Chuangs China (Germany) Volatility
| CUG Stock | EUR 0.01 0.00 0.00% |
At this point, Chuangs China is out of control. Chuangs China Investments secures Sharpe Ratio (or Efficiency) of 0.0043, which signifies that the company had a 0.0043% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Chuangs China Investments, which you can use to evaluate the volatility of the firm. Please confirm Chuangs China's Mean Deviation of 0.1514, risk adjusted performance of 0.0043, and Standard Deviation of 0.8564 to double-check if the risk estimate we provide is consistent with the expected return of 0.0037%. Key indicators related to Chuangs China's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Chuangs China 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 Chuangs daily returns, and it is calculated using variance and standard deviation. We also use Chuangs's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Chuangs China volatility.
Chuangs |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Chuangs China 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 Chuangs China at lower prices to lower their average cost per share. Similarly, when the prices of Chuangs China's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Chuangs China Market Sensitivity And Downside Risk
Chuangs China's beta coefficient measures the volatility of Chuangs 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 Chuangs stock's returns against your selected market. In other words, Chuangs China's beta of -0.14 provides an investor with an approximation of how much risk Chuangs China stock can potentially add to one of your existing portfolios. Chuangs China Investments exhibits very low volatility with skewness of 0.42 and kurtosis of 32.58. Chuangs China Investments is a penny stock. Although Chuangs China may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Chuangs China Investments. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Chuangs 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 Chuangs China Investments Demand TrendCheck current 90 days Chuangs China correlation with market (Dow Jones Industrial)Chuangs Beta |
Chuangs 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 | 0.87 |
It is essential to understand the difference between upside risk (as represented by Chuangs China's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Chuangs China's daily returns or price. Since the actual investment returns on holding a position in chuangs 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 Chuangs China.
Chuangs China Investments Stock Volatility Analysis
Volatility refers to the frequency at which Chuangs China stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Chuangs China's price changes. Investors will then calculate the volatility of Chuangs China'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 Chuangs China's volatility:
Historical Volatility
This type of stock volatility measures Chuangs China's fluctuations based on previous trends. It's commonly used to predict Chuangs China'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 Chuangs China'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 Chuangs China'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. Chuangs China Investments 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.
Chuangs China Projected Return Density Against Market
Assuming the 90 days horizon Chuangs China Investments has a beta of -0.1402 suggesting as returns on the benchmark increase, returns on holding Chuangs China are expected to decrease at a much lower rate. During a bear market, however, Chuangs China Investments 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 Chuangs China or Real Estate 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 Chuangs China'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 Chuangs 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.
Chuangs China Investments has an alpha of 0.0076, implying that it can generate a 0.0076 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Chuangs China 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.Chuangs China Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of Chuangs China is 23382.71. The daily returns are distributed with a variance of 0.76 and standard deviation of 0.87. The mean deviation of Chuangs China Investments is currently at 0.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.14 | |
σ | Overall volatility | 0.87 | |
Ir | Information ratio | -0.12 |
Chuangs China Stock Return Volatility
Chuangs China historical daily return volatility represents how much of Chuangs China stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.8699% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7608% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Chuangs China Volatility
Volatility is a rate at which the price of Chuangs China 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 Chuangs China may increase or decrease. In other words, similar to Chuangs's beta indicator, it measures the risk of Chuangs China and helps estimate the fluctuations that may happen in a short period of time. So if prices of Chuangs China 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.Chuangs China Investments Limited, an investment holding company, primarily engages in the property investment and development activities in the Peoples Republic of China. Chuangs China Investments Limited is a subsidiary of Profit Stability Investments Limited. CHUANGS CH operates under Real Estate - General classification in Germany and is traded on Frankfurt Stock Exchange. It employs 170 people.
Chuangs China'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 Chuangs Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Chuangs China's price varies over time.
3 ways to utilize Chuangs China's volatility to invest better
Higher Chuangs China's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Chuangs China Investments 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. Chuangs China Investments 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 Chuangs China Investments investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Chuangs China'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 Chuangs China's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Chuangs China Investment Opportunity
Chuangs China Investments has a volatility of 0.87 and is 1.14 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Chuangs China Investments is lower than 7 percent of all global equities and portfolios over the last 90 days. You can use Chuangs China Investments 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 Chuangs China to be traded at €0.0099 in 90 days.Good diversification
The correlation between Chuangs China Investments and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Chuangs China Investments and DJI in the same portfolio, assuming nothing else is changed.
Chuangs China Additional Risk Indicators
The analysis of Chuangs China'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 Chuangs China's investment and either accepting that risk or mitigating it. Along with some common measures of Chuangs China 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 | 0.0043 | |||
| Market Risk Adjusted Performance | 0.0556 | |||
| Mean Deviation | 0.1514 | |||
| Coefficient Of Variation | 23740.06 | |||
| Standard Deviation | 0.8564 | |||
| Variance | 0.7335 | |||
| Information Ratio | (0.12) |
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.
Chuangs China 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 Chuangs China 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. Chuangs China'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, Chuangs China'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 Chuangs China Investments.
Complementary Tools for Chuangs Stock analysis
When running Chuangs China's price analysis, check to measure Chuangs China'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 Chuangs China is operating at the current time. Most of Chuangs China's value examination focuses on studying past and present price action to predict the probability of Chuangs China's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chuangs China's price. Additionally, you may evaluate how the addition of Chuangs China to your portfolios can decrease your overall portfolio volatility.
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