SimCorp AS Volatility
| SICRFDelisted Stock | USD 105.00 0.00 0.00% |
We have found seventeen technical indicators for SimCorp AS, which you can use to evaluate the volatility of the company. Please validate SimCorp AS's Variance of 29.8, risk adjusted performance of 0.0963, and Coefficient Of Variation of 871.92 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to SimCorp AS's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
SimCorp AS 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 SimCorp daily returns, and it is calculated using variance and standard deviation. We also use SimCorp's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of SimCorp AS volatility.
SimCorp |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as SimCorp AS 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 SimCorp AS at lower prices to lower their average cost per share. Similarly, when the prices of SimCorp AS's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
SimCorp AS Market Sensitivity And Downside Risk
SimCorp AS's beta coefficient measures the volatility of SimCorp 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 SimCorp pink sheet's returns against your selected market. In other words, SimCorp AS's beta of 1.16 provides an investor with an approximation of how much risk SimCorp AS pink sheet can potentially add to one of your existing portfolios. SimCorp AS exhibits very low volatility with skewness of 7.94 and kurtosis of 64.12. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure SimCorp AS'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 SimCorp AS'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 SimCorp AS Demand TrendCheck current 90 days SimCorp AS correlation with market (Dow Jones Industrial)SimCorp Beta |
SimCorp 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by SimCorp AS's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of SimCorp AS's daily returns or price. Since the actual investment returns on holding a position in simcorp 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 SimCorp AS.
SimCorp AS Pink Sheet Volatility Analysis
Volatility refers to the frequency at which SimCorp AS pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with SimCorp AS's price changes. Investors will then calculate the volatility of SimCorp AS'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 SimCorp AS's volatility:
Historical Volatility
This type of pink sheet volatility measures SimCorp AS's fluctuations based on previous trends. It's commonly used to predict SimCorp AS'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 SimCorp AS'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 SimCorp AS's to be redeemed at a future date.Transformation |
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SimCorp AS Projected Return Density Against Market
Assuming the 90 days horizon the pink sheet has the beta coefficient of 1.1578 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, SimCorp AS 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 SimCorp AS or Technology 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 SimCorp AS'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 SimCorp 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.
SimCorp AS has an alpha of 0.4683, implying that it can generate a 0.47 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a SimCorp AS 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.SimCorp AS Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of SimCorp AS is 0.0. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SimCorp AS is currently at 0.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.47 | |
β | Beta against Dow Jones | 1.16 | |
σ | Overall volatility | 0.00 | |
Ir | Information ratio | 0.09 |
SimCorp AS Pink Sheet Return Volatility
SimCorp AS historical daily return volatility represents how much of SimCorp AS pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.0% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7462% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About SimCorp AS Volatility
Volatility is a rate at which the price of SimCorp AS 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 SimCorp AS may increase or decrease. In other words, similar to SimCorp's beta indicator, it measures the risk of SimCorp AS and helps estimate the fluctuations that may happen in a short period of time. So if prices of SimCorp AS 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.SimCorp AS, together with its subsidiaries, provides investment management solutions for asset management, fund management, insurance, lifepension, central banks, asset servicing, treasury, sovereign wealth, and wealth management companies. SimCorp AS was founded in 1971 and is headquartered in Copenhagen, Denmark. Simcorp AS operates under SoftwareApplication classification in the United States and is traded on OTC Exchange. It employs 2105 people.
SimCorp AS'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 SimCorp Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much SimCorp AS's price varies over time.
3 ways to utilize SimCorp AS's volatility to invest better
Higher SimCorp AS's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of SimCorp AS 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. SimCorp AS 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 SimCorp AS investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in SimCorp AS'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 SimCorp AS's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
SimCorp AS Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.75 and is 9.223372036854776E16 times more volatile than SimCorp AS. Compared to the overall equity markets, volatility of historical daily returns of SimCorp AS is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use SimCorp AS to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of SimCorp AS to be traded at $103.95 in 90 days.Average diversification
The correlation between SimCorp AS and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SimCorp AS and DJI in the same portfolio, assuming nothing else is changed.
SimCorp AS Additional Risk Indicators
The analysis of SimCorp AS'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 SimCorp AS's investment and either accepting that risk or mitigating it. Along with some common measures of SimCorp AS 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 | 0.0963 | |||
| Market Risk Adjusted Performance | 0.5421 | |||
| Mean Deviation | 1.35 | |||
| Coefficient Of Variation | 871.92 | |||
| Standard Deviation | 5.46 | |||
| Variance | 29.8 | |||
| Information Ratio | 0.0895 |
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.
SimCorp AS 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 SimCorp AS 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. SimCorp AS'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, SimCorp AS'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 SimCorp AS.
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Other Consideration for investing in SimCorp Pink Sheet
If you are still planning to invest in SimCorp AS check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the SimCorp AS's history and understand the potential risks before investing.
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