Southwest Georgia Risk Analysis

Southwest Georgia Financial Corporation -- USA Stock  

USD 20.62  0.38  1.80%

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 Trend
Check current 30 days Southwest Georgia correlation with market (DOW)
β = 0.2736
Southwest Georgia Small 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 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).
 Predicted Return Density 
      Returns 
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
α
Alpha over DOW
=0.0527
β
Beta against DOW=0.27
σ
Overall volatility
=1.08
Ir
Information ratio =0.19

Actual Return Volatility

Southwest Georgia Financial Corporation has volatility of 1.0774% on return distribution over 30 days investment horizon. DOW inherits 1.7606% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Southwest Georgia Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Slowly supersedes market

Total Debt

Southwest Georgia Fi Total Debt History

Total Debt

Largest Trends

Southwest Georgia Largest Period Trend

Investment Outlook

Southwest Georgia Investment Opportunity
DOW has a standard deviation of returns of 1.76 and is 1.63 times more volatile than Southwest Georgia Financial Corporation. 9% 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 9 (%) of all global equities and portfolios over the last 30 days. Use Southwest Georgia Financial Corporation to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Southwest Georgia to be traded at $20.0 in 30 days. 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.

Southwest Georgia correlation with market

Very weak 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.

Volatility Indicators

Southwest Georgia Current Risk Indicators