Origin Agritech Risk Analysis And Volatility

SEED -- USA Stock  

Earnings Call  In Two Weeks

Macroaxis considers Origin Agritech to be very risky. Origin Agritech maintains Sharpe Ratio (i.e. Efficiency) of -0.1685 which implies the corporation had -0.1685% of return per unit of risk over the last 3 months. Macroaxis philosophy towards forecasting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Origin Agritech exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Origin Agritech Coefficient Of Variation of (645.27) and Risk Adjusted Performance of (0.09) to confirm risk estimate we provide.

90 Days Market Risk

Very risky

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Origin Agritech Market Sensitivity

As returns on market increase, returns on owning Origin Agritech are expected to decrease at a much smaller rate. During bear market, Origin Agritech is likely to outperform the market.
3 Months Beta |Analyze Origin Agritech Demand Trend
Check current 30 days Origin Agritech correlation with market (DOW)
β = -0.1783

Origin Agritech Central Daily Price Deviation

Origin Agritech Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Origin Agritech 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. View also all equity analysis or get more info about average price price transform indicator.

Origin Agritech Projected Return Density Against Market

Given the investment horizon of 30 days, Origin Agritech Limited has beta of -0.1783 . This entails as returns on benchmark increase, returns on holding Origin Agritech are expected to decrease at a much smaller rate. During bear market, however, Origin Agritech Limited is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Origin Agritech is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Origin Agritech is -593.42. The daily returns are destributed with a variance of 8.53 and standard deviation of 2.92. The mean deviation of Origin Agritech Limited is currently at 2.25. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.46
β
Beta against DOW=0.18
σ
Overall volatility
=2.92
Ir
Information ratio =0.17

Origin Agritech Return Volatility

the firm inherits 2.9212% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.6048% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Origin Agritech Investment Opportunity

Origin Agritech Limited has a volatility of 2.92 and is 4.87 times more volatile than DOW. 26  of all equities and portfolios are less risky than Origin Agritech. Compared to the overall equity markets, volatility of historical daily returns of Origin Agritech Limited is lower than 26 () of all global equities and portfolios over the last 30 days. Use Origin Agritech Limited to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Origin Agritech to be traded at $4.59 in 30 days. . As returns on market increase, returns on owning Origin Agritech are expected to decrease at a much smaller rate. During bear market, Origin Agritech is likely to outperform the market.

Origin Agritech correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Origin Agritech Limited and equity matching DJI index in the same portfolio.

Origin Agritech Current Risk Indicators

Origin Agritech Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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