TF545 (Brazil) Volatility
| TF545 Stock | 10.00 5.00 100.00% |
TF545 is out of control given 3 months investment horizon. TF545 retains Efficiency (Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 13.42% are justified by taking the suggested risk. Use TF545 Risk Adjusted Performance of 0.1475, market risk adjusted performance of 1.13, and Downside Deviation of 49.94 to evaluate company specific risk that cannot be diversified away.
TF545 |
TF545 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 TF545 daily returns, and it is calculated using variance and standard deviation. We also use TF545's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of TF545 volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as TF545 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 TF545 at lower prices. For example, an investor can purchase TF545 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 TF545'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 TF545's market risk premium analysis include:
Moving together with TF545 Stock
| 0.61 | AAPL34 | Apple Inc Earnings Call This Week | PairCorr |
Moving against TF545 Stock
TF545 Market Sensitivity And Downside Risk
TF545's beta coefficient measures the volatility of TF545 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 TF545 stock's returns against your selected market. In other words, TF545's beta of 10.87 provides an investor with an approximation of how much risk TF545 stock can potentially add to one of your existing portfolios. TF545 is showing large volatility of returns over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure TF545'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 TF545'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 TF545 Demand TrendCheck current 90 days TF545 correlation with market (Dow Jones Industrial)TF545 Volatility and Downside Risk
TF545 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.
TF545 Stock Volatility Analysis
Volatility refers to the frequency at which TF545 stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with TF545's price changes. Investors will then calculate the volatility of TF545'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 TF545's volatility:
Historical Volatility
This type of stock volatility measures TF545's fluctuations based on previous trends. It's commonly used to predict TF545'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 TF545'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 TF545'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. TF545 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.
TF545 Projected Return Density Against Market
Assuming the 90 days trading horizon the stock has the beta coefficient of 10.8665 . 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, TF545 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 TF545 or TF545 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 TF545'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 TF545 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.
TF545 has an alpha of 11.4443, implying that it can generate a 11.44 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a TF545 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.TF545 Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of TF545 is 506.92. The daily returns are distributed with a variance of 4625.68 and standard deviation of 68.01. The mean deviation of TF545 is currently at 42.01. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 11.44 | |
β | Beta against Dow Jones | 10.87 | |
σ | Overall volatility | 68.01 | |
Ir | Information ratio | 0.19 |
TF545 Stock Return Volatility
TF545 historical daily return volatility represents how much of TF545 stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 68.0124% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7383% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between TF545 Stock performing well and TF545 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 TF545'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| G2DI33 | 1.72 | (0.01) | 0.00 | (0.50) | 0.00 | 4.29 | 11.55 | |||
| A1IV34 | 1.10 | 0.02 | (0.02) | 0.17 | 1.22 | 1.79 | 10.09 | |||
| NORD3 | 1.83 | (0.09) | 0.00 | 0.24 | 0.00 | 8.93 | 32.99 | |||
| MTSA4 | 1.89 | 0.28 | 0.07 | (0.46) | 2.29 | 4.44 | 14.40 | |||
| P2AX34 | 0.97 | 0.40 | 0.12 | (0.66) | 0.58 | 3.30 | 12.49 | |||
| RSUL4 | 1.26 | 0.00 | (0.02) | 0.06 | 2.19 | 2.85 | 12.20 | |||
| M1CB34 | 0.11 | (0.04) | 0.00 | (0.85) | 0.00 | 0.00 | 3.53 | |||
| B1TI34 | 1.10 | 0.17 | 0.08 | 0.72 | 1.33 | 2.15 | 6.72 |
TF545 Investment Opportunity
TF545 has a volatility of 68.01 and is 91.91 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of TF545 is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use TF545 to enhance the returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of TF545 to be traded at 12.5 in 90 days.TF545 Additional Risk Indicators
The analysis of TF545'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 TF545's investment and either accepting that risk or mitigating it. Along with some common measures of TF545 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 | 0.1475 | |||
| Market Risk Adjusted Performance | 1.13 | |||
| Mean Deviation | 38.74 | |||
| Semi Deviation | 25.22 | |||
| Downside Deviation | 49.94 | |||
| Coefficient Of Variation | 532.21 | |||
| Standard Deviation | 64.91 |
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.
TF545 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.
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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 TF545 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. TF545'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, TF545'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 TF545.
Additional Tools for TF545 Stock Analysis
When running TF545's price analysis, check to measure TF545'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 TF545 is operating at the current time. Most of TF545's value examination focuses on studying past and present price action to predict the probability of TF545's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TF545's price. Additionally, you may evaluate how the addition of TF545 to your portfolios can decrease your overall portfolio volatility.