Structured Products Corp Stock Volatility
| KTH Stock | USD 29.03 0.09 0.31% |
Structured Products is very steady at the moment. Structured Products Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0684, which indicates the firm had a 0.0684% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Structured Products Corp, which you can use to evaluate the volatility of the company. Please validate Structured Products' Semi Deviation of 1.15, risk adjusted performance of 0.0528, and Coefficient Of Variation of 1586.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.0977%. Key indicators related to Structured Products' volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Structured Products 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 Structured daily returns, and it is calculated using variance and standard deviation. We also use Structured's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Structured Products volatility.
Structured |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Structured Products at lower prices. For example, an investor can purchase Structured 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.
Moving together with Structured Stock
Moving against Structured Stock
| 0.44 | KSPI | Joint Stock | PairCorr |
| 0.43 | OSCR | Oscar Health | PairCorr |
| 0.36 | FAAS | DigiAsia Corp Symbol Change | PairCorr |
Structured Products Market Sensitivity And Downside Risk
Structured Products' beta coefficient measures the volatility of Structured 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 Structured stock's returns against your selected market. In other words, Structured Products's beta of -0.13 provides an investor with an approximation of how much risk Structured Products stock can potentially add to one of your existing portfolios. Structured Products Corp has relatively low volatility with skewness of 0.37 and kurtosis of 1.94. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Structured Products' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Structured Products' 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 Structured Products Corp Demand TrendCheck current 90 days Structured Products correlation with market (Dow Jones Industrial)Structured Beta |
Structured 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 | 1.43 |
It is essential to understand the difference between upside risk (as represented by Structured Products's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Structured Products' daily returns or price. Since the actual investment returns on holding a position in structured 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 Structured Products.
Structured Products Corp Stock Volatility Analysis
Volatility refers to the frequency at which Structured Products stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Structured Products' price changes. Investors will then calculate the volatility of Structured Products' 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 Structured Products' volatility:
Historical Volatility
This type of stock volatility measures Structured Products' fluctuations based on previous trends. It's commonly used to predict Structured Products' 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 Structured Products' 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 Structured Products' 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. Structured Products Corp 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.
Structured Products Projected Return Density Against Market
Considering the 90-day investment horizon Structured Products Corp has a beta of -0.1332 . This indicates as returns on the benchmark increase, returns on holding Structured Products are expected to decrease at a much lower rate. During a bear market, however, Structured Products Corp 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 Structured Products 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 Structured Products' 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 Structured 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.
Structured Products Corp has an alpha of 0.0941, implying that it can generate a 0.0941 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Structured Products 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.Structured Products Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Structured Products is 1461.22. The daily returns are distributed with a variance of 2.04 and standard deviation of 1.43. The mean deviation of Structured Products Corp is currently at 0.95. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | -0.13 | |
σ | Overall volatility | 1.43 | |
Ir | Information ratio | -0.03 |
Structured Products Stock Return Volatility
Structured Products historical daily return volatility represents how much of Structured Products stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 1.4277% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7796% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Structured Products Volatility
Volatility is a rate at which the price of Structured Products 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 Structured Products may increase or decrease. In other words, similar to Structured's beta indicator, it measures the risk of Structured Products and helps estimate the fluctuations that may happen in a short period of time. So if prices of Structured Products 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 Structured Products' volatility to invest better
Higher Structured Products' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Structured Products Corp 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. Structured Products Corp 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 Structured Products Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Structured Products' 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 Structured Products' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Structured Products Investment Opportunity
Structured Products Corp has a volatility of 1.43 and is 1.83 times more volatile than Dow Jones Industrial. 12 percent of all equities and portfolios are less risky than Structured Products. You can use Structured Products Corp to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of Structured Products to be traded at $30.48 in 90 days.Good diversification
The correlation between Structured Products Corp and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Structured Products Corp and DJI in the same portfolio, assuming nothing else is changed.
Structured Products Additional Risk Indicators
The analysis of Structured Products' 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 Structured Products' investment and either accepting that risk or mitigating it. Along with some common measures of Structured Products 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 | 0.0528 | |||
| Market Risk Adjusted Performance | (0.58) | |||
| Mean Deviation | 0.9186 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.4 | |||
| Coefficient Of Variation | 1586.57 | |||
| Standard Deviation | 1.4 |
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.
Structured Products 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 Structured Products 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. Structured Products' 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, Structured Products' 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 Structured Products Corp.
Complementary Tools for Structured Stock analysis
When running Structured Products' price analysis, check to measure Structured Products' 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 Structured Products is operating at the current time. Most of Structured Products' value examination focuses on studying past and present price action to predict the probability of Structured Products' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Structured Products' price. Additionally, you may evaluate how the addition of Structured Products to your portfolios can decrease your overall portfolio volatility.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |