Groupimo (France) Volatility
| ALIMO Stock | EUR 0.27 0.01 3.57% |
Groupimo is out of control given 3 months investment horizon. Groupimo SA holds Efficiency (Sharpe) Ratio of 0.094, which attests that the entity had a 0.094% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 1.16% are justified by taking the suggested risk. Use Groupimo SA Risk Adjusted Performance of 0.0807, standard deviation of 12.28, and Market Risk Adjusted Performance of 0.2217 to evaluate company specific risk that cannot be diversified away. Key indicators related to Groupimo's volatility include:
300 Days Market Risk | Chance Of Distress | 300 Days Economic Sensitivity |
Groupimo 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 Groupimo daily returns, and it is calculated using variance and standard deviation. We also use Groupimo's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Groupimo volatility.
Groupimo |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Groupimo 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 Groupimo at lower prices. For example, an investor can purchase Groupimo 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 Groupimo'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 Groupimo Stock
Moving against Groupimo Stock
| 0.74 | DG | Vinci SA | PairCorr |
| 0.65 | ACA | Credit Agricole SA | PairCorr |
| 0.59 | CS | AXA SA | PairCorr |
| 0.56 | BNP | BNP Paribas SA | PairCorr |
Groupimo Market Sensitivity And Downside Risk
Groupimo's beta coefficient measures the volatility of Groupimo 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 Groupimo stock's returns against your selected market. In other words, Groupimo's beta of 5.36 provides an investor with an approximation of how much risk Groupimo stock can potentially add to one of your existing portfolios. Groupimo SA is displaying above-average volatility over the selected time horizon. Groupimo SA is a potential penny stock. Although Groupimo may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Groupimo SA. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Groupimo instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Groupimo SA Demand TrendCheck current 90 days Groupimo correlation with market (Dow Jones Industrial)Groupimo Beta |
Groupimo 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 | 12.37 |
It is essential to understand the difference between upside risk (as represented by Groupimo's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Groupimo's daily returns or price. Since the actual investment returns on holding a position in groupimo 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 Groupimo.
Groupimo SA Stock Volatility Analysis
Volatility refers to the frequency at which Groupimo stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Groupimo's price changes. Investors will then calculate the volatility of Groupimo'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 Groupimo's volatility:
Historical Volatility
This type of stock volatility measures Groupimo's fluctuations based on previous trends. It's commonly used to predict Groupimo'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 Groupimo'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 Groupimo'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. Groupimo SA 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.
Groupimo Projected Return Density Against Market
Assuming the 90 days trading horizon the stock has the beta coefficient of 5.3605 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Groupimo 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 Groupimo or Real Estate Management & Development 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 Groupimo'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 Groupimo 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.
Groupimo SA has an alpha of 0.4896, implying that it can generate a 0.49 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Groupimo 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.Groupimo Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Groupimo is 1064.17. The daily returns are distributed with a variance of 153.08 and standard deviation of 12.37. The mean deviation of Groupimo SA is currently at 4.77. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.49 | |
β | Beta against Dow Jones | 5.36 | |
σ | Overall volatility | 12.37 | |
Ir | Information ratio | 0.08 |
Groupimo Stock Return Volatility
Groupimo historical daily return volatility represents how much of Groupimo stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise accepts 12.3725% 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 Groupimo Volatility
Volatility is a rate at which the price of Groupimo 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 Groupimo may increase or decrease. In other words, similar to Groupimo's beta indicator, it measures the risk of Groupimo and helps estimate the fluctuations that may happen in a short period of time. So if prices of Groupimo 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.The company is involved in asset administration, leasing and co-ownership management, and real estate management activities, as well as buying and selling real estate properties. The company was founded in 2000 and is based in Fort-de-France, France. Groupimo S operates under Real Estate - General classification in France and is traded on Paris Stock Exchange. It employs 7 people.
Groupimo's 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 Groupimo Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Groupimo's price varies over time.
3 ways to utilize Groupimo's volatility to invest better
Higher Groupimo's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Groupimo SA 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. Groupimo SA 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 Groupimo SA investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Groupimo'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 Groupimo's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Groupimo Investment Opportunity
Groupimo SA has a volatility of 12.37 and is 16.06 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Groupimo. You can use Groupimo SA to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Groupimo to be traded at €0.2592 in 90 days.Weak diversification
The correlation between Groupimo SA and DJI is 0.33 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Groupimo SA and DJI in the same portfolio, assuming nothing else is changed.
Groupimo Additional Risk Indicators
The analysis of Groupimo'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 Groupimo's investment and either accepting that risk or mitigating it. Along with some common measures of Groupimo 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 | 0.0807 | |||
| Market Risk Adjusted Performance | 0.2217 | |||
| Mean Deviation | 4.7 | |||
| Coefficient Of Variation | 1072.27 | |||
| Standard Deviation | 12.28 | |||
| Variance | 150.74 | |||
| Information Ratio | 0.0826 |
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.
Groupimo 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.
| Alphabet vs. Groupimo | ||
| Visa vs. Groupimo | ||
| Citigroup vs. Groupimo | ||
| Salesforce vs. Groupimo | ||
| Empire State vs. Groupimo | ||
| SentinelOne vs. Groupimo | ||
| Capri Holdings vs. Groupimo | ||
| Dupont De vs. Groupimo |
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 Groupimo 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. Groupimo'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, Groupimo'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 Groupimo SA.
Additional Tools for Groupimo Stock Analysis
When running Groupimo's price analysis, check to measure Groupimo'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 Groupimo is operating at the current time. Most of Groupimo's value examination focuses on studying past and present price action to predict the probability of Groupimo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groupimo's price. Additionally, you may evaluate how the addition of Groupimo to your portfolios can decrease your overall portfolio volatility.