AXA SA (Mexico) Volatility
We have found three technical indicators for AXA SA, which you can use to evaluate the volatility of the firm.
AXA |
AXA SA Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of AXA daily returns, and it is calculated using variance and standard deviation. We also use AXA's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of AXA SA volatility.
AXA SA Stock Volatility Analysis
Volatility refers to the frequency at which AXA SA stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with AXA SA's price changes. Investors will then calculate the volatility of AXA SA's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of AXA SA's volatility:
Historical Volatility
This type of stock volatility measures AXA SA's fluctuations based on previous trends. It's commonly used to predict AXA SA's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for AXA SA's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on AXA SA's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. AXA SA 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.
AXA SA Projected Return Density Against Market
Assuming the 90 days trading horizon AXA SA has a beta that is very close to zero . This suggests the returns on NYSE COMPOSITE and AXA SA do not appear to be sensitive.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to AXA SA or Financial sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that AXA SA's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a AXA stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
It does not look like AXA SA's alpha can have any bearing on the current valuation. Predicted Return Density |
| Returns |
What Drives an AXA SA Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.AXA SA Stock Return Volatility
AXA SA historical daily return volatility represents how much of AXA SA stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 0.0% volatility on return distribution over the 90 days horizon. By contrast, NYSE Composite accepts 0.6219% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About AXA SA Volatility
Volatility is a rate at which the price of AXA SA or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of AXA SA may increase or decrease. In other words, similar to AXA's beta indicator, it measures the risk of AXA SA and helps estimate the fluctuations that may happen in a short period of time. So if prices of AXA SA fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.AXA SA, through its subsidiaries, provides insurance and asset management services worldwide. The company was founded in 1852 and is headquartered in Paris, France. AXA SA is traded on Mexico Stock Exchange in Mexico.
AXA SA's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on AXA Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much AXA SA's price varies over time.
3 ways to utilize AXA SA's volatility to invest better
Higher AXA SA's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of AXA SA stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. AXA SA stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of AXA SA investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in AXA SA's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of AXA SA's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
AXA SA Investment Opportunity
NYSE Composite has a standard deviation of returns of 0.62 and is 9.223372036854776E16 times more volatile than AXA SA. 0 percent of all equities and portfolios are less risky than AXA SA. You can use AXA SA to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of AXA SA to be traded at 516.01 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
AXA SA Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against AXA SA as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. AXA SA's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, AXA SA's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to AXA SA.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AXA SA. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for AXA Stock analysis
When running AXA SA's price analysis, check to measure AXA SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AXA SA is operating at the current time. Most of AXA SA's value examination focuses on studying past and present price action to predict the probability of AXA SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AXA SA's price. Additionally, you may evaluate how the addition of AXA SA to your portfolios can decrease your overall portfolio volatility.
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