Esfera Robotics (Germany) Volatility
| 0P00017QSQ | EUR 355.07 1.47 0.41% |
Esfera Robotics appears to be very steady, given 3 months investment horizon. Esfera Robotics R secures Sharpe Ratio (or Efficiency) of 0.26, which denotes the fund had a 0.26% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Esfera Robotics R, which you can use to evaluate the volatility of the entity. Please utilize Esfera Robotics' Coefficient Of Variation of 385.66, downside deviation of 1.03, and Mean Deviation of 0.8242 to check if our risk estimates are consistent with your expectations. Key indicators related to Esfera Robotics' volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Esfera Robotics Fund 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 Esfera daily returns, and it is calculated using variance and standard deviation. We also use Esfera's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Esfera Robotics volatility.
Esfera |
Downward market volatility can be a perfect environment for investors who play the long game with Esfera Robotics. They may decide to buy additional shares of Esfera Robotics at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving against Esfera Fund
Esfera Robotics Market Sensitivity And Downside Risk
Esfera Robotics' beta coefficient measures the volatility of Esfera fund 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 Esfera fund's returns against your selected market. In other words, Esfera Robotics's beta of 1.03 provides an investor with an approximation of how much risk Esfera Robotics fund can potentially add to one of your existing portfolios. Esfera Robotics R has relatively low volatility with skewness of 0.58 and kurtosis of 2.48. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Esfera Robotics' fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Esfera Robotics' fund 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 Esfera Robotics R Demand TrendCheck current 90 days Esfera Robotics correlation with market (Dow Jones Industrial)Esfera Beta |
Esfera 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 | 1.12 |
It is essential to understand the difference between upside risk (as represented by Esfera Robotics's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Esfera Robotics' daily returns or price. Since the actual investment returns on holding a position in esfera fund 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 Esfera Robotics.
Esfera Robotics R Fund Volatility Analysis
Volatility refers to the frequency at which Esfera Robotics fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Esfera Robotics' price changes. Investors will then calculate the volatility of Esfera Robotics' fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A fund with relatively stable price changes has low volatility. A highly volatile fund 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 Esfera Robotics' volatility:
Historical Volatility
This type of fund volatility measures Esfera Robotics' fluctuations based on previous trends. It's commonly used to predict Esfera Robotics' future behavior based on its past. However, it cannot conclusively determine the future direction of the fund.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Esfera Robotics' current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Esfera Robotics' 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. Esfera Robotics R 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.
Esfera Robotics Projected Return Density Against Market
Assuming the 90 days trading horizon the fund has the beta coefficient of 1.0341 . This suggests Esfera Robotics R market returns are sensitive to returns on the market. As the market goes up or down, Esfera Robotics 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 Esfera Robotics or Andbank Wealth Management SGIIC 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 Esfera Robotics' price will be affected by overall fund 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 Esfera fund'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.
Esfera Robotics R has an alpha of 0.1563, implying that it can generate a 0.16 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Esfera Robotics Price Volatility?
Several factors can influence a fund'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.Esfera Robotics Fund Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Esfera Robotics is 385.66. The daily returns are distributed with a variance of 1.26 and standard deviation of 1.12. The mean deviation of Esfera Robotics R is currently at 0.82. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.16 | |
β | Beta against Dow Jones | 1.03 | |
σ | Overall volatility | 1.12 | |
Ir | Information ratio | 0.14 |
Esfera Robotics Fund Return Volatility
Esfera Robotics historical daily return volatility represents how much of Esfera Robotics fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund accepts 1.1217% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7716% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Esfera Robotics Volatility
Volatility is a rate at which the price of Esfera Robotics 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 Esfera Robotics may increase or decrease. In other words, similar to Esfera's beta indicator, it measures the risk of Esfera Robotics and helps estimate the fluctuations that may happen in a short period of time. So if prices of Esfera Robotics 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.Se podr invertir entre el 0-100 percent de la exposicin total en renta variable yo renta fija , no existiendo objetivo predeterminado ni lmites mximos en lo que se refiere a la distribucin de activos por tipo de emisor, ni por rating, ni duracin, ni por capitalizacin burstil, ni por divisa, ni por sector econmico, ni por pases .Se podr tener hasta un 100 percent de la exposicin total en renta fija de baja calificacin crediticia. Esfera Robotics is traded on Frankfurt Stock Exchange in Germany.
Esfera Robotics' 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 Esfera Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Esfera Robotics' price varies over time.
3 ways to utilize Esfera Robotics' volatility to invest better
Higher Esfera Robotics' fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Esfera Robotics R fund 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. Esfera Robotics R fund 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 Esfera Robotics R investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Esfera Robotics' fund 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 Esfera Robotics' fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Esfera Robotics Investment Opportunity
Esfera Robotics R has a volatility of 1.12 and is 1.45 times more volatile than Dow Jones Industrial. 9 percent of all equities and portfolios are less risky than Esfera Robotics. You can use Esfera Robotics R to protect your portfolios against small market fluctuations. The fund experiences a normal downward trend and little activity. Check odds of Esfera Robotics to be traded at €351.52 in 90 days.Poor diversification
The correlation between Esfera Robotics R and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Esfera Robotics R and DJI in the same portfolio, assuming nothing else is changed.
Esfera Robotics Additional Risk Indicators
The analysis of Esfera Robotics' 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 Esfera Robotics' investment and either accepting that risk or mitigating it. Along with some common measures of Esfera Robotics fund'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 | 0.2014 | |||
| Market Risk Adjusted Performance | 0.2816 | |||
| Mean Deviation | 0.8242 | |||
| Semi Deviation | 0.6964 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 385.66 | |||
| Standard Deviation | 1.12 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Esfera Robotics 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 Esfera Robotics 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. Esfera Robotics' 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, Esfera Robotics' 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 Esfera Robotics R.
Other Information on Investing in Esfera Fund
Esfera Robotics financial ratios help investors to determine whether Esfera Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Esfera with respect to the benefits of owning Esfera Robotics security.
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