Southwest Georgia Risk Analysis And Volatility Evaluation

SGB -- USA Stock  

USD 23.00  0.0037  0.0161%

We consider Southwest Georgia not too volatile. Southwest Georgia owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1219 which indicates Southwest Georgia had 0.1219% 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 stock 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 1.1, Coefficient Of Variation of 820.15 and Risk Adjusted Performance of 0.0552 to confirm if risk estimate we provide are consistent with the epected return of 0.1643%.
Horizon     30 Days    Login   to change

Southwest Georgia Market Sensitivity

As returns on market increase, Southwest Georgia returns are expected to increase less than the market. However during bear market, the loss on holding Southwest Georgia will be expected to be smaller as well.
One Month Beta |Analyze Southwest Georgia Demand Trend
Check current 30 days Southwest Georgia correlation with market (DOW)
β = 0.0014
Southwest Georgia Small BetaSouthwest Georgia Beta Legend

Southwest Georgia Technical Analysis

The output start index for this execution was zero with a total number of output elements of seventeen. Southwest Georgia 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.

Southwest Georgia Projected Return Density Against Market

Considering 30-days investment horizon, Southwest Georgia has beta of 0.0014 . This entails as returns on market go up, Southwest Georgia average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Southwest Georgia Financial Corporation will be expected to be much smaller as well. Moreover, Southwest Georgia Financial Corporation has an alpha of 0.1542 implying that it can potentially generate 0.1542% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Considering 30-days investment horizon, the coefficient of variation of Southwest Georgia is 820.13. The daily returns are destributed with a variance of 1.82 and standard deviation of 1.35. The mean deviation of Southwest Georgia Financial Corporation is currently at 0.97. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
Alpha over DOW
Beta against DOW=0.0014
Overall volatility
Information ratio =0.046

Southwest Georgia Return Volatility

Southwest Georgia Financial Corporation has volatility of 1.3475% on return distribution over 30 days investment horizon. DOW inherits 0.3914% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Southwest Georgia Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Southwest Georgia Investment Opportunity

Southwest Georgia Financial Corporation has a volatility of 1.35 and is 3.46 times more volatile than DOW. 12% of all equities and portfolios are less risky than Southwest Georgia. Compared to the overall equity markets, volatility of historical daily returns of Southwest Georgia Financial Corporation is lower than 12 (%) of all global equities and portfolios over the last 30 days.

Southwest Georgia Volatility Indicators

Southwest Georgia Financial Corporation Current Risk Indicators

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