Brack Capit (Israel) Volatility
| BCNV Stock | ILS 22,000 0.00 0.00% |
We consider Brack Capit very steady. Brack Capit N secures Sharpe Ratio (or Efficiency) of 0.0614, which signifies that the company had a 0.0614% return per unit of standard deviation over the last 3 months. We have found eighteen technical indicators for Brack Capit N, which you can use to evaluate the volatility of the firm. Please confirm Brack Capit's mean deviation of 1.76, and Risk Adjusted Performance of (0) to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Key indicators related to Brack Capit's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Brack Capit 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 Brack daily returns, and it is calculated using variance and standard deviation. We also use Brack's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Brack Capit volatility.
Brack |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Brack Capit can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Brack Capit at lower prices. For example, an investor can purchase Brack stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Brack Capit's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Brack Stock
Moving against Brack Stock
Brack Capit Market Sensitivity And Downside Risk
Brack Capit's beta coefficient measures the volatility of Brack stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Brack stock's returns against your selected market. In other words, Brack Capit's beta of 0.34 provides an investor with an approximation of how much risk Brack Capit stock can potentially add to one of your existing portfolios. Brack Capit N exhibits very low volatility with skewness of -0.41 and kurtosis of 8.39. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Brack Capit's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Brack Capit's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Brack Capit N Demand TrendCheck current 90 days Brack Capit correlation with market (NYSE Composite)Brack Beta |
Brack standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 2.64 |
It is essential to understand the difference between upside risk (as represented by Brack Capit's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Brack Capit's daily returns or price. Since the actual investment returns on holding a position in brack stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Brack Capit.
Brack Capit N Stock Volatility Analysis
Volatility refers to the frequency at which Brack Capit stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Brack Capit's price changes. Investors will then calculate the volatility of Brack Capit'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 Brack Capit's volatility:
Historical Volatility
This type of stock volatility measures Brack Capit's fluctuations based on previous trends. It's commonly used to predict Brack Capit'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 Brack Capit'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 Brack Capit'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. Brack Capit N 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.
Brack Capit Projected Return Density Against Market
Assuming the 90 days trading horizon Brack Capit has a beta of 0.3396 suggesting as returns on the market go up, Brack Capit average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Brack Capit N will be expected to be much smaller as well.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 Brack Capit or Real Estate Management & Development 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 Brack Capit'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 Brack 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.
Brack Capit N has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Predicted Return Density |
| Returns |
What Drives a Brack Capit 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.Brack Capit Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Brack Capit is 1628.57. The daily returns are distributed with a variance of 6.99 and standard deviation of 2.64. The mean deviation of Brack Capit N is currently at 1.13. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | -0.1 | |
β | Beta against NYSE Composite | 0.34 | |
σ | Overall volatility | 2.64 | |
Ir | Information ratio | -0.04 |
Brack Capit Stock Return Volatility
Brack Capit historical daily return volatility represents how much of Brack Capit stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 2.6439% volatility on return distribution over the 90 days horizon. By contrast, NYSE Composite accepts 0.6294% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Brack Capit Volatility
Volatility is a rate at which the price of Brack Capit 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 Brack Capit may increase or decrease. In other words, similar to Brack's beta indicator, it measures the risk of Brack Capit and helps estimate the fluctuations that may happen in a short period of time. So if prices of Brack Capit 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.Brack Capital Properties NV, a real estate company, owns and develops residential and commercial properties in Germany. The company was founded in 2004 and is based in Amsterdam, the Netherlands. BRACK CAPITAL is traded on Tel Aviv Stock Exchange in Israel.
Brack Capit'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 Brack Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Brack Capit's price varies over time.
3 ways to utilize Brack Capit's volatility to invest better
Higher Brack Capit's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Brack Capit N 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. Brack Capit N 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 Brack Capit N investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Brack Capit'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 Brack Capit's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Brack Capit Investment Opportunity
Brack Capit N has a volatility of 2.64 and is 4.19 times more volatile than NYSE Composite. 23 percent of all equities and portfolios are less risky than Brack Capit. You can use Brack Capit N 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 Brack Capit to be traded at S21780.0 in 90 days.Significant diversification
The correlation between Brack Capit N and NYA is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brack Capit N and NYA in the same portfolio, assuming nothing else is changed.
Brack Capit Additional Risk Indicators
The analysis of Brack Capit's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Brack Capit's investment and either accepting that risk or mitigating it. Along with some common measures of Brack Capit stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | (0.20) | |||
| Mean Deviation | 1.76 | |||
| Coefficient Of Variation | (5,926) | |||
| Standard Deviation | 3.72 | |||
| Variance | 13.87 | |||
| Information Ratio | (0.04) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Brack Capit 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 Brack Capit 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. Brack Capit'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, Brack Capit'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 Brack Capit N.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Brack Capit N. 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Brack Stock analysis
When running Brack Capit's price analysis, check to measure Brack Capit'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 Brack Capit is operating at the current time. Most of Brack Capit's value examination focuses on studying past and present price action to predict the probability of Brack Capit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brack Capit's price. Additionally, you may evaluate how the addition of Brack Capit to your portfolios can decrease your overall portfolio volatility.
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