5I5j Holding (China) Volatility
| 000560 Stock | 3.28 0.03 0.92% |
5I5j Holding appears to be very risky, given 3 months investment horizon. 5I5j Holding Group retains Efficiency (Sharpe Ratio) of 0.0445, which signifies that the company had a 0.0445% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 5I5j Holding, which you can use to evaluate the volatility of the firm. Please makes use of 5I5j Holding's Market Risk Adjusted Performance of (9.28), coefficient of variation of 852.67, and Standard Deviation of 4.7 to double-check if our risk estimates are consistent with your expectations. Key indicators related to 5I5j Holding's volatility include:
450 Days Market Risk | Chance Of Distress | 450 Days Economic Sensitivity |
5I5j Holding 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 5I5j daily returns, and it is calculated using variance and standard deviation. We also use 5I5j's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of 5I5j Holding volatility.
5I5j |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as 5I5j Holding can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of 5I5j Holding at lower prices to lower their average cost per share. Similarly, when the prices of 5I5j Holding's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with 5I5j Stock
| 0.72 | 300841 | Chengdu Kanghua Biol | PairCorr |
| 0.92 | 688137 | Suzhou Novoprotein | PairCorr |
| 0.76 | 300364 | COL Digital Publishing | PairCorr |
| 0.83 | 001299 | Shaanxi Meineng Clean | PairCorr |
| 0.66 | 000995 | Gansu Huangtai Wine | PairCorr |
| 0.76 | 600223 | Lushang Property | PairCorr |
| 0.65 | 605168 | Threes Company | PairCorr |
5I5j Holding Market Sensitivity And Downside Risk
5I5j Holding's beta coefficient measures the volatility of 5I5j 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 5I5j stock's returns against your selected market. In other words, 5I5j Holding's beta of -0.0582 provides an investor with an approximation of how much risk 5I5j Holding stock can potentially add to one of your existing portfolios. 5I5j Holding Group exhibits above-average semi-deviation for your current time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure 5I5j Holding'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 5I5j Holding'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 5I5j Holding Group Demand TrendCheck current 90 days 5I5j Holding correlation with market (Dow Jones Industrial)5I5j Beta |
5I5j 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 | 4.58 |
It is essential to understand the difference between upside risk (as represented by 5I5j Holding's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of 5I5j Holding's daily returns or price. Since the actual investment returns on holding a position in 5i5j 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 5I5j Holding.
5I5j Holding Group Stock Volatility Analysis
Volatility refers to the frequency at which 5I5j Holding stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with 5I5j Holding's price changes. Investors will then calculate the volatility of 5I5j Holding'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 5I5j Holding's volatility:
Historical Volatility
This type of stock volatility measures 5I5j Holding's fluctuations based on previous trends. It's commonly used to predict 5I5j Holding'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 5I5j Holding'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 5I5j Holding'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. 5I5j Holding Group 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.
5I5j Holding Projected Return Density Against Market
Assuming the 90 days trading horizon 5I5j Holding Group has a beta of -0.0582 . This suggests as returns on the benchmark increase, returns on holding 5I5j Holding are expected to decrease at a much lower rate. During a bear market, however, 5I5j Holding Group is likely to outperform the market.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 5I5j Holding or Broadline 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 5I5j Holding'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 5I5j 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.
5I5j Holding Group has an alpha of 0.5428, implying that it can generate a 0.54 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a 5I5j Holding 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.5I5j Holding Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of 5I5j Holding is 2245.35. The daily returns are distributed with a variance of 20.97 and standard deviation of 4.58. The mean deviation of 5I5j Holding Group is currently at 3.51. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.54 | |
β | Beta against Dow Jones | -0.06 | |
σ | Overall volatility | 4.58 | |
Ir | Information ratio | 0.11 |
5I5j Holding Stock Return Volatility
5I5j Holding historical daily return volatility represents how much of 5I5j Holding stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 4.579% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8097% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About 5I5j Holding Volatility
Volatility is a rate at which the price of 5I5j Holding 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 5I5j Holding may increase or decrease. In other words, similar to 5I5j's beta indicator, it measures the risk of 5I5j Holding and helps estimate the fluctuations that may happen in a short period of time. So if prices of 5I5j Holding 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.3 ways to utilize 5I5j Holding's volatility to invest better
Higher 5I5j Holding's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of 5I5j Holding Group 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. 5I5j Holding Group 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 5I5j Holding Group investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in 5I5j Holding'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 5I5j Holding's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
5I5j Holding Investment Opportunity
5I5j Holding Group has a volatility of 4.58 and is 5.65 times more volatile than Dow Jones Industrial. 40 percent of all equities and portfolios are less risky than 5I5j Holding. You can use 5I5j Holding Group to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of 5I5j Holding to be traded at 3.61 in 90 days.Good diversification
The correlation between 5I5j Holding Group and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding 5I5j Holding Group and DJI in the same portfolio, assuming nothing else is changed.
5I5j Holding Additional Risk Indicators
The analysis of 5I5j Holding'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 5I5j Holding's investment and either accepting that risk or mitigating it. Along with some common measures of 5I5j Holding 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 | 0.1021 | |||
| Market Risk Adjusted Performance | (9.28) | |||
| Mean Deviation | 3.61 | |||
| Semi Deviation | 4.09 | |||
| Downside Deviation | 4.37 | |||
| Coefficient Of Variation | 852.67 | |||
| Standard Deviation | 4.7 |
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.
5I5j Holding 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 5I5j Holding 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. 5I5j Holding'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, 5I5j Holding'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 5I5j Holding Group.
Complementary Tools for 5I5j Stock analysis
When running 5I5j Holding's price analysis, check to measure 5I5j Holding'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 5I5j Holding is operating at the current time. Most of 5I5j Holding's value examination focuses on studying past and present price action to predict the probability of 5I5j Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 5I5j Holding's price. Additionally, you may evaluate how the addition of 5I5j Holding to your portfolios can decrease your overall portfolio volatility.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world |