Buriram Sugar (Thailand) Volatility
| BRR Stock | THB 4.78 0.06 1.27% |
Buriram Sugar is out of control given 3 months investment horizon. Buriram Sugar Public secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 14.65% are justified by taking the suggested risk. Use Buriram Sugar Mean Deviation of 0.9703, risk adjusted performance of 0.0798, and Downside Deviation of 1.08 to evaluate company specific risk that cannot be diversified away. Key indicators related to Buriram Sugar's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Buriram Sugar 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 Buriram daily returns, and it is calculated using variance and standard deviation. We also use Buriram's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Buriram Sugar volatility.
Buriram |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Buriram Sugar at lower prices. For example, an investor can purchase Buriram stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Buriram Sugar Market Sensitivity And Downside Risk
Buriram Sugar's beta coefficient measures the volatility of Buriram 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 Buriram stock's returns against your selected market. In other words, Buriram Sugar's beta of -0.51 provides an investor with an approximation of how much risk Buriram Sugar stock can potentially add to one of your existing portfolios. Buriram Sugar Public has relatively low volatility with skewness of 1.68 and kurtosis of 3.79. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Buriram Sugar'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 Buriram Sugar'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 Buriram Sugar Public Demand TrendCheck current 90 days Buriram Sugar correlation with market (Dow Jones Industrial)Buriram Beta |
Buriram 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 | 127.83 |
It is essential to understand the difference between upside risk (as represented by Buriram Sugar's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Buriram Sugar's daily returns or price. Since the actual investment returns on holding a position in buriram 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 Buriram Sugar.
Buriram Sugar Public Stock Volatility Analysis
Volatility refers to the frequency at which Buriram Sugar stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Buriram Sugar's price changes. Investors will then calculate the volatility of Buriram Sugar'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 Buriram Sugar's volatility:
Historical Volatility
This type of stock volatility measures Buriram Sugar's fluctuations based on previous trends. It's commonly used to predict Buriram Sugar'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 Buriram Sugar'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 Buriram Sugar'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. Buriram Sugar Public 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.
Buriram Sugar Projected Return Density Against Market
Assuming the 90 days trading horizon Buriram Sugar Public has a beta of -0.5065 suggesting as returns on the benchmark increase, returns on holding Buriram Sugar are expected to decrease at a much lower rate. During a bear market, however, Buriram Sugar Public 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 Buriram Sugar or Food Products 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 Buriram Sugar'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 Buriram 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.
Buriram Sugar Public has an alpha of 0.191, implying that it can generate a 0.19 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Buriram Sugar 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.Buriram Sugar Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Buriram Sugar is 872.83. The daily returns are distributed with a variance of 16341.6 and standard deviation of 127.83. The mean deviation of Buriram Sugar Public is currently at 31.79. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.19 | |
β | Beta against Dow Jones | -0.51 | |
σ | Overall volatility | 127.83 | |
Ir | Information ratio | 0.01 |
Buriram Sugar Stock Return Volatility
Buriram Sugar historical daily return volatility represents how much of Buriram Sugar stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company assumes 127.8343% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7496% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Buriram Sugar Volatility
Volatility is a rate at which the price of Buriram Sugar 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 Buriram Sugar may increase or decrease. In other words, similar to Buriram's beta indicator, it measures the risk of Buriram Sugar and helps estimate the fluctuations that may happen in a short period of time. So if prices of Buriram Sugar 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.Buriram Sugar Public Company Limited, together with its subsidiaries, manufactures and distributes sugar and molasses in Thailand and internationally. Buriram Sugar Public Company Limited was founded in 1964 and is headquartered in Khu Mueang, Thailand. BURIRAM SUGAR operates under Confectioners classification in Thailand and is traded on Stock Exchange of Thailand.
Buriram Sugar'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 Buriram Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Buriram Sugar's price varies over time.
3 ways to utilize Buriram Sugar's volatility to invest better
Higher Buriram Sugar's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Buriram Sugar Public 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. Buriram Sugar Public 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 Buriram Sugar Public investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Buriram Sugar'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 Buriram Sugar's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Buriram Sugar Investment Opportunity
Buriram Sugar Public has a volatility of 127.83 and is 170.44 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Buriram Sugar. You can use Buriram Sugar Public to enhance the returns of your portfolios. The stock experiences a large bullish trend. Check odds of Buriram Sugar to be traded at 5.26 in 90 days.Very good diversification
The correlation between Buriram Sugar Public and DJI is -0.27 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Buriram Sugar Public and DJI in the same portfolio, assuming nothing else is changed.
Buriram Sugar Additional Risk Indicators
The analysis of Buriram Sugar'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 Buriram Sugar's investment and either accepting that risk or mitigating it. Along with some common measures of Buriram Sugar 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 | 0.0798 | |||
| Market Risk Adjusted Performance | (0.25) | |||
| Mean Deviation | 0.9703 | |||
| Semi Deviation | 0.7666 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 1020.59 | |||
| 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.
Buriram Sugar 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.
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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 Buriram Sugar 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. Buriram Sugar'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, Buriram Sugar'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 Buriram Sugar Public.
Other Information on Investing in Buriram Stock
Buriram Sugar financial ratios help investors to determine whether Buriram Stock 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 Buriram with respect to the benefits of owning Buriram Sugar security.