Pierre Et (France) Volatility
| VAC Stock | EUR 1.30 0.01 0.76% |
Pierre et Vacances maintains Sharpe Ratio (i.e., Efficiency) of -0.0593, which implies the firm had a -0.0593% return per unit of risk over the last 3 months. Pierre et Vacances exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pierre Et's Variance of 2.31, coefficient of variation of (1,508), and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. Key indicators related to Pierre Et's volatility include:
480 Days Market Risk | Chance Of Distress | 480 Days Economic Sensitivity |
Pierre Et 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 Pierre daily returns, and it is calculated using variance and standard deviation. We also use Pierre's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Pierre Et volatility.
Pierre |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Pierre Et 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 Pierre Et at lower prices to lower their average cost per share. Similarly, when the prices of Pierre Et's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Pierre Et Market Sensitivity And Downside Risk
Pierre Et's beta coefficient measures the volatility of Pierre 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 Pierre stock's returns against your selected market. In other words, Pierre Et's beta of 0.63 provides an investor with an approximation of how much risk Pierre Et stock can potentially add to one of your existing portfolios. Pierre et Vacances exhibits very low volatility with skewness of -0.38 and kurtosis of 0.62. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Pierre Et'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 Pierre Et'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 Pierre et Vacances Demand TrendCheck current 90 days Pierre Et correlation with market (Dow Jones Industrial)Pierre Beta |
Pierre 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 | 1.52 |
It is essential to understand the difference between upside risk (as represented by Pierre Et's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Pierre Et's daily returns or price. Since the actual investment returns on holding a position in pierre 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 Pierre Et.
Pierre et Vacances Stock Volatility Analysis
Volatility refers to the frequency at which Pierre Et stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Pierre Et's price changes. Investors will then calculate the volatility of Pierre Et'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 Pierre Et's volatility:
Historical Volatility
This type of stock volatility measures Pierre Et's fluctuations based on previous trends. It's commonly used to predict Pierre Et'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 Pierre Et'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 Pierre Et'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. Pierre et Vacances 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.
Pierre Et Projected Return Density Against Market
Assuming the 90 days trading horizon Pierre Et has a beta of 0.6328 . This entails as returns on the market go up, Pierre Et average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Pierre et Vacances 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 Pierre Et or Consumer Cyclical 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 Pierre Et'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 Pierre 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.
Pierre et Vacances 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 a Pierre Et 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.Pierre Et Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Pierre Et is -1687.66. The daily returns are distributed with a variance of 2.3 and standard deviation of 1.52. The mean deviation of Pierre et Vacances is currently at 1.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.19 | |
β | Beta against Dow Jones | 0.63 | |
σ | Overall volatility | 1.52 | |
Ir | Information ratio | -0.15 |
Pierre Et Stock Return Volatility
Pierre Et historical daily return volatility represents how much of Pierre Et stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company assumes 1.5182% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7626% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Pierre Et Volatility
Volatility is a rate at which the price of Pierre Et 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 Pierre Et may increase or decrease. In other words, similar to Pierre's beta indicator, it measures the risk of Pierre Et and helps estimate the fluctuations that may happen in a short period of time. So if prices of Pierre Et 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.Pierre Vacances SA, through its subsidiaries, engages in holiday accommodation and holiday property investment activities. Pierre Vacances SA is a subsidiary of Socit dInvestissement Touristique et Immobilier. PIERRE VACANCES operates under Lodging classification in France and is traded on Paris Stock Exchange. It employs 12700 people.
Pierre Et'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 Pierre Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Pierre Et's price varies over time.
3 ways to utilize Pierre Et's volatility to invest better
Higher Pierre Et's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Pierre et Vacances 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. Pierre et Vacances 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 Pierre et Vacances investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Pierre Et'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 Pierre Et's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Pierre Et Investment Opportunity
Pierre et Vacances has a volatility of 1.52 and is 2.0 times more volatile than Dow Jones Industrial. 13 percent of all equities and portfolios are less risky than Pierre Et. You can use Pierre et Vacances to protect your portfolios against small market fluctuations. The stock experiences a moderate downward daily trend and can be a good diversifier. Check odds of Pierre Et to be traded at €1.274 in 90 days.Weak diversification
The correlation between Pierre et Vacances and DJI is 0.32 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pierre et Vacances and DJI in the same portfolio, assuming nothing else is changed.
Pierre Et Additional Risk Indicators
The analysis of Pierre Et'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 Pierre Et's investment and either accepting that risk or mitigating it. Along with some common measures of Pierre Et 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 | (0.05) | |||
| Market Risk Adjusted Performance | (0.17) | |||
| Mean Deviation | 1.17 | |||
| Coefficient Of Variation | (1,508) | |||
| Standard Deviation | 1.52 | |||
| Variance | 2.31 | |||
| Information Ratio | (0.15) |
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.
Pierre Et 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 Pierre Et 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. Pierre Et'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, Pierre Et'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 Pierre et Vacances.
Complementary Tools for Pierre Stock analysis
When running Pierre Et's price analysis, check to measure Pierre Et'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 Pierre Et is operating at the current time. Most of Pierre Et's value examination focuses on studying past and present price action to predict the probability of Pierre Et's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pierre Et's price. Additionally, you may evaluate how the addition of Pierre Et to your portfolios can decrease your overall portfolio volatility.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. |