Jyske Bank As Stock Volatility
| JYSKY Stock | USD 14.29 0.00 0.00% |
We consider Jyske Bank very steady. Jyske Bank AS holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Jyske Bank AS, which you can use to evaluate the volatility of the firm. Please check out Jyske Bank's Risk Adjusted Performance of 0.0554, market risk adjusted performance of (0.85), and Standard Deviation of 0.2014 to validate if the risk estimate we provide is consistent with the expected return of 0.0264%. Key indicators related to Jyske Bank's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Jyske Bank Pink Sheet 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 Jyske daily returns, and it is calculated using variance and standard deviation. We also use Jyske's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jyske Bank volatility.
Jyske |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Jyske Bank 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 Jyske Bank at lower prices. For example, an investor can purchase Jyske 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 Jyske Bank'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 Jyske Pink Sheet
| 0.72 | BNPQY | BNP Paribas SA Earnings Call This Week | PairCorr |
Moving against Jyske Pink Sheet
| 0.67 | INTC | Intel Earnings Call This Week | PairCorr |
Jyske Bank Market Sensitivity And Downside Risk
Jyske Bank's beta coefficient measures the volatility of Jyske pink sheet 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 Jyske pink sheet's returns against your selected market. In other words, Jyske Bank's beta of -0.0172 provides an investor with an approximation of how much risk Jyske Bank pink sheet can potentially add to one of your existing portfolios. Jyske Bank AS exhibits very low volatility with skewness of 8.12 and kurtosis of 66.0. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Jyske Bank's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Jyske Bank's pink sheet 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 Jyske Bank AS Demand TrendCheck current 90 days Jyske Bank correlation with market (NYSE Composite)Jyske Beta |
Jyske 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 | 0.21 |
It is essential to understand the difference between upside risk (as represented by Jyske Bank's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Jyske Bank's daily returns or price. Since the actual investment returns on holding a position in jyske pink sheet 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 Jyske Bank.
Jyske Bank AS Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Jyske Bank pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Jyske Bank's price changes. Investors will then calculate the volatility of Jyske Bank's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet 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 Jyske Bank's volatility:
Historical Volatility
This type of pink sheet volatility measures Jyske Bank's fluctuations based on previous trends. It's commonly used to predict Jyske Bank's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Jyske Bank's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Jyske Bank'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. Jyske Bank AS 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.
Jyske Bank Projected Return Density Against Market
Assuming the 90 days horizon Jyske Bank AS has a beta of -0.0172 . This indicates as returns on the benchmark increase, returns on holding Jyske Bank are expected to decrease at a much lower rate. During a bear market, however, Jyske Bank AS is likely to outperform the market.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 Jyske Bank or Financial Services 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 Jyske Bank's price will be affected by overall pink sheet 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 Jyske pink sheet'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.
Jyske Bank AS has an alpha of 0.0158, implying that it can generate a 0.0158 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Jyske Bank Price Volatility?
Several factors can influence a pink sheet'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.Jyske Bank Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Jyske Bank is 787.4. The daily returns are distributed with a variance of 0.04 and standard deviation of 0.21. The mean deviation of Jyske Bank AS is currently at 0.05. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 0.02 | |
β | Beta against NYSE Composite | -0.02 | |
σ | Overall volatility | 0.21 | |
Ir | Information ratio | -0.22 |
Jyske Bank Pink Sheet Return Volatility
Jyske Bank historical daily return volatility represents how much of Jyske Bank pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.2077% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6214% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Jyske Bank Volatility
Volatility is a rate at which the price of Jyske Bank 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 Jyske Bank may increase or decrease. In other words, similar to Jyske's beta indicator, it measures the risk of Jyske Bank and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jyske Bank 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.Jyske Bank AS provides a range of financial solutions to personal and corporate clients in Denmark, Gibraltar, and Germany. The company was incorporated in 1917 and is headquartered in Silkeborg, Denmark. JYSKE BANK is traded on PNK Exchange in the United States.
Jyske Bank'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 Jyske Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Jyske Bank's price varies over time.
3 ways to utilize Jyske Bank's volatility to invest better
Higher Jyske Bank's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Jyske Bank AS 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. Jyske Bank AS 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 Jyske Bank AS investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Jyske Bank'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 Jyske Bank's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Jyske Bank Investment Opportunity
NYSE Composite has a standard deviation of returns of 0.62 and is 2.95 times more volatile than Jyske Bank AS. 1 percent of all equities and portfolios are less risky than Jyske Bank. You can use Jyske Bank AS to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Jyske Bank to be traded at $14.15 in 90 days.Good diversification
The correlation between Jyske Bank AS and NYA is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jyske Bank AS and NYA in the same portfolio, assuming nothing else is changed.
Jyske Bank Additional Risk Indicators
The analysis of Jyske Bank'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 Jyske Bank's investment and either accepting that risk or mitigating it. Along with some common measures of Jyske Bank pink sheet'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 | 0.0554 | |||
| Market Risk Adjusted Performance | (0.85) | |||
| Mean Deviation | 0.0488 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 0.2014 | |||
| Variance | 0.0405 | |||
| Information Ratio | (0.22) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Jyske Bank 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 Jyske Bank 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. Jyske Bank'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, Jyske Bank'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 Jyske Bank AS.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Jyske Bank AS. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in industry. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Jyske Pink Sheet analysis
When running Jyske Bank's price analysis, check to measure Jyske Bank'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 Jyske Bank is operating at the current time. Most of Jyske Bank's value examination focuses on studying past and present price action to predict the probability of Jyske Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jyske Bank's price. Additionally, you may evaluate how the addition of Jyske Bank to your portfolios can decrease your overall portfolio volatility.
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