Jones Stock Volatility


USD 148.64  6.24  4.03%   

Jones Lang Lasalle holds Efficiency (Sharpe) Ratio of -0.16, which attests that the entity had -0.16% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Jones Lang Lasalle exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Jones Lang market risk adjusted performance of (0.18), and Risk Adjusted Performance of (0.14) to validate the risk estimate we provide.
Jones Lang 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 Jones daily returns, and it is calculated using variance and standard deviation. We also use Jones's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jones Lang volatility.

180 Days Market Risk

Very steady

Chance of Distress

Below Average

180 Days Economic Sensitivity

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

+0.84CBRECBRE GroupPairCorr
+0.92VONOYVonovia Se ADRPairCorr
+0.72CLILFCapitaland InvestmentPairCorr

Jones Lang Market Sensitivity And Downside Risk

Jones Lang's beta coefficient measures the volatility of Jones 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 Jones stock's returns against your selected market. In other words, Jones Lang's beta of 1.34 provides an investor with an approximation of how much risk Jones Lang stock can potentially add to one of your existing portfolios.
Jones Lang Lasalle exhibits very low volatility with skewness of -0.4 and kurtosis of 0.37. However, we advise investors to further study Jones Lang Lasalle technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Jones Lang'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 Jones Lang'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 Jones Lang Lasalle Demand Trend
Check current 90 days Jones Lang correlation with market (DOW)

Jones Beta

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

Using Jones Put Option to Manage Risk

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

Jones Lang's PUT expiring on 2022-10-21

       Jones Lang Price At Expiration  

Current Jones Lang Insurance Chain

DeltaGammaOpen IntExpirationCurrent SpreadLast Price
2022-10-21 PUT at $190.0-0.84650.007472022-10-2139.0 - 43.512.7View
2022-10-21 PUT at $165.0-0.82110.0166322022-10-2115.3 - 20.08.2View
2022-10-21 PUT at $160.0-0.72760.0204332022-10-2111.5 - 16.010.0View
2022-10-21 PUT at $155.0-0.60.0204852022-10-218.7 - 12.211.2View
2022-10-21 PUT at $150.0-0.50490.0238262022-10-215.5 - 7.67.3View
2022-10-21 PUT at $145.0-0.39190.021102022-10-213.4 - 7.53.6View
2022-10-21 PUT at $140.0-0.30130.017332022-10-212.3 - 6.02.65View
2022-10-21 PUT at $135.0-0.21370.014622022-10-211.5 - 5.02.6View
2022-10-21 PUT at $130.0-0.1930.010612022-10-211.0 - 5.00.8View
View All Jones Lang Options

Jones Lang Lasalle Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Jones Lang's fluctuations based on previous trends. It's commonly used to predict Jones Lang'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 Jones Lang'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 Jones Lang's to be redeemed at a future date.
The output start index for this execution was zero with a total number of output elements of sixty-one. Jones Lang Lasalle 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.

Jones Lang Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.3406 . 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, Jones Lang 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 Jones Lang or Real Estate 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 Jones Lang'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 Jones 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. Jones Lang Lasalle is significantly underperforming DOW.
   Predicted Return Density   
Jones Lang's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how jones 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 Jones Lang Price Volatility?

Several factors can influence a Stock'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.

Jones Lang 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 Jones Lang or Real Estate 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 Jones Lang'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 Jones 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 Jones Lang is -642.53. The daily returns are distributed with a variance of 3.62 and standard deviation of 1.9. The mean deviation of Jones Lang Lasalle is currently at 1.48. For similar time horizon, the selected benchmark (DOW) has volatility of 1.12
Alpha over DOW
Beta against DOW1.34
Overall volatility
Information ratio -0.09

Jones Lang Stock Return Volatility

Jones Lang historical daily return volatility represents how much of Jones Lang stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company has volatility of 1.9016% on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.1443% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 

About Jones Lang Volatility

Volatility is a rate at which the price of Jones Lang 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 Jones Lang may increase or decrease. In other words, similar to Jones's beta indicator, it measures the risk of Jones Lang and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jones Lang 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.
Jones Lang LaSalle Incorporated, a professional services company, provides real estate and investment management services in Americas, Europe, the Middle East, Africa, and the Asia Pacific. Jones Lang LaSalle Incorporated was incorporated in 1997 and is headquartered in Chicago, Illinois. Jones Lang operates under Real Estate Services classification in the United States and is traded on New York Stock Exchange. It employs 100000 people.

Jones Lang Investment Opportunity

Jones Lang Lasalle has a volatility of 1.9 and is 1.67 times more volatile than DOW. 16  of all equities and portfolios are less risky than Jones Lang. Compared to the overall equity markets, volatility of historical daily returns of Jones Lang Lasalle is lower than 16 () of all global equities and portfolios over the last 90 days. Use Jones Lang Lasalle to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a very speculative upward sentiment. Check odds of Jones Lang to be traded at $141.21 in 90 days.

Poor diversification

The correlation between Jones Lang Lasalle and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jones Lang Lasalle and DJI in the same portfolio, assuming nothing else is changed.

Jones Lang Additional Risk Indicators

The analysis of Jones Lang'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 Jones Lang's investment and either accepting that risk or mitigating it. Along with some common measures of Jones Lang 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.
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.

Jones Lang 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 Jones Lang 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. Jones Lang'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, Jones Lang'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 Jones Lang Lasalle.
Please see Risk vs Return Analysis. You can also try Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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