Capital Southwest Volatility
| CSWCZDelisted Stock | 25.37 0.00 0.00% |
We have found twenty-seven technical indicators for Capital Southwest, which you can use to evaluate the volatility of the firm. Please confirm Capital Southwest's Downside Deviation of 0.3461, mean deviation of 0.1803, and Risk Adjusted Performance of 0.0253 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.
Sharpe Ratio = 0.0
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Based on monthly moving average Capital Southwest is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Capital Southwest by adding Capital Southwest to a well-diversified portfolio.
Key indicators related to Capital Southwest's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Capital Southwest 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 Capital daily returns, and it is calculated using variance and standard deviation. We also use Capital's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Capital Southwest volatility.
Capital |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Capital Southwest 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 Capital Southwest at lower prices. For example, an investor can purchase Capital 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 Capital Southwest'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. Main indicators related to Capital Southwest's market risk premium analysis include:
Beta (0.05) | Alpha 0.008834 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Moving against Capital Stock
| 0.71 | ARE | Alexandria Real Estate | PairCorr |
| 0.57 | SGIOF | Shionogi Upward Rally | PairCorr |
| 0.46 | CVX | Chevron Corp | PairCorr |
| 0.39 | INTC | Intel | PairCorr |
| 0.32 | BKKPF | Bangkok Bank Public | PairCorr |
Capital Southwest Market Sensitivity And Downside Risk
Capital Southwest's beta coefficient measures the volatility of Capital 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 Capital stock's returns against your selected market. In other words, Capital Southwest's beta of -0.0484 provides an investor with an approximation of how much risk Capital Southwest stock can potentially add to one of your existing portfolios. Capital Southwest exhibits very low volatility with skewness of -0.43 and kurtosis of 2.69. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Capital Southwest'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 Capital Southwest'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 Capital Southwest Demand TrendCheck current 90 days Capital Southwest correlation with market (Dow Jones Industrial)Capital Southwest Volatility and Downside Risk
Capital 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.
Capital Southwest Stock Volatility Analysis
Volatility refers to the frequency at which Capital Southwest delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Capital Southwest's price changes. Investors will then calculate the volatility of Capital Southwest's stock to predict their future moves. A delisted 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 delisted 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 Capital Southwest's volatility:
Historical Volatility
This type of delisted stock volatility measures Capital Southwest's fluctuations based on previous trends. It's commonly used to predict Capital Southwest'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 Capital Southwest's current market price. This means that the delisted stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Capital Southwest's to be redeemed at a future date.Transformation |
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Capital Southwest Projected Return Density Against Market
Assuming the 90 days horizon Capital Southwest has a beta of -0.0484 suggesting as returns on the benchmark increase, returns on holding Capital Southwest are expected to decrease at a much lower rate. During a bear market, however, Capital Southwest 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 Capital Southwest or Capital Markets 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 Capital Southwest'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 Capital delisted 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.
Predicted Return Density |
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What Drives a Capital Southwest Price Volatility?
Several factors can influence a delisted 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Capital Southwest Stock Return Volatility
Capital Southwest historical daily return volatility represents how much of Capital Southwest delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.0% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7767% volatility on return distribution over the 90 days horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between Capital Stock performing well and Capital Southwest Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Capital Southwest's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HTGC | 0.94 | (0.13) | 0.00 | (0.17) | 0.00 | 1.67 | 6.95 | |||
| PBY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MFIC | 1.03 | (0.10) | 0.00 | (0.08) | 0.00 | 2.32 | 6.99 | |||
| HECCW | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FATH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SFTW | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TFIN | 2.20 | 0.11 | 0.07 | 0.12 | 2.59 | 5.20 | 14.60 | |||
| OBDE | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| AAMI | 1.58 | 0.15 | 0.07 | 0.17 | 2.50 | 3.58 | 12.51 | |||
| CELU | 3.33 | (0.54) | 0.00 | (0.38) | 0.00 | 10.29 | 26.97 |
About Capital Southwest Volatility
Volatility is a rate at which the price of Capital Southwest 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 Capital Southwest may increase or decrease. In other words, similar to Capital's beta indicator, it measures the risk of Capital Southwest and helps estimate the fluctuations that may happen in a short period of time. So if prices of Capital Southwest 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 Capital Southwest's volatility to invest better
Higher Capital Southwest's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Capital Southwest 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. Capital Southwest 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 Capital Southwest investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Capital Southwest'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 Capital Southwest's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Capital Southwest Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than Capital Southwest. 0 percent of all equities and portfolios are less risky than Capital Southwest. You can use Capital Southwest to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Capital Southwest to be traded at 25.12 in 90 days.Good diversification
The correlation between Capital Southwest and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Capital Southwest and DJI in the same portfolio, assuming nothing else is changed.
Capital Southwest Additional Risk Indicators
The analysis of Capital Southwest'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 Capital Southwest's investment and either accepting that risk or mitigating it. Along with some common measures of Capital Southwest 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 | 0.0253 | |||
| Market Risk Adjusted Performance | (0.10) | |||
| Mean Deviation | 0.1803 | |||
| Semi Deviation | 0.2553 | |||
| Downside Deviation | 0.3461 | |||
| Coefficient Of Variation | 1859.87 | |||
| Standard Deviation | 0.2866 |
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 delisted stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Capital Southwest 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 Capital Southwest 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. Capital Southwest'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, Capital Southwest'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 Capital Southwest.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Other Consideration for investing in Capital Stock
If you are still planning to invest in Capital Southwest check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Capital Southwest's history and understand the potential risks before investing.
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