Jack daily returns, and it is calculated using variance and standard deviation. We also use Jack's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jack In volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Jack In's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Jack In's managers and investors.Environmental | Governance | Social |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Jack In at lower prices. For example, an investor can purchase Jack stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with Jack Stock
Moving against Jack Stock
0.82 | FL | Foot Locker | PairCorr |
0.77 | VUZI | Vuzix Corp Cmn | PairCorr |
0.72 | BKE | Buckle Inc | PairCorr |
0.66 | EPSM | Epsium Enterprise | PairCorr |
0.63 | RRR | Red Rock Resorts Earnings Call Today | PairCorr |
0.59 | RL | Ralph Lauren Corp | PairCorr |
0.52 | FOSL | Fossil Group | PairCorr |
0.42 | HVT | Haverty Furniture | PairCorr |
0.41 | ANF | Abercrombie Fitch | PairCorr |
Jack In Market Sensitivity And Downside Risk
Jack In's beta coefficient measures the volatility of Jack stock compared to the systematic risk of the entire 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 Jack stock's returns against your selected market. In other words, Jack In's beta of 1.31 provides an investor with an approximation of how much risk Jack In stock can potentially add to one of your existing portfolios. Jack In The exhibits very low volatility with skewness of 0.06 and kurtosis of -0.17. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Jack In'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 Jack In'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 financial instruments as prices fall.
3 Months Beta |Analyze Jack In Demand TrendCheck current 90 days Jack In correlation with market (Dow Jones Industrial)Jack Beta |
Jack standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity 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 | 4.16 |
It is essential to understand the difference between upside risk (as represented by Jack In's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Jack In's daily returns or price. Since the actual investment returns on holding a position in jack 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 Jack In.
Using Jack Put Option to Manage Risk
Put options written on Jack In grant holders of the option the right to sell a specified amount of Jack In 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 Jack Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Jack In'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 Jack In will be realized, the loss incurred will be offset by the profits made with the option trade.
Jack In's PUT expiring on 2025-10-17
Profit |
Jack In Price At Expiration |
Current Jack In Insurance Chain
Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | JACK251017P00010000 | -0.062809 | 0.009252 | 195 | 2025-10-17 | 0.0 - 0.95 | 0.0 | View |
Put | JACK251017P00012500 | -0.068811 | 0.014744 | 143 | 2025-10-17 | 0.0 - 0.65 | 0.0 | View |
Put | JACK251017P00015000 | -0.120182 | 0.026474 | 331 | 2025-10-17 | 0.35 - 0.7 | 0.0 | View |
Put | JACK251017P00017500 | -0.232798 | 0.039333 | 242 | 2025-10-17 | 1.2 - 1.35 | 0.0 | View |
Put | JACK251017P00020000 | -0.358562 | 0.050556 | 211 | 2025-10-17 | 2.1 - 2.3 | 0.0 | View |
Put | JACK251017P00022500 | -0.496248 | 0.055726 | 379 | 2025-10-17 | 3.3 - 3.7 | 0.0 | View |
Put | JACK251017P00025000 | -0.625731 | 0.053771 | 320 | 2025-10-17 | 5.0 - 5.3 | 0.0 | View |
Put | JACK251017P00027500 | -0.737865 | 0.046916 | 105 | 2025-10-17 | 6.9 - 7.2 | 0.0 | View |
Put | JACK251017P00030000 | -0.827409 | 0.037134 | 280 | 2025-10-17 | 8.8 - 9.5 | 0.0 | View |
Put | JACK251017P00032500 | -0.958587 | 0.013098 | 47 | 2025-10-17 | 10.5 - 11.9 | 0.0 | View |
Put | JACK251017P00035000 | -0.922604 | 0.019679 | 8 | 2025-10-17 | 13.5 - 14.1 | 0.0 | View |
Jack In Stock Volatility Analysis
Volatility refers to the frequency at which Jack In stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Jack In's price changes. Investors will then calculate the volatility of Jack In'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 Jack In's volatility:
Historical Volatility
This type of stock volatility measures Jack In's fluctuations based on previous trends. It's commonly used to predict Jack In'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 Jack In'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 Jack In'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. Jack In 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.
Jack In Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 1.3141 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Jack In 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 Jack In or Hotels, Restaurants & Leisure 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 Jack In'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 Jack 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.
Jack In The has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
Returns |
What Drives a Jack In Price Volatility?
Several factors can influence a stock's market 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.Jack In Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Jack In is -2150.56. The daily returns are distributed with a variance of 17.28 and standard deviation of 4.16. The mean deviation of Jack In The is currently at 3.22. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.93
α | Alpha over Dow Jones | -0.3 | |
β | Beta against Dow Jones | 1.31 | |
σ | Overall volatility | 4.16 | |
Ir | Information ratio | -0.06 |
Jack In Stock Return Volatility
Jack In historical daily return volatility represents how much of Jack In stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 4.1571% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7819% volatility on return distribution over the 90 days horizon. Performance |
Timeline |
About Jack In Volatility
Volatility is a rate at which the price of Jack In 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 Jack In may increase or decrease. In other words, similar to Jack's beta indicator, it measures the risk of Jack In and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jack In 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 Reported | Projected for Next Year | ||
Selling And Marketing Expenses | 40.2 M | 39 M | |
Market Cap | 3.8 B | 4 B |
Jack In's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Jack Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Jack In's price varies over time.
3 ways to utilize Jack In's volatility to invest better
Higher Jack In's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Jack In stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Jack In stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Jack In investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Jack In's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Jack In's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Jack In Investment Opportunity
Jack In The has a volatility of 4.16 and is 5.33 times more volatile than Dow Jones Industrial. 37 percent of all equities and portfolios are less risky than Jack In. You can use Jack In The to protect your portfolios against small market fluctuations. The stock experiences a moderate downward daily trend and can be a good diversifier. Check odds of Jack In to be traded at $20.97 in 90 days.Modest diversification
The correlation between Jack In The and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jack In The and DJI in the same portfolio, assuming nothing else is changed.
Jack In Additional Risk Indicators
The analysis of Jack In'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 Jack In's investment and either accepting that risk or mitigating it. Along with some common measures of Jack In 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 | (0.02) | |||
Market Risk Adjusted Performance | (0.08) | |||
Mean Deviation | 3.28 | |||
Coefficient Of Variation | (3,666) | |||
Standard Deviation | 4.17 | |||
Variance | 17.43 | |||
Information Ratio | (0.06) |
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.
Jack In 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 Jack In 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. Jack In'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, Jack In'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 Jack In The.
When determining whether Jack In is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Jack Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Jack In The Stock. Highlighted below are key reports to facilitate an investment decision about Jack In The Stock: Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Jack In The. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Is Hotels, Restaurants & Leisure space 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 Jack In. If investors know Jack 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 Jack In 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 (0.09) | Dividend Share 1.76 | Earnings Share (10.79) | Revenue Per Share | Quarterly Revenue Growth (0.08) |
The market value of Jack In is measured differently than its book value, which is the value of Jack that is recorded on the company's balance sheet. Investors also form their own opinion of Jack In's value that differs from its market value or its book value, called intrinsic value, which is Jack In'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 Jack In's market value can be influenced by many factors that don't directly affect Jack In'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 Jack In's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jack In is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jack In'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.