Atreca Stock Volatility

BCEL
 Stock
  

USD 2.40  0.13  5.73%   

Atreca Inc appears to be unstable, given 3 months investment horizon. Atreca Inc Cl secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had 0.12% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By analyzing Atreca Inc Cl technical indicators you can presently evaluate if the expected return of 0.85% is justified by implied risk. Please makes use of Atreca Inc's Downside Deviation of 5.63, mean deviation of 5.01, and Risk Adjusted Performance of 0.1016 to double-check if our risk estimates are consistent with your expectations.
  
Atreca Inc 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 Atreca daily returns, and it is calculated using variance and standard deviation. We also use Atreca's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Atreca Inc volatility.

720 Days Market Risk

Unstable

Chance of Distress

High

720 Days Economic Sensitivity

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

0.74ABCLAbcellera BiologicsPairCorr
0.76ABOSAcumen PharmaceuticalsPairCorr

Moving against Atreca Inc

0.72ACUSACUSPHERE INCPairCorr
0.66ADAGAdagene Inc ADRPairCorr
0.65ABTIAlterola BiotechPairCorr
0.62ABVCAbvc BiopharmaPairCorr
0.6ACHVAchieve Life SciencesPairCorr
0.59ACHNAchisonPairCorr
0.53ACERAcer TherapeuticsPairCorr

Atreca Inc Market Sensitivity And Downside Risk

Atreca Inc's beta coefficient measures the volatility of Atreca 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 Atreca stock's returns against your selected market. In other words, Atreca Inc's beta of 1.05 provides an investor with an approximation of how much risk Atreca Inc stock can potentially add to one of your existing portfolios.
Atreca Inc Cl is displaying above-average volatility over the selected time horizon. Investors should scrutinize Atreca Inc Cl independently to ensure intended market timing strategies are aligned with expectations about Atreca Inc volatility. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Atreca Inc's stock risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact Atreca Inc'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.

Atreca Inc Implied Volatility

Atreca Inc's implied volatility exposes the market's sentiment of Atreca Inc Cl stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Atreca Inc'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 Atreca Inc stock will not fluctuate a lot when Atreca Inc's options are near their expiration.
3 Months Beta |Analyze Atreca Inc Cl Demand Trend
Check current 90 days Atreca Inc correlation with market (DOW)

Atreca Beta

    
  1.05  
Atreca 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

    
  7.15  
It is essential to understand the difference between upside risk (as represented by Atreca Inc's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Atreca Inc stock's daily returns or price. Since the actual investment returns on holding a position in Atreca Inc 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 Atreca Inc.

Using Atreca Put Option to Manage Risk

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

Atreca Inc's PUT expiring on 2022-08-19

   Profit   
Share
       Atreca Inc Price At Expiration  

Current Atreca Inc Insurance Chain

DeltaGammaOpen IntExpirationCurrent SpreadLast Price
Put
2022-08-19 PUT at $5.0-0.51830.14512022-08-190.55 - 3.33.0View
Put
2022-08-19 PUT at $2.5-0.55960.5548602022-08-190.3 - 0.550.45View
View All Atreca Inc Options

Atreca Inc Cl Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Atreca Inc's fluctuations based on previous trends. It's commonly used to predict Atreca Inc'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 Atreca Inc's current market price. This means that the stock will return to its initially predicted market price.
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 Atreca Inc Cl 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 Atreca Inc closing price as input.
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Atreca Inc Projected Return Density Against Market

Given the investment horizon of 90 days the stock has the beta coefficient of 1.0546 suggesting Atreca Inc Cl market returns are highly reactive to returns on the market. As the market goes up or down, Atreca Inc 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 Atreca Inc or Healthcare 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 Atreca Inc 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 Atreca 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 0.4889, implying that it can generate a 0.49 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Atreca Inc's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Atreca Inc 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:

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.

Atreca Inc 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 Atreca Inc or Healthcare 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 Atreca Inc 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 Atreca 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 Atreca Inc is 846.01. The daily returns are distributed with a variance of 51.18 and standard deviation of 7.15. The mean deviation of Atreca Inc Cl is currently at 5.19. For similar time horizon, the selected benchmark (DOW) has volatility of 1.27
α
Alpha over DOW
0.49
β
Beta against DOW1.05
σ
Overall volatility
7.15
Ir
Information ratio 0.07

Atreca Inc Stock Return Volatility

Atreca Inc historical daily return volatility represents how much Atreca Inc stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company inherits 7.1538% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.2677% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Atreca Inc Volatility

Volatility is a rate at which the price of Atreca Inc 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 Atreca Inc may increase or decrease. In other words, similar to Atreca's beta indicator, it measures the risk of Atreca Inc and helps estimate the fluctuations that may happen in a short period of time. So if prices of Atreca Inc 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 Capitalization112.6 M115.5 M
Atreca, Inc., a clinical-stage biopharmaceutical company, discovers and develops antibody-based immunotherapeutics to treat a range of solid tumor types. Atreca, Inc. was incorporated in 2010 and is based in San Carlos, California. Atreca Inc operates under Biotechnology classification in the United States and is traded on NASDAQ Exchange. It employs 134 people.

Atreca Inc Investment Opportunity

Atreca Inc Cl has a volatility of 7.15 and is 5.63 times more volatile than DOW. 62  of all equities and portfolios are less risky than Atreca Inc. Compared to the overall equity markets, volatility of historical daily returns of Atreca Inc Cl is higher than 62 () of all global equities and portfolios over the last 90 days.
Use Atreca Inc Cl to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a very speculative upward sentiment. Check odds of Atreca Inc to be traded at $3.0 in 90 days. .

Average diversification

The correlation between Atreca Inc Cl and DJI is Average diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Atreca Inc Cl and DJI in the same portfolio, assuming nothing else is changed.

Atreca Inc Additional Risk Indicators

The analysis of Atreca Inc'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 Atreca Inc's investment and either accepting that risk or mitigating it. Along with some common measures of Atreca Inc 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 Performance0.1016
Market Risk Adjusted Performance0.4903
Mean Deviation5.01
Semi Deviation4.95
Downside Deviation5.63
Coefficient Of Variation1358.52
Standard Deviation7.02
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.

Atreca Inc 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 Atreca Inc 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. Atreca Inc'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, Atreca Inc'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 Atreca Inc Cl.
Continue to Trending Equities. Note that the Atreca Inc Cl information on this page should be used as a complementary analysis to other Atreca Inc'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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

Complementary Tools for Atreca Stock analysis

When running Atreca Inc Cl price analysis, check to measure Atreca Inc'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 Atreca Inc is operating at the current time. Most of Atreca Inc's value examination focuses on studying past and present price action to predict the probability of Atreca Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Atreca Inc's price. Additionally, you may evaluate how the addition of Atreca Inc to your portfolios can decrease your overall portfolio volatility.
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Is Atreca Inc'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 Atreca Inc. If investors know Atreca 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 Atreca Inc listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
83 M
Return On Assets
-0.29
Return On Equity
-0.6
The market value of Atreca Inc Cl is measured differently than its book value, which is the value of Atreca that is recorded on the company's balance sheet. Investors also form their own opinion of Atreca Inc's value that differs from its market value or its book value, called intrinsic value, which is Atreca Inc'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 Atreca Inc's market value can be influenced by many factors that don't directly affect Atreca Inc'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 Atreca Inc's value and its price as these two are different measures arrived at by different means. Investors typically determine Atreca Inc value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Atreca Inc'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.