Southwest Georgia Risk Analysis

Southwest Georgia Financial Corporation -- USA Stock  

USD 20.99  0.43  2.09%

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 Trend
Check current 30 days Southwest Georgia correlation with market (DOW)
β = -0.8476
Southwest Georgia Almost negative betaSouthwest Georgia Fi Beta Legend

Southwest Georgia Fi Technical Analysis

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

Projected Return Density Against Market

Considering 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).
 Predicted Return Density 
      Returns 
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
α
Alpha over DOW
=0.23
βBeta against DOW=0.85
σ
Overall volatility
=1.53
 IrInformation ratio =0.01

Actual Return Volatility

Southwest Georgia Financial Corporation has volatility of 1.5272% on return distribution over 30 days investment horizon. DOW inherits 0.5047% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Southwest Georgia Volatility Factors

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Totally opposite to market

Total Debt

Southwest Georgia Fi Total Debt History

Total Debt

Largest Trends

Southwest Georgia Largest Period Trend

Investment Outlook

Southwest Georgia Investment Opportunity
Southwest Georgia Financial Corporation has a volatility of 1.53 and is 3.06 times more volatile than DOW. 14% 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 14 (%) of all global equities and portfolios over the last 30 days. Use Southwest Georgia Financial Corporation to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Southwest Georgia to be traded at $25.19 in 30 days. 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.

Southwest Georgia correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Southwest Georgia Financial Co and equity matching DJI index in the same portfolio.