BAKRIE SUMATERA (Germany) Volatility
| OSW Stock | EUR 0.01 0.0005 4.00% |
BAKRIE SUMATERA appears to be out of control, given 3 months investment horizon. BAKRIE SUMATERA PL secures Sharpe Ratio (or Efficiency) of 0.0707, which signifies that the company had a 0.0707% return per unit of return volatility over the last 3 months. By evaluating BAKRIE SUMATERA's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please makes use of BAKRIE SUMATERA's Coefficient Of Variation of 1414.17, downside deviation of 13.23, and Mean Deviation of 4.21 to double-check if our risk estimates are consistent with your expectations. Key indicators related to BAKRIE SUMATERA's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
BAKRIE SUMATERA 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 BAKRIE daily returns, and it is calculated using variance and standard deviation. We also use BAKRIE's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BAKRIE SUMATERA volatility.
BAKRIE |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as BAKRIE SUMATERA 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 BAKRIE SUMATERA at lower prices to lower their average cost per share. Similarly, when the prices of BAKRIE SUMATERA's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against BAKRIE Stock
| 0.61 | TKDA | Takeda Pharmaceutical | PairCorr |
| 0.6 | LLD2 | Lloyds Banking Group | PairCorr |
| 0.38 | OIXA | Orix Corp Ads | PairCorr |
| 0.33 | OIX | ORIX | PairCorr |
| 0.31 | SUMB | SUMITOMO P SP | PairCorr |
BAKRIE SUMATERA Market Sensitivity And Downside Risk
BAKRIE SUMATERA's beta coefficient measures the volatility of BAKRIE 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 BAKRIE stock's returns against your selected market. In other words, BAKRIE SUMATERA's beta of 0.18 provides an investor with an approximation of how much risk BAKRIE SUMATERA stock can potentially add to one of your existing portfolios. BAKRIE SUMATERA PL is showing large volatility of returns over the selected time horizon. BAKRIE SUMATERA PL is a penny stock. Although BAKRIE SUMATERA 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 BAKRIE SUMATERA PL. 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 BAKRIE 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 BAKRIE SUMATERA PL Demand TrendCheck current 90 days BAKRIE SUMATERA correlation with market (Dow Jones Industrial)BAKRIE Beta |
BAKRIE 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 | 10.78 |
It is essential to understand the difference between upside risk (as represented by BAKRIE SUMATERA's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of BAKRIE SUMATERA's daily returns or price. Since the actual investment returns on holding a position in bakrie 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 BAKRIE SUMATERA.
BAKRIE SUMATERA PL Stock Volatility Analysis
Volatility refers to the frequency at which BAKRIE SUMATERA stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with BAKRIE SUMATERA's price changes. Investors will then calculate the volatility of BAKRIE SUMATERA'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 BAKRIE SUMATERA's volatility:
Historical Volatility
This type of stock volatility measures BAKRIE SUMATERA's fluctuations based on previous trends. It's commonly used to predict BAKRIE SUMATERA'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 BAKRIE SUMATERA'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 BAKRIE SUMATERA'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. BAKRIE SUMATERA PL 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.
BAKRIE SUMATERA Projected Return Density Against Market
Assuming the 90 days trading horizon BAKRIE SUMATERA has a beta of 0.1794 . This indicates as returns on the market go up, BAKRIE SUMATERA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding BAKRIE SUMATERA PL will be expected to be much smaller as well.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 BAKRIE SUMATERA 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 BAKRIE SUMATERA'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 BAKRIE 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.
BAKRIE SUMATERA PL has an alpha of 0.7293, implying that it can generate a 0.73 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a BAKRIE SUMATERA 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.BAKRIE SUMATERA Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of BAKRIE SUMATERA is 1414.17. The daily returns are distributed with a variance of 116.17 and standard deviation of 10.78. The mean deviation of BAKRIE SUMATERA PL is currently at 4.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.73 | |
β | Beta against Dow Jones | 0.18 | |
σ | Overall volatility | 10.78 | |
Ir | Information ratio | 0.06 |
BAKRIE SUMATERA Stock Return Volatility
BAKRIE SUMATERA historical daily return volatility represents how much of BAKRIE SUMATERA stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 10.778% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About BAKRIE SUMATERA Volatility
Volatility is a rate at which the price of BAKRIE SUMATERA 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 BAKRIE SUMATERA may increase or decrease. In other words, similar to BAKRIE's beta indicator, it measures the risk of BAKRIE SUMATERA and helps estimate the fluctuations that may happen in a short period of time. So if prices of BAKRIE SUMATERA 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 BAKRIE SUMATERA's volatility to invest better
Higher BAKRIE SUMATERA's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of BAKRIE SUMATERA PL 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. BAKRIE SUMATERA PL 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 BAKRIE SUMATERA PL investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in BAKRIE SUMATERA'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 BAKRIE SUMATERA's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
BAKRIE SUMATERA Investment Opportunity
BAKRIE SUMATERA PL has a volatility of 10.78 and is 14.57 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of BAKRIE SUMATERA PL is higher than 95 percent of all global equities and portfolios over the last 90 days. You can use BAKRIE SUMATERA PL to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of BAKRIE SUMATERA to be traded at €0.0115 in 90 days.Significant diversification
The correlation between BAKRIE SUMATERA PL and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding BAKRIE SUMATERA PL and DJI in the same portfolio, assuming nothing else is changed.
BAKRIE SUMATERA Additional Risk Indicators
The analysis of BAKRIE SUMATERA'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 BAKRIE SUMATERA's investment and either accepting that risk or mitigating it. Along with some common measures of BAKRIE SUMATERA 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 | 0.0633 | |||
| Market Risk Adjusted Performance | 4.2 | |||
| Mean Deviation | 4.21 | |||
| Semi Deviation | 5.57 | |||
| Downside Deviation | 13.23 | |||
| Coefficient Of Variation | 1414.17 | |||
| Standard Deviation | 10.78 |
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.
BAKRIE SUMATERA 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.
| Visa vs. BAKRIE SUMATERA | ||
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| Citigroup vs. BAKRIE SUMATERA | ||
| Microsoft vs. BAKRIE SUMATERA | ||
| Ford vs. BAKRIE SUMATERA | ||
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 BAKRIE SUMATERA 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. BAKRIE SUMATERA'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, BAKRIE SUMATERA'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 BAKRIE SUMATERA PL.
Complementary Tools for BAKRIE Stock analysis
When running BAKRIE SUMATERA's price analysis, check to measure BAKRIE SUMATERA'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 BAKRIE SUMATERA is operating at the current time. Most of BAKRIE SUMATERA's value examination focuses on studying past and present price action to predict the probability of BAKRIE SUMATERA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BAKRIE SUMATERA's price. Additionally, you may evaluate how the addition of BAKRIE SUMATERA to your portfolios can decrease your overall portfolio volatility.
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