Spring Valley Acquisition Stock Volatility
| SVIIU Stock | USD 11.32 0.00 0.00% |
Spring Valley Acquisition owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the firm had a -0.2 % return per unit of risk over the last 3 months. Spring Valley Acquisition exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Spring Valley's Variance of 2.53, risk adjusted performance of (0.09), and Coefficient Of Variation of (812.40) to confirm the risk estimate we provide.
Sharpe Ratio = -0.1961
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Based on monthly moving average Spring Valley is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Spring Valley by adding Spring Valley to a well-diversified portfolio.
Key indicators related to Spring Valley's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Spring Valley 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 Spring daily returns, and it is calculated using variance and standard deviation. We also use Spring's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Spring Valley volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Spring Valley's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Spring Valley's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Spring Valley 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 Spring Valley at lower prices. For example, an investor can purchase Spring 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 Spring Valley'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. Main indicators related to Spring Valley's market risk premium analysis include:
Beta 0.31 | Alpha (0.23) | Risk 2.53 | Sharpe Ratio (0.20) | Expected Return (0.50) |
Moving together with Spring Stock
| 0.83 | 55O1 | Apollo Investment Corp | PairCorr |
| 0.84 | BX | Blackstone Group | PairCorr |
| 0.69 | NP | Neptune Insurance | PairCorr |
| 0.7 | DMYY | dMY Squared Technology | PairCorr |
| 0.75 | MFG | Magellan Financial | PairCorr |
Moving against Spring Stock
| 0.84 | VCTR | Victory Capital Holdings | PairCorr |
| 0.83 | HHI | Henderson High Income | PairCorr |
| 0.83 | RA | Brookfield Real Assets | PairCorr |
| 0.82 | WT | WisdomTree | PairCorr |
| 0.79 | FT | Franklin Universal Closed | PairCorr |
| 0.79 | MNG | MG Plc | PairCorr |
| 0.79 | MNTN | Schiehallion Fund | PairCorr |
| 0.76 | ALPN | Alpine Select AG | PairCorr |
| 0.64 | PX | P10 Inc Symbol Change | PairCorr |
| 0.64 | SSSS-P | Shooting Star Acquisition | PairCorr |
Spring Valley Market Sensitivity And Downside Risk
Spring Valley's beta coefficient measures the volatility of Spring 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 Spring stock's returns against your selected market. In other words, Spring Valley's beta of 0.31 provides an investor with an approximation of how much risk Spring Valley stock can potentially add to one of your existing portfolios. Spring Valley Acquisition exhibits very low volatility with skewness of -8.12 and kurtosis of 66.0. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Spring Valley's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Spring Valley's 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 Spring Valley Acquisition Demand TrendCheck current 90 days Spring Valley correlation with market (Dow Jones Industrial)Spring Valley Volatility and Downside Risk
Spring 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.
Spring Valley Acquisition Stock Volatility Analysis
Volatility refers to the frequency at which Spring Valley stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Spring Valley's price changes. Investors will then calculate the volatility of Spring Valley'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 Spring Valley's volatility:
Historical Volatility
This type of stock volatility measures Spring Valley's fluctuations based on previous trends. It's commonly used to predict Spring Valley'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 Spring Valley'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 Spring Valley's to be redeemed at a future date.Transformation |
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Spring Valley Projected Return Density Against Market
Assuming the 90 days horizon Spring Valley has a beta of 0.3114 . This usually implies as returns on the market go up, Spring Valley average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Spring Valley Acquisition 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 Spring Valley 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 Spring Valley'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 Spring 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.
Predicted Return Density |
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What Drives a Spring Valley 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Spring Valley Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of Spring Valley is -509.9. The daily returns are distributed with a variance of 6.42 and standard deviation of 2.53. The mean deviation of Spring Valley Acquisition is currently at 0.96. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.23 | |
β | Beta against Dow Jones | 0.31 | |
σ | Overall volatility | 2.53 | |
Ir | Information ratio | -0.18 |
Spring Valley Stock Return Volatility
Spring Valley historical daily return volatility represents how much of Spring Valley stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm shows 2.5344% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7587% volatility on return distribution over the 90 days horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between Spring Stock performing well and Spring Valley Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Spring Valley's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| OXLC | 1.89 | (0.56) | 0.00 | (0.75) | 0.00 | 2.84 | 20.94 | |||
| XFLT | 0.95 | (0.40) | 0.00 | (1.09) | 0.00 | 1.61 | 8.33 | |||
| CRF | 0.69 | (0.02) | (0.05) | 0.03 | 1.15 | 1.46 | 5.20 | |||
| CLM | 0.70 | (0.01) | (0.04) | 0.05 | 1.25 | 1.78 | 7.07 | |||
| CGBD | 1.09 | (0.16) | 0.00 | (0.11) | 0.00 | 2.23 | 7.29 | |||
| HTGC | 1.23 | (0.34) | 0.00 | (0.30) | 0.00 | 2.12 | 8.72 | |||
| TCPC | 1.72 | (0.45) | 0.00 | (0.70) | 0.00 | 2.62 | 16.50 | |||
| ARCC | 0.97 | (0.14) | 0.00 | (0.07) | 0.00 | 2.25 | 6.91 |
About Spring Valley Volatility
Volatility is a rate at which the price of Spring Valley 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 Spring Valley may increase or decrease. In other words, similar to Spring's beta indicator, it measures the risk of Spring Valley and helps estimate the fluctuations that may happen in a short period of time. So if prices of Spring Valley 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.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 787.1 K | 699.7 K | |
| Market Cap | 270.7 M | 315.1 M |
Spring Valley'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 Spring Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Spring Valley's price varies over time.
3 ways to utilize Spring Valley's volatility to invest better
Higher Spring Valley's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Spring Valley Acquisition 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. Spring Valley Acquisition 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 Spring Valley Acquisition investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Spring Valley'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 Spring Valley's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Spring Valley Investment Opportunity
Spring Valley Acquisition has a volatility of 2.53 and is 3.33 times more volatile than Dow Jones Industrial. 22 percent of all equities and portfolios are less risky than Spring Valley. You can use Spring Valley Acquisition to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Spring Valley to be traded at $11.21 in 90 days.Excellent diversification
The correlation between Spring Valley Acquisition and DJI is -0.58 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Spring Valley Acquisition and DJI in the same portfolio, assuming nothing else is changed.
Spring Valley Additional Risk Indicators
The analysis of Spring Valley'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 Spring Valley's investment and either accepting that risk or mitigating it. Along with some common measures of Spring Valley 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 | (0.09) | |||
| Market Risk Adjusted Performance | (0.65) | |||
| Mean Deviation | 0.3857 | |||
| Coefficient Of Variation | (812.40) | |||
| Standard Deviation | 1.59 | |||
| Variance | 2.53 | |||
| Information Ratio | (0.18) |
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.
Spring Valley 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 Spring Valley 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. Spring Valley'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, Spring Valley'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 Spring Valley Acquisition.
Additional Tools for Spring Stock Analysis
When running Spring Valley's price analysis, check to measure Spring Valley'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 Spring Valley is operating at the current time. Most of Spring Valley's value examination focuses on studying past and present price action to predict the probability of Spring Valley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Spring Valley's price. Additionally, you may evaluate how the addition of Spring Valley to your portfolios can decrease your overall portfolio volatility.