Jardine Matheson Holdings Stock Volatility
| JMHLY Stock | USD 43.37 0.05 0.12% |
Jardine Matheson appears to be very steady, given 3 months investment horizon. Jardine Matheson Holdings holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19% return per unit of risk over the last 3 months. We have found thirty technical indicators for Jardine Matheson Holdings, which you can use to evaluate the volatility of the firm. Please utilize Jardine Matheson's Risk Adjusted Performance of 0.1398, downside deviation of 1.51, and Market Risk Adjusted Performance of (9.32) to validate if our risk estimates are consistent with your expectations. Key indicators related to Jardine Matheson's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Jardine Matheson Pink Sheet 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 Jardine daily returns, and it is calculated using variance and standard deviation. We also use Jardine's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jardine Matheson volatility.
Jardine |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Jardine Matheson 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 Jardine Matheson at lower prices. For example, an investor can purchase Jardine 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 Jardine Matheson'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 Jardine Pink Sheet
Moving against Jardine Pink Sheet
| 0.86 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.81 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.81 | PFE | Pfizer Inc Aggressive Push | PairCorr |
| 0.8 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.79 | BKRKY | Bank Rakyat | PairCorr |
| 0.78 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.77 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.76 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
| 0.63 | PBCRY | Bank Central Asia | PairCorr |
Jardine Matheson Market Sensitivity And Downside Risk
Jardine Matheson's beta coefficient measures the volatility of Jardine pink sheet 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 Jardine pink sheet's returns against your selected market. In other words, Jardine Matheson's beta of -0.0279 provides an investor with an approximation of how much risk Jardine Matheson pink sheet can potentially add to one of your existing portfolios. Jardine Matheson Holdings has relatively low volatility with skewness of 0.22 and kurtosis of 1.1. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Jardine Matheson's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Jardine Matheson's pink sheet 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 Jardine Matheson Holdings Demand TrendCheck current 90 days Jardine Matheson correlation with market (Dow Jones Industrial)Jardine Beta |
Jardine 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 | 1.56 |
It is essential to understand the difference between upside risk (as represented by Jardine Matheson's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Jardine Matheson's daily returns or price. Since the actual investment returns on holding a position in jardine pink sheet 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 Jardine Matheson.
Jardine Matheson Holdings Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Jardine Matheson pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Jardine Matheson's price changes. Investors will then calculate the volatility of Jardine Matheson's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet 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 Jardine Matheson's volatility:
Historical Volatility
This type of pink sheet volatility measures Jardine Matheson's fluctuations based on previous trends. It's commonly used to predict Jardine Matheson's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Jardine Matheson's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Jardine Matheson'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. Jardine Matheson Holdings 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.
Jardine Matheson Projected Return Density Against Market
Assuming the 90 days horizon Jardine Matheson Holdings has a beta of -0.0279 . This indicates as returns on the benchmark increase, returns on holding Jardine Matheson are expected to decrease at a much lower rate. During a bear market, however, Jardine Matheson Holdings 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 Jardine Matheson or Industrial Conglomerates 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 Jardine Matheson's price will be affected by overall pink sheet 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 Jardine pink sheet'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.
Jardine Matheson Holdings has an alpha of 0.2638, implying that it can generate a 0.26 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Jardine Matheson Price Volatility?
Several factors can influence a pink sheet'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.Jardine Matheson Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Jardine Matheson is 517.86. The daily returns are distributed with a variance of 2.42 and standard deviation of 1.56. The mean deviation of Jardine Matheson Holdings is currently at 1.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.26 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 1.56 | |
Ir | Information ratio | 0.09 |
Jardine Matheson Pink Sheet Return Volatility
Jardine Matheson historical daily return volatility represents how much of Jardine Matheson pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.5558% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7502% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Jardine Matheson Volatility
Volatility is a rate at which the price of Jardine Matheson 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 Jardine Matheson may increase or decrease. In other words, similar to Jardine's beta indicator, it measures the risk of Jardine Matheson and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jardine Matheson 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.Jardine Matheson Holdings Limited, through its subsidiaries, engages in the motor vehicles and related operations, property investment and development, food retailing, health and beauty, home furnishings, engineering and construction, and transportation businesses. The company was founded in 1832 and is based in Hamilton, Bermuda. Jardine Matheson is traded on OTC Exchange in the United States.
Jardine Matheson'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 Jardine Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Jardine Matheson's price varies over time.
3 ways to utilize Jardine Matheson's volatility to invest better
Higher Jardine Matheson's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Jardine Matheson Holdings 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. Jardine Matheson Holdings 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 Jardine Matheson Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Jardine Matheson'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 Jardine Matheson's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Jardine Matheson Investment Opportunity
Jardine Matheson Holdings has a volatility of 1.56 and is 2.08 times more volatile than Dow Jones Industrial. 13 percent of all equities and portfolios are less risky than Jardine Matheson. You can use Jardine Matheson Holdings to enhance the returns of your portfolios. The pink sheet experiences a normal upward fluctuation. Check odds of Jardine Matheson to be traded at $45.54 in 90 days.Good diversification
The correlation between Jardine Matheson Holdings and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jardine Matheson Holdings and DJI in the same portfolio, assuming nothing else is changed.
Jardine Matheson Additional Risk Indicators
The analysis of Jardine Matheson'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 Jardine Matheson's investment and either accepting that risk or mitigating it. Along with some common measures of Jardine Matheson pink sheet'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 | 0.1398 | |||
| Market Risk Adjusted Performance | (9.32) | |||
| Mean Deviation | 1.14 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.51 | |||
| Coefficient Of Variation | 567.06 | |||
| Standard Deviation | 1.53 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Jardine Matheson 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 Jardine Matheson 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. Jardine Matheson'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, Jardine Matheson'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 Jardine Matheson Holdings.
Additional Tools for Jardine Pink Sheet Analysis
When running Jardine Matheson's price analysis, check to measure Jardine Matheson'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 Jardine Matheson is operating at the current time. Most of Jardine Matheson's value examination focuses on studying past and present price action to predict the probability of Jardine Matheson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jardine Matheson's price. Additionally, you may evaluate how the addition of Jardine Matheson to your portfolios can decrease your overall portfolio volatility.