INDO ACIDATAMA (Germany) Volatility
| IA5 Stock | EUR 0 0.00 0.00% |
At this point, INDO ACIDATAMA is out of control. INDO ACIDATAMA holds Efficiency (Sharpe) Ratio of 0.0202, which attests that the entity had a 0.0202 % return per unit of return volatility over the last 3 months. We have found sixteen technical indicators for INDO ACIDATAMA, which you can use to evaluate the volatility of the firm. Please check out INDO ACIDATAMA's Coefficient Of Variation of (4,051), market risk adjusted performance of (0.06), and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.0847%.
Sharpe Ratio = 0.0202
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| Cash | Small Risk | Average Risk | IA5 | Huge Risk |
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Estimated Market Risk
| 4.2 actual daily | 37 63% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average INDO ACIDATAMA is performing at about 1% of its full potential. 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 INDO ACIDATAMA by adding it to a well-diversified portfolio.
Key indicators related to INDO ACIDATAMA's volatility include:360 Days Market Risk | Chance Of Distress | 360 Days Economic Sensitivity |
INDO ACIDATAMA 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 INDO daily returns, and it is calculated using variance and standard deviation. We also use INDO's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of INDO ACIDATAMA volatility.
INDO |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as INDO ACIDATAMA 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 INDO ACIDATAMA at lower prices to lower their average cost per share. Similarly, when the prices of INDO ACIDATAMA's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to INDO ACIDATAMA's market risk premium analysis include:
Beta 2.25 | Alpha (0.39) | Risk 4.2 | Sharpe Ratio 0.0202 | Expected Return 0.0847 |
Moving against INDO Stock
| 0.61 | APC | Apple Inc | PairCorr |
| 0.59 | APC | Apple Inc | PairCorr |
| 0.58 | APC | Apple Inc | PairCorr |
| 0.58 | APC | Apple Inc | PairCorr |
| 0.36 | ASJA | ASTRA INTERNATIONAL | PairCorr |
| 0.36 | ASJA | ASTRA INTERNATIONAL | PairCorr |
| 0.36 | ASJA | ASTRA INTERNATIONAL | PairCorr |
INDO ACIDATAMA Market Sensitivity And Downside Risk
INDO ACIDATAMA's beta coefficient measures the volatility of INDO 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 INDO stock's returns against your selected market. In other words, INDO ACIDATAMA's beta of 2.25 provides an investor with an approximation of how much risk INDO ACIDATAMA stock can potentially add to one of your existing portfolios. INDO ACIDATAMA is displaying above-average volatility over the selected time horizon. INDO ACIDATAMA is a penny stock. Even though INDO ACIDATAMA may be a good instrument to invest, many penny stocks are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in INDO ACIDATAMA or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on INDO 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 INDO ACIDATAMA Demand TrendCheck current 90 days INDO ACIDATAMA correlation with market (Dow Jones Industrial)INDO ACIDATAMA Volatility and Downside Risk
INDO 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.
INDO ACIDATAMA Stock Volatility Analysis
Volatility refers to the frequency at which INDO ACIDATAMA stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with INDO ACIDATAMA's price changes. Investors will then calculate the volatility of INDO ACIDATAMA'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 INDO ACIDATAMA's volatility:
Historical Volatility
This type of stock volatility measures INDO ACIDATAMA's fluctuations based on previous trends. It's commonly used to predict INDO ACIDATAMA'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 INDO ACIDATAMA'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 INDO ACIDATAMA'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. INDO ACIDATAMA 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.
INDO ACIDATAMA Projected Return Density Against Market
Assuming the 90 days trading horizon the stock has the beta coefficient of 2.2454 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, INDO ACIDATAMA 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 INDO ACIDATAMA or Other 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 INDO ACIDATAMA'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 INDO 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.
INDO ACIDATAMA has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives an INDO ACIDATAMA 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.INDO ACIDATAMA Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of INDO ACIDATAMA is 4959.53. The daily returns are distributed with a variance of 17.67 and standard deviation of 4.2. The mean deviation of INDO ACIDATAMA is currently at 0.84. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.69
α | Alpha over Dow Jones | -0.39 | |
β | Beta against Dow Jones | 2.25 | |
σ | Overall volatility | 4.20 | |
Ir | Information ratio | -0.04 |
INDO ACIDATAMA Stock Return Volatility
INDO ACIDATAMA historical daily return volatility represents how much of INDO ACIDATAMA stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 4.203% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.6994% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.47 | 0.0 | 0.41 | 0.35 | -0.26 | 0.33 | 774 | ||
| 0.47 | 0.0 | 0.67 | 0.62 | -0.46 | 0.07 | 3MJ | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | GOKA | ||
| 0.41 | 0.67 | 0.0 | 0.56 | -0.51 | 0.12 | UOF | ||
| 0.35 | 0.62 | 0.0 | 0.56 | -0.36 | 0.1 | COP | ||
| -0.26 | -0.46 | 0.0 | -0.51 | -0.36 | -0.29 | WI8 | ||
| 0.33 | 0.07 | 0.0 | 0.12 | 0.1 | -0.29 | MM3 | ||
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 INDO Stock performing well and INDO ACIDATAMA 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 INDO ACIDATAMA'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| 774 | 2.18 | 0.15 | 0.02 | 0.89 | 3.15 | 6.25 | 19.24 | |||
| 3MJ | 2.80 | 0.40 | 0.08 | (0.45) | 2.66 | 5.88 | 21.03 | |||
| GOKA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| UOF | 2.28 | 0.08 | (0.02) | (0.17) | 2.49 | 5.60 | 32.75 | |||
| COP | 0.97 | 0.10 | (0.01) | (0.68) | 1.04 | 1.96 | 5.32 | |||
| WI8 | 1.33 | (0.38) | 0.00 | (0.47) | 0.00 | 2.64 | 15.06 | |||
| MM3 | 1.50 | (0.05) | 0.00 | (0.12) | 0.00 | 3.42 | 17.04 |
About INDO ACIDATAMA Volatility
Volatility is a rate at which the price of INDO ACIDATAMA 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 INDO ACIDATAMA may increase or decrease. In other words, similar to INDO's beta indicator, it measures the risk of INDO ACIDATAMA and helps estimate the fluctuations that may happen in a short period of time. So if prices of INDO ACIDATAMA 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 INDO ACIDATAMA's volatility to invest better
Higher INDO ACIDATAMA's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of INDO ACIDATAMA 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. INDO ACIDATAMA 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 INDO ACIDATAMA investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in INDO ACIDATAMA'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 INDO ACIDATAMA's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
INDO ACIDATAMA Investment Opportunity
INDO ACIDATAMA has a volatility of 4.2 and is 6.0 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of INDO ACIDATAMA is lower than 37 percent of all global equities and portfolios over the last 90 days. You can use INDO ACIDATAMA 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 INDO ACIDATAMA to be traded at €0.002 in 90 days.Modest diversification
The correlation between INDO ACIDATAMA and DJI is 0.25 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding INDO ACIDATAMA and DJI in the same portfolio, assuming nothing else is changed.
INDO ACIDATAMA Additional Risk Indicators
The analysis of INDO ACIDATAMA'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 INDO ACIDATAMA's investment and either accepting that risk or mitigating it. Along with some common measures of INDO ACIDATAMA 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 1.8 | |||
| Coefficient Of Variation | (4,051) | |||
| Standard Deviation | 6.14 | |||
| Variance | 37.67 | |||
| Information Ratio | (0.04) |
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.
INDO ACIDATAMA 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 INDO ACIDATAMA 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. INDO ACIDATAMA'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, INDO ACIDATAMA'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 INDO ACIDATAMA.
Complementary Tools for INDO Stock analysis
When running INDO ACIDATAMA's price analysis, check to measure INDO ACIDATAMA'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 INDO ACIDATAMA is operating at the current time. Most of INDO ACIDATAMA's value examination focuses on studying past and present price action to predict the probability of INDO ACIDATAMA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move INDO ACIDATAMA's price. Additionally, you may evaluate how the addition of INDO ACIDATAMA to your portfolios can decrease your overall portfolio volatility.
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