Radana Bhaskara (Indonesia) Volatility

Radana Bhaskara appears to be very steady, given 3 months investment horizon. Radana Bhaskara Finance maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. By analyzing Radana Bhaskara's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please evaluate Radana Bhaskara's Price Action Indicator of (25.50), day median price of 100.0, and Accumulation Distribution of 100753.0 to confirm if our risk estimates are consistent with your expectations.
  
Radana Bhaskara 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 Radana daily returns, and it is calculated using variance and standard deviation. We also use Radana's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Radana Bhaskara volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Radana Bhaskara 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 Radana Bhaskara at lower prices. For example, an investor can purchase Radana 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 Radana Bhaskara'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.

Moving together with Radana Stock

  0.72MTPS Meta Epsi TbkPairCorr

Moving against Radana Stock

  0.75LAPD Leyand International TbkPairCorr

Radana Bhaskara Market Sensitivity And Downside Risk

Radana Bhaskara's beta coefficient measures the volatility of Radana 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 Radana stock's returns against your selected market. In other words, Radana Bhaskara's beta of -2.99 provides an investor with an approximation of how much risk Radana Bhaskara stock can potentially add to one of your existing portfolios. Radana Bhaskara Finance currently demonstrates below-average downside deviation. It has Information Ratio of 0.08 and Jensen Alpha of 0.9. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Radana Bhaskara'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 Radana Bhaskara'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 Radana Bhaskara Finance Demand Trend
Check current 90 days Radana Bhaskara correlation with market (NYSE Composite)

Radana Beta

    
  -2.99  
Radana 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

    
  5.02  
It is essential to understand the difference between upside risk (as represented by Radana Bhaskara's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Radana Bhaskara's daily returns or price. Since the actual investment returns on holding a position in radana 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 Radana Bhaskara.

Radana Bhaskara Finance Stock Volatility Analysis

Volatility refers to the frequency at which Radana Bhaskara stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Radana Bhaskara's price changes. Investors will then calculate the volatility of Radana Bhaskara'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 Radana Bhaskara's volatility:

Historical Volatility

This type of stock volatility measures Radana Bhaskara's fluctuations based on previous trends. It's commonly used to predict Radana Bhaskara'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 Radana Bhaskara'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 Radana Bhaskara'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. Radana Bhaskara Finance 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.

Radana Bhaskara Projected Return Density Against Market

Assuming the 90 days trading horizon Radana Bhaskara Finance has a beta of -2.9855 . This usually indicates as returns on its benchmark rise, returns on holding Radana Bhaskara Finance are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Radana Bhaskara is expected to outperform its benchmark.
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 Radana Bhaskara or Consumer Finance 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 Radana Bhaskara'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 Radana 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.
Radana Bhaskara Finance has an alpha of 0.9, implying that it can generate a 0.9 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Radana Bhaskara's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how radana stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Radana Bhaskara 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.

Radana Bhaskara Stock Risk Measures

Assuming the 90 days trading horizon the coefficient of variation of Radana Bhaskara is 931.88. The daily returns are distributed with a variance of 25.23 and standard deviation of 5.02. The mean deviation of Radana Bhaskara Finance is currently at 2.28. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
0.90
β
Beta against NYSE Composite-2.99
σ
Overall volatility
5.02
Ir
Information ratio 0.08

Radana Bhaskara Stock Return Volatility

Radana Bhaskara historical daily return volatility represents how much of Radana Bhaskara stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 5.0229% volatility on return distribution over the 90 days horizon. By contrast, NYSE Composite accepts 0.5731% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Radana Bhaskara Volatility

Volatility is a rate at which the price of Radana Bhaskara 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 Radana Bhaskara may increase or decrease. In other words, similar to Radana's beta indicator, it measures the risk of Radana Bhaskara and helps estimate the fluctuations that may happen in a short period of time. So if prices of Radana Bhaskara 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 Radana Bhaskara's volatility to invest better

Higher Radana Bhaskara's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Radana Bhaskara Finance 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. Radana Bhaskara Finance 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 Radana Bhaskara Finance investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Radana Bhaskara'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 Radana Bhaskara's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Radana Bhaskara Investment Opportunity

Radana Bhaskara Finance has a volatility of 5.02 and is 8.81 times more volatile than NYSE Composite. 44 percent of all equities and portfolios are less risky than Radana Bhaskara. You can use Radana Bhaskara Finance 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 Radana Bhaskara to be traded at 126.72 in 90 days.

Good diversification

The correlation between Radana Bhaskara Finance and NYA is -0.13 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Radana Bhaskara Finance and NYA in the same portfolio, assuming nothing else is changed.

Radana Bhaskara Additional Risk Indicators

The analysis of Radana Bhaskara'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 Radana Bhaskara's investment and either accepting that risk or mitigating it. Along with some common measures of Radana Bhaskara 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.
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.

Radana Bhaskara 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 Radana Bhaskara 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. Radana Bhaskara'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, Radana Bhaskara'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 Radana Bhaskara Finance.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Radana Bhaskara Finance. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors.
You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for Radana Stock analysis

When running Radana Bhaskara's price analysis, check to measure Radana Bhaskara'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 Radana Bhaskara is operating at the current time. Most of Radana Bhaskara's value examination focuses on studying past and present price action to predict the probability of Radana Bhaskara's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Radana Bhaskara's price. Additionally, you may evaluate how the addition of Radana Bhaskara to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Radana Bhaskara's value and its price as these two are different measures arrived at by different means. Investors typically determine if Radana Bhaskara is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Radana Bhaskara's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.