We consider Southwest Georgia not very risky. Southwest Georgia Fi owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0547 which indicates Southwest Georgia Fi had 0.0547% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Southwest Georgia Financial Corporation which you can use to evaluate future volatility of the company. Please validate Southwest Georgia Semi Deviation of 1.25, Coefficient Of Variation of 1181.53 and Risk Adjusted Performance of 0.05 to confirm if risk estimate we provide are consistent with the epected return of 0.0835%.
|Investment Horizon||30 Days Login to change|
Southwest Georgia Market Sensitivity
|As returns on market increase, returns on owning Southwest Georgia are expected to decrease at a much smaller rate. During bear market, Southwest Georgia is likely to outperform the market.One Month Beta |Analyze Southwest Georgia Fi Demand TrendCheck current 30 days Southwest Georgia correlation with market (DOW)|
β = -0.8476
Southwest Georgia Fi Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, Southwest Georgia Financial Corporation has beta of -0.8476 . This entails as returns on benchmark increase, returns on holding Southwest Georgia are expected to decrease at a much smaller rate. During bear market, however, Southwest Georgia Financial Corporation is likely to outperform the market. Moreover, Southwest Georgia Financial Corporation has an alpha of 0.2332 implying that it can potentially generate 0.2332% excess return over DOW after adjusting for the inherited market risk (beta).
Considering 30-days investment horizon, the coefficient of variation of Southwest Georgia is 1828.98. The daily returns are destributed with a variance of 2.33 and standard deviation of 1.53. The mean deviation of Southwest Georgia Financial Corporation is currently at 1.09. For similar time horizon, the selected benchmark (DOW) has volatility of 0.51