Southwest Georgia Risk Analysis And Volatility Evaluation

SGB -- USA Stock  

USD 26.04  1.34  5.43%

We consider Southwest Georgia not very risky. Southwest Georgia Fi owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0165 which indicates Southwest Georgia Fi had 0.0165% 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 1.13, Coefficient Of Variation of 387.69 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0474%.
 Time Horizon     30 Days    Login   to change

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 0.0 . This entails unless we do not have required data, the returns on DOW and Southwest Georgia are completely uncorrelated. Furthermore, Southwest Georgia Financial CorporationIt does not look like Southwest Georgia alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of Southwest Georgia is 6062.2. The daily returns are destributed with a variance of 8.26 and standard deviation of 2.87. The mean deviation of Southwest Georgia Financial Corporation is currently at 1.51. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.87
Ir
Information ratio =0.26

Actual Return Volatility

Southwest Georgia Financial Corporation has volatility of 2.8735% on return distribution over 30 days investment horizon. DOW inherits 0.5982% 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

Close to average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Southwest Georgia Investment Opportunity
Southwest Georgia Financial Corporation has a volatility of 2.87 and is 4.78 times more volatile than DOW. 26% 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 26 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Southwest Georgia Fi Total Debt History

Total Debt

Volatility Indicators

Southwest Georgia Current Risk Indicators
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