Sbi Holdings Stock Volatility
| SBHGF Stock | USD 23.45 0.13 0.55% |
At this point, SBI Holdings is somewhat reliable. SBI Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.021, which indicates the company had a 0.021% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SBI Holdings, which you can use to evaluate the volatility of the entity. Please validate SBI Holdings' Risk Adjusted Performance of 0.0432, market risk adjusted performance of (0.32), and Downside Deviation of 8.25 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Key indicators related to SBI Holdings' volatility include:
180 Days Market Risk | Chance Of Distress | 180 Days Economic Sensitivity |
SBI Holdings 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 SBI daily returns, and it is calculated using variance and standard deviation. We also use SBI's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of SBI Holdings volatility.
SBI |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as SBI Holdings 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 SBI Holdings at lower prices to lower their average cost per share. Similarly, when the prices of SBI Holdings' stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against SBI Pink Sheet
| 0.63 | ARES | Ares Management LP Normal Trading | PairCorr |
| 0.61 | BK | Bank of New York Fiscal Year End 10th of January 2025 | PairCorr |
| 0.56 | BLK | BlackRock Fiscal Year End 10th of January 2025 | PairCorr |
| 0.53 | APO | Apollo Global Management | PairCorr |
| 0.53 | CMWCF | Cromwell Property | PairCorr |
| 0.52 | CICHF | China Construction Bank | PairCorr |
| 0.5 | BX | Blackstone Group Normal Trading | PairCorr |
| 0.5 | AMP | Ameriprise Financial Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.49 | MRVL | Marvell Technology Earnings Call This Week | PairCorr |
SBI Holdings Market Sensitivity And Downside Risk
SBI Holdings' beta coefficient measures the volatility of SBI 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 SBI pink sheet's returns against your selected market. In other words, SBI Holdings's beta of -0.79 provides an investor with an approximation of how much risk SBI Holdings pink sheet can potentially add to one of your existing portfolios. SBI Holdings exhibits above-average semi-deviation for your current time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure SBI Holdings' 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 SBI Holdings' 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 SBI Holdings Demand TrendCheck current 90 days SBI Holdings correlation with market (Dow Jones Industrial)SBI Beta |
SBI 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 | 5.83 |
It is essential to understand the difference between upside risk (as represented by SBI Holdings's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of SBI Holdings' daily returns or price. Since the actual investment returns on holding a position in sbi 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 SBI Holdings.
SBI Holdings Pink Sheet Volatility Analysis
Volatility refers to the frequency at which SBI Holdings pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with SBI Holdings' price changes. Investors will then calculate the volatility of SBI Holdings' 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 SBI Holdings' volatility:
Historical Volatility
This type of pink sheet volatility measures SBI Holdings' fluctuations based on previous trends. It's commonly used to predict SBI Holdings' 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 SBI Holdings' 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 SBI Holdings' 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. SBI 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.
SBI Holdings Projected Return Density Against Market
Assuming the 90 days horizon SBI Holdings has a beta of -0.7872 . This usually implies as returns on the benchmark increase, returns on holding SBI Holdings are expected to decrease at a much lower rate. During a bear market, however, SBI 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 SBI Holdings or Financial Services 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 SBI Holdings' 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 SBI 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.
SBI Holdings has an alpha of 0.3274, implying that it can generate a 0.33 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a SBI Holdings 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.SBI Holdings Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of SBI Holdings is 4771.49. The daily returns are distributed with a variance of 34.04 and standard deviation of 5.83. The mean deviation of SBI Holdings is currently at 3.8. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.75
α | Alpha over Dow Jones | 0.33 | |
β | Beta against Dow Jones | -0.79 | |
σ | Overall volatility | 5.83 | |
Ir | Information ratio | 0.03 |
SBI Holdings Pink Sheet Return Volatility
SBI Holdings historical daily return volatility represents how much of SBI Holdings pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 5.8345% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7668% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About SBI Holdings Volatility
Volatility is a rate at which the price of SBI Holdings 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 SBI Holdings may increase or decrease. In other words, similar to SBI's beta indicator, it measures the risk of SBI Holdings and helps estimate the fluctuations that may happen in a short period of time. So if prices of SBI Holdings 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.SBI Holdings, Inc. engages in the online financial service businesses and investment activities in Japan and internationally. SBI Holdings, Inc. was incorporated in 1999 and is headquartered in Tokyo, Japan. SBI HOLDINGS operates under Asset Management classification in the United States and is traded on OTC Exchange. It employs 17496 people.
SBI Holdings' 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 SBI Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much SBI Holdings' price varies over time.
3 ways to utilize SBI Holdings' volatility to invest better
Higher SBI Holdings' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of SBI 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. SBI 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 SBI Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in SBI Holdings' 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 SBI Holdings' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
SBI Holdings Investment Opportunity
SBI Holdings has a volatility of 5.83 and is 7.57 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of SBI Holdings is higher than 51 percent of all global equities and portfolios over the last 90 days. You can use SBI Holdings to protect your portfolios against small market fluctuations. The pink sheet experiences a moderate downward daily trend which may be unreasonably hyped up. Check odds of SBI Holdings to be traded at $22.98 in 90 days.Good diversification
The correlation between SBI Holdings and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SBI Holdings and DJI in the same portfolio, assuming nothing else is changed.
SBI Holdings Additional Risk Indicators
The analysis of SBI Holdings' 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 SBI Holdings' investment and either accepting that risk or mitigating it. Along with some common measures of SBI Holdings 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 | 0.0432 | |||
| Market Risk Adjusted Performance | (0.32) | |||
| Mean Deviation | 3.96 | |||
| Semi Deviation | 5.44 | |||
| Downside Deviation | 8.25 | |||
| Coefficient Of Variation | 2181.93 | |||
| Standard Deviation | 5.89 |
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.
SBI Holdings 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 SBI Holdings 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. SBI Holdings' 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, SBI Holdings' 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 SBI Holdings.
Complementary Tools for SBI Pink Sheet analysis
When running SBI Holdings' price analysis, check to measure SBI Holdings' 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 SBI Holdings is operating at the current time. Most of SBI Holdings' value examination focuses on studying past and present price action to predict the probability of SBI Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SBI Holdings' price. Additionally, you may evaluate how the addition of SBI Holdings to your portfolios can decrease your overall portfolio volatility.
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