Macroaxis considers Southwest Georgia to be not too volatile. Southwest Georgia Fi owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1793 which indicates Southwest Georgia Fi had -0.1793% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. Southwest Georgia Financial Corporation exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Southwest Georgia Semi Deviation of 1.03, Coefficient Of Variation of 33680.47 and Risk Adjusted Performance of
0.00029109 to confirm risk estimate we provide.
|Time 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 Fi Demand TrendCheck current 30 days Southwest Georgia correlation with market (DOW)|
β = 0.2736
Southwest Georgia Fi Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, Southwest Georgia has beta of 0.2736 . 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 0.0527 implying that it can potentially generate 0.0527% 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 -557.64. The daily returns are destributed with a variance of 1.16 and standard deviation of 1.08. The mean deviation of Southwest Georgia Financial Corporation is currently at 0.71. For similar time horizon, the selected benchmark (DOW) has volatility of 1.72