# Juniper Networks Stock Volatility

JNPR Stock | USD 28.04 0.55 2.00% |

Juniper Networks holds Efficiency (Sharpe) Ratio of -0.0423, which attests that the entity had -0.0423% of return per unit of risk over the last 3 months. Our 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. Juniper Networks exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check out Juniper Networks Market Risk Adjusted Performance of 0.0157, risk adjusted performance of 0.0116, and Downside Deviation of 1.27 to validate the risk estimate we provide.

**Key technical indicators related to Juniper Networks' volatility include:**720 Days Market Risk | Chance of Distress | 720 Days Economic Sensitivity |

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

Juniper |

### ESG Sustainability

While most ESG disclosures are voluntary, Juniper Networks' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Juniper Networks' managers and investors.Environment Score | Governance Score | Social Score |

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Juniper Networks 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 Juniper Networks at lower prices. For example, an investor can purchase Juniper 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 Juniper Networks' 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 Juniper Stock

+ | 0.7 | MA | Mastercard | Fiscal Quarter End 31st of December 2023 | PairCorr | |

+ | 0.67 | ZD | Ziff Davis | Fiscal Quarter End 31st of December 2023 | PairCorr | |

+ | 0.81 | PTAIY | Astra International Tbk | PairCorr |

## Moving against Juniper Stock

- | 0.48 | EC | Ecopetrol SA ADR | Fiscal Quarter End 31st of December 2023 | PairCorr |

## Juniper Networks Market Sensitivity And Downside Risk

Juniper Networks' beta coefficient measures the volatility of Juniper 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 Juniper stock's returns against your selected market. In other words, Juniper Networks's beta of 0.53 provides an investor with an approximation of how much risk Juniper Networks stock can potentially add to one of your existing portfolios.

Juniper Networks has relatively low volatility with skewness of 1.06 and kurtosis of 3.55. However, we advise all investors to independently investigate Juniper Networks to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Juniper Networks' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Juniper Networks' 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 Juniper Networks Demand TrendCheck current 90 days Juniper Networks correlation with market (NYSE Composite)## Juniper Beta |

Juniper 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 | 1.45 |

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

## Using Juniper Put Option to Manage Risk

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

### Juniper Networks' PUT expiring on 2023-12-01

Profit |

Juniper Networks Price At Expiration |

### Current Juniper Networks Insurance Chain

Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||

Put | 2023-12-01 PUT at $32.0 | -0.899 | 0.0565 | 1 | 2023-12-01 | 2.3 - 7.0 | 7.0 | View |

Put | 2023-12-01 PUT at $28.0 | -0.5381 | 0.1224 | 43 | 2023-12-01 | 0.3 - 2.85 | 0.95 | View |

Put | 2023-12-01 PUT at $27.0 | -0.2373 | 0.4361 | 29 | 2023-12-01 | 0.05 - 0.15 | 0.2 | View |

## Juniper Networks Stock Volatility Analysis

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

### Historical Volatility

This type of stock volatility measures Juniper Networks' fluctuations based on previous trends. It's commonly used to predict Juniper Networks' 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 Juniper Networks' 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 Juniper Networks' 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. Juniper Networks 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..

## Juniper Networks Projected Return Density Against Market

Given the investment horizon of 90 days Juniper Networks has a beta of 0.5322 . This indicates as returns on the market go up, Juniper Networks average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Juniper Networks will be expected to be much smaller as well.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 Juniper Networks or Communications Equipment 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 Juniper Networks' 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 Juniper 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 0.0026, implying that it can generate a 0.0026 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a Juniper Networks 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.## Juniper Networks 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 Juniper Networks or Communications Equipment 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 Juniper Networks' 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 Juniper 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 Juniper Networks is -2362.43. The daily returns are distributed with a variance of 2.09 and standard deviation of 1.45. The mean deviation of Juniper Networks is currently at 1.08. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.77

α | Alpha over NYSE Composite | 0.0026 | |

β | Beta against NYSE Composite | 0.53 | |

σ | Overall volatility | 1.45 | |

Ir | Information ratio | 0.0015 |

## Juniper Networks Stock Return Volatility

Juniper Networks historical daily return volatility represents how much of Juniper Networks stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 1.4464% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.7785% volatility on return distribution over the 90 days horizon. Performance |

Timeline |

## About Juniper Networks Volatility

Volatility is a rate at which the price of Juniper Networks 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 Juniper Networks may increase or decrease. In other words, similar to Juniper's beta indicator, it measures the risk of Juniper Networks and helps estimate the fluctuations that may happen in a short period of time. So if prices of Juniper Networks 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 2023 | ||

Market Capitalization | 10.4 B | 9.7 B |

Juniper Networks' 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 Juniper Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Juniper Networks' price varies over time.

## 3 ways to utilize Juniper Networks' volatility to invest better

Higher Juniper Networks' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Juniper Networks 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. Juniper Networks 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 Juniper Networks investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Juniper Networks' 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 Juniper Networks' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

## Juniper Networks Investment Opportunity

Juniper Networks has a volatility of 1.45 and is 1.86 times more volatile than NYSE Composite.**12**of all equities and portfolios are less risky than Juniper Networks. Compared to the overall equity markets, volatility of historical daily returns of Juniper Networks is lower than

**12 ()**of all global equities and portfolios over the last 90 days. Use Juniper Networks to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a large bullish trend. Check odds of Juniper Networks to be traded at $30.84 in 90 days.

### Modest diversification

The correlation between Juniper Networks and NYA is

**0.28**(i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Juniper Networks and NYA in the same portfolio, assuming nothing else is changed.## Juniper Networks Additional Risk Indicators

The analysis of Juniper Networks' 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 Juniper Networks' investment and either accepting that risk or mitigating it. Along with some common measures of Juniper Networks 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 | 0.0116 | |||

Market Risk Adjusted Performance | 0.0157 | |||

Mean Deviation | 1.1 | |||

Semi Deviation | 1.23 | |||

Downside Deviation | 1.27 | |||

Coefficient Of Variation | 11157.48 | |||

Standard Deviation | 1.46 |

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.

## Juniper Networks 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 Juniper Networks 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. Juniper Networks' 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, Juniper Networks' 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 Juniper Networks.

When determining whether Juniper Networks is a strong investment it is important to analyze Juniper Networks' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Juniper Networks' future performance. **For an informed investment choice regarding Juniper Stock, refer to the following important reports:**

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Juniper Networks. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in persons. To learn how to invest in Juniper Stock, please use our How to Invest in Juniper Networks guide.You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.

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

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Is Juniper Networks' 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 Juniper Networks. If investors know Juniper 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 Juniper Networks 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(0.36) | Dividend Share0.87 | Earnings Share1.12 | Revenue Per Share17.598 | Quarterly Revenue Growth(0.012) |

The market value of Juniper Networks is measured differently than its book value, which is the value of Juniper that is recorded on the company's balance sheet. Investors also form their own opinion of Juniper Networks' value that differs from its market value or its book value, called intrinsic value, which is Juniper Networks' 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 Juniper Networks' market value can be influenced by many factors that don't directly affect Juniper Networks' 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 Juniper Networks' value and its price as these two are different measures arrived at by different means. Investors typically determine if Juniper Networks is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Juniper Networks' 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.