Yd Bio Stock Volatility
| YDES Stock | 11.82 0.52 4.21% |
YD Bio retains Efficiency (Sharpe Ratio) of -0.0679, which attests that the company had a -0.0679 % return per unit of price deviation over the last 3 months. YD Bio exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out YD Bio's market risk adjusted performance of (1.02), and Information Ratio of (0.07) to validate the risk estimate we provide.
Sharpe Ratio = -0.0679
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| Negative Returns | YDES |
Based on monthly moving average YD Bio 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 YD Bio by adding YD Bio to a well-diversified portfolio.
Key indicators related to YD Bio's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
YD Bio 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 YDES daily returns, and it is calculated using variance and standard deviation. We also use YDES's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of YD Bio volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as YD Bio 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 YD Bio at lower prices. For example, an investor can purchase YDES 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 YD Bio'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 YD Bio's market risk premium analysis include:
Beta 0.42 | Alpha (0.47) | Risk 7.33 | Sharpe Ratio (0.07) | Expected Return (0.50) |
Moving together with YDES Stock
Moving against YDES Stock
| 0.54 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.51 | BKRKY | Bank Rakyat | PairCorr |
| 0.48 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.47 | REGN | Regeneron Pharmaceuticals | PairCorr |
| 0.4 | ARGX | argenx NV ADR | PairCorr |
| 0.37 | PBCRY | Bank Central Asia | PairCorr |
| 0.32 | TLKMF | Telkom Indonesia Tbk | PairCorr |
YD Bio Market Sensitivity And Downside Risk
YD Bio's beta coefficient measures the volatility of YDES 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 YDES stock's returns against your selected market. In other words, YD Bio's beta of 0.42 provides an investor with an approximation of how much risk YD Bio stock can potentially add to one of your existing portfolios. YD Bio is displaying above-average volatility 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 YD Bio'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 YD Bio'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 YD Bio Demand TrendCheck current 90 days YD Bio correlation with market (Dow Jones Industrial)YD Bio Volatility and Downside Risk
YDES 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.
YD Bio Stock Volatility Analysis
Volatility refers to the frequency at which YD Bio stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with YD Bio's price changes. Investors will then calculate the volatility of YD Bio'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 YD Bio's volatility:
Historical Volatility
This type of stock volatility measures YD Bio's fluctuations based on previous trends. It's commonly used to predict YD Bio'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 YD Bio'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 YD Bio'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. YD Bio 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.
YD Bio Projected Return Density Against Market
Given the investment horizon of 90 days YD Bio has a beta of 0.4172 . This entails as returns on the market go up, YD Bio average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding YD Bio 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 YD Bio or Healthcare 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 YD Bio'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 YDES 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.
YD Bio 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 YD Bio 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.YD Bio Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of YD Bio is -1472.99. The daily returns are distributed with a variance of 53.7 and standard deviation of 7.33. The mean deviation of YD Bio is currently at 5.18. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | -0.47 | |
β | Beta against Dow Jones | 0.42 | |
σ | Overall volatility | 7.33 | |
Ir | Information ratio | -0.07 |
YD Bio Stock Return Volatility
YD Bio historical daily return volatility represents how much of YD Bio stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 7.328% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7072% 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 YDES Stock performing well and YD Bio 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 YD Bio'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VIR | 3.10 | (0.15) | (0.01) | 0.02 | 3.75 | 7.75 | 16.61 | |||
| MRVI | 3.09 | 0.28 | 0.08 | 0.30 | 3.14 | 8.38 | 20.24 | |||
| TBPH | 2.03 | 0.55 | 0.21 | 0.90 | 1.88 | 3.74 | 28.70 | |||
| GERN | 2.60 | 0.22 | 0.06 | 0.49 | 2.55 | 6.72 | 15.67 | |||
| LENZ | 3.93 | (1.22) | 0.00 | 8.60 | 0.00 | 6.94 | 40.02 | |||
| DAWN | 4.19 | 1.12 | 0.21 | (0.46) | 3.53 | 11.23 | 39.62 | |||
| GLUE | 4.86 | 1.35 | 0.34 | 0.74 | 3.38 | 11.18 | 49.48 | |||
| PRME | 4.79 | (0.33) | 0.00 | 1.02 | 0.00 | 12.57 | 23.00 | |||
| BTX | 1.05 | (0.02) | (0.02) | 0.06 | 1.25 | 2.10 | 6.05 | |||
| TYRA | 3.01 | 1.23 | 0.40 | 124.47 | 1.98 | 9.91 | 34.11 |
About YD Bio Volatility
Volatility is a rate at which the price of YD Bio 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 YD Bio may increase or decrease. In other words, similar to YDES's beta indicator, it measures the risk of YD Bio and helps estimate the fluctuations that may happen in a short period of time. So if prices of YD Bio 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.3 ways to utilize YD Bio's volatility to invest better
Higher YD Bio's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of YD Bio 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. YD Bio 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 YD Bio investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in YD Bio'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 YD Bio's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
YD Bio Investment Opportunity
YD Bio has a volatility of 7.33 and is 10.32 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of YD Bio is higher than 65 percent of all global equities and portfolios over the last 90 days. You can use YD Bio to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of YD Bio to be traded at 11.23 in 90 days.Significant diversification
The correlation between YD Bio and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding YD Bio and DJI in the same portfolio, assuming nothing else is changed.
YD Bio Additional Risk Indicators
The analysis of YD Bio'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 YD Bio's investment and either accepting that risk or mitigating it. Along with some common measures of YD Bio 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 | (0.03) | |||
| Market Risk Adjusted Performance | (1.02) | |||
| Mean Deviation | 5.02 | |||
| Coefficient Of Variation | (1,715) | |||
| Standard Deviation | 7.2 | |||
| Variance | 51.89 | |||
| Information Ratio | (0.07) |
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.
YD Bio 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 YD Bio 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. YD Bio'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, YD Bio'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 YD Bio.
Additional Tools for YDES Stock Analysis
When running YD Bio's price analysis, check to measure YD Bio'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 YD Bio is operating at the current time. Most of YD Bio's value examination focuses on studying past and present price action to predict the probability of YD Bio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move YD Bio's price. Additionally, you may evaluate how the addition of YD Bio to your portfolios can decrease your overall portfolio volatility.