Urbas Grupo (Spain) Volatility
| UBS Stock | EUR 0 0.0001 3.33% |
Urbas Grupo Financiero owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of risk over the last 3 months. Urbas Grupo Financiero exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Urbas Grupo's Coefficient Of Variation of (1,041), risk adjusted performance of (0.07), and Variance of 8.34 to confirm the risk estimate we provide. Key indicators related to Urbas Grupo's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Urbas Grupo 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 Urbas daily returns, and it is calculated using variance and standard deviation. We also use Urbas's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Urbas Grupo volatility.
Urbas |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Urbas Grupo 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 Urbas Grupo at lower prices to lower their average cost per share. Similarly, when the prices of Urbas Grupo's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Urbas Stock
Moving against Urbas Stock
| 0.66 | HOME | Neinor Homes SLU | PairCorr |
| 0.5 | AMS | Amadeus IT Group | PairCorr |
| 0.46 | OLE | Deoleo SA | PairCorr |
| 0.37 | APPS | Applus Servicios Tec | PairCorr |
Urbas Grupo Market Sensitivity And Downside Risk
Urbas Grupo's beta coefficient measures the volatility of Urbas 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 Urbas stock's returns against your selected market. In other words, Urbas Grupo's beta of 0.61 provides an investor with an approximation of how much risk Urbas Grupo stock can potentially add to one of your existing portfolios. Urbas Grupo Financiero exhibits very low volatility with skewness of 1.77 and kurtosis of 9.57. Urbas Grupo Financiero is a penny stock. Even though Urbas Grupo may be a good instrument to invest, many penny stocks are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in Urbas Grupo Financiero or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Urbas 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 Urbas Grupo Financiero Demand TrendCheck current 90 days Urbas Grupo correlation with market (Dow Jones Industrial)Urbas Beta |
Urbas 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 | 2.89 |
It is essential to understand the difference between upside risk (as represented by Urbas Grupo's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Urbas Grupo's daily returns or price. Since the actual investment returns on holding a position in urbas 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 Urbas Grupo.
Urbas Grupo Financiero Stock Volatility Analysis
Volatility refers to the frequency at which Urbas Grupo stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Urbas Grupo's price changes. Investors will then calculate the volatility of Urbas Grupo'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 Urbas Grupo's volatility:
Historical Volatility
This type of stock volatility measures Urbas Grupo's fluctuations based on previous trends. It's commonly used to predict Urbas Grupo'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 Urbas Grupo'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 Urbas Grupo'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. Urbas Grupo Financiero 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.
Urbas Grupo Projected Return Density Against Market
Assuming the 90 days trading horizon Urbas Grupo has a beta of 0.6103 . This usually implies as returns on the market go up, Urbas Grupo average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Urbas Grupo Financiero 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 Urbas Grupo or Real Estate Management & Development 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 Urbas Grupo'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 Urbas 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.
Urbas Grupo Financiero has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives an Urbas Grupo 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.Urbas Grupo Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Urbas Grupo is -893.11. The daily returns are distributed with a variance of 8.33 and standard deviation of 2.89. The mean deviation of Urbas Grupo Financiero is currently at 1.68. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.36 | |
β | Beta against Dow Jones | 0.61 | |
σ | Overall volatility | 2.89 | |
Ir | Information ratio | -0.14 |
Urbas Grupo Stock Return Volatility
Urbas Grupo historical daily return volatility represents how much of Urbas Grupo stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 2.8857% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7762% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Urbas Grupo Volatility
Volatility is a rate at which the price of Urbas Grupo 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 Urbas Grupo may increase or decrease. In other words, similar to Urbas's beta indicator, it measures the risk of Urbas Grupo and helps estimate the fluctuations that may happen in a short period of time. So if prices of Urbas Grupo 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.Urbas Grupo Financiero, S.A. engages in the real estate business in Spain, Portugal, Latin America, and the Middle East. Urbas Grupo Financiero, S.A. was incorporated in 1944 and is headquartered in Madrid, Spain. URBAS GRUPO is traded on Madrid SE C.A.T.S. in Spain.
Urbas Grupo'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 Urbas Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Urbas Grupo's price varies over time.
3 ways to utilize Urbas Grupo's volatility to invest better
Higher Urbas Grupo's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Urbas Grupo Financiero 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. Urbas Grupo Financiero 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 Urbas Grupo Financiero investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Urbas Grupo'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 Urbas Grupo's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Urbas Grupo Investment Opportunity
Urbas Grupo Financiero has a volatility of 2.89 and is 3.71 times more volatile than Dow Jones Industrial. 25 percent of all equities and portfolios are less risky than Urbas Grupo. You can use Urbas Grupo Financiero 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 Urbas Grupo to be traded at €0.0028 in 90 days.Average diversification
The correlation between Urbas Grupo Financiero 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 Urbas Grupo Financiero and DJI in the same portfolio, assuming nothing else is changed.
Urbas Grupo Additional Risk Indicators
The analysis of Urbas Grupo'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 Urbas Grupo's investment and either accepting that risk or mitigating it. Along with some common measures of Urbas Grupo 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 | (0.07) | |||
| Market Risk Adjusted Performance | (0.46) | |||
| Mean Deviation | 1.68 | |||
| Coefficient Of Variation | (1,041) | |||
| Standard Deviation | 2.89 | |||
| Variance | 8.34 | |||
| Information Ratio | (0.14) |
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.
Urbas Grupo 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 Urbas Grupo 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. Urbas Grupo'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, Urbas Grupo'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 Urbas Grupo Financiero.
Complementary Tools for Urbas Stock analysis
When running Urbas Grupo's price analysis, check to measure Urbas Grupo'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 Urbas Grupo is operating at the current time. Most of Urbas Grupo's value examination focuses on studying past and present price action to predict the probability of Urbas Grupo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Urbas Grupo's price. Additionally, you may evaluate how the addition of Urbas Grupo to your portfolios can decrease your overall portfolio volatility.
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