Blue Square (Israel) Volatility
| BLSR Stock | ILS 26,150 650.00 2.55% |
Blue Square appears to be very steady, given 3 months investment horizon. Blue Square Real secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Blue Square Real, which you can use to evaluate the volatility of the firm. Please makes use of Blue Square's Downside Deviation of 3.09, risk adjusted performance of 0.0554, and Mean Deviation of 2.32 to double-check if our risk estimates are consistent with your expectations. Key indicators related to Blue Square's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Blue Square 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 Blue daily returns, and it is calculated using variance and standard deviation. We also use Blue's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Blue Square volatility.
Blue |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Blue Square 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 Blue Square at lower prices. For example, an investor can purchase Blue 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 Blue Square'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 against Blue Stock
| 0.69 | CDEV | Cohen Dev | PairCorr |
| 0.54 | BIMT | Bio Meat Foodtech | PairCorr |
| 0.47 | BEZQ | Bezeq Israeli Teleco | PairCorr |
| 0.41 | ANGL | Salomon A Angel | PairCorr |
Blue Square Market Sensitivity And Downside Risk
Blue Square's beta coefficient measures the volatility of Blue 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 Blue stock's returns against your selected market. In other words, Blue Square's beta of -0.0211 provides an investor with an approximation of how much risk Blue Square stock can potentially add to one of your existing portfolios. Blue Square Real shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Blue Square'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 Blue Square'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 Blue Square Real Demand TrendCheck current 90 days Blue Square correlation with market (NYSE Composite)Blue Beta |
Blue 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 | 2.56 |
It is essential to understand the difference between upside risk (as represented by Blue Square's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Blue Square's daily returns or price. Since the actual investment returns on holding a position in blue 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 Blue Square.
Blue Square Real Stock Volatility Analysis
Volatility refers to the frequency at which Blue Square stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Blue Square's price changes. Investors will then calculate the volatility of Blue Square'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 Blue Square's volatility:
Historical Volatility
This type of stock volatility measures Blue Square's fluctuations based on previous trends. It's commonly used to predict Blue Square'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 Blue Square'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 Blue Square'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. Blue Square Real 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.
Blue Square Projected Return Density Against Market
Assuming the 90 days trading horizon Blue Square Real has a beta of -0.0211 suggesting as returns on the benchmark increase, returns on holding Blue Square are expected to decrease at a much lower rate. During a bear market, however, Blue Square Real is likely to outperform the market.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 Blue Square 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 Blue Square'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 Blue 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.
Blue Square Real has an alpha of 0.2428, implying that it can generate a 0.24 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Blue Square 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.Blue Square Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Blue Square is 680.67. The daily returns are distributed with a variance of 6.55 and standard deviation of 2.56. The mean deviation of Blue Square Real is currently at 1.89. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
α | Alpha over NYSE Composite | 0.24 | |
β | Beta against NYSE Composite | -0.02 | |
σ | Overall volatility | 2.56 | |
Ir | Information ratio | 0.06 |
Blue Square Stock Return Volatility
Blue Square historical daily return volatility represents how much of Blue Square stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 2.5595% 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 Blue Square Volatility
Volatility is a rate at which the price of Blue Square 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 Blue Square may increase or decrease. In other words, similar to Blue's beta indicator, it measures the risk of Blue Square and helps estimate the fluctuations that may happen in a short period of time. So if prices of Blue Square 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.Blue Square Real Estate Ltd. develops and leases real estate properties in Israel. Blue Square Real Estate Ltd. is a subsidiary of Alon Blue Square Israel Ltd. BLUE SQUARE is traded on Tel Aviv Stock Exchange in Israel.
Blue Square'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 Blue Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Blue Square's price varies over time.
3 ways to utilize Blue Square's volatility to invest better
Higher Blue Square's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Blue Square Real 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. Blue Square Real 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 Blue Square Real investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Blue Square'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 Blue Square's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Blue Square Investment Opportunity
Blue Square Real has a volatility of 2.56 and is 4.13 times more volatile than NYSE Composite. 22 percent of all equities and portfolios are less risky than Blue Square. You can use Blue Square Real to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of Blue Square to be traded at S31380.0 in 90 days.Blue Square Additional Risk Indicators
The analysis of Blue Square'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 Blue Square's investment and either accepting that risk or mitigating it. Along with some common measures of Blue Square 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 | 0.0554 | |||
| Market Risk Adjusted Performance | (11.45) | |||
| Mean Deviation | 2.32 | |||
| Semi Deviation | 2.8 | |||
| Downside Deviation | 3.09 | |||
| Coefficient Of Variation | 1332.74 | |||
| Standard Deviation | 3.36 |
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.
Blue Square 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.
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 Blue Square 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. Blue Square'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, Blue Square'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 Blue Square Real.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Blue Square Real. 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Blue Stock analysis
When running Blue Square's price analysis, check to measure Blue Square'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 Blue Square is operating at the current time. Most of Blue Square's value examination focuses on studying past and present price action to predict the probability of Blue Square's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blue Square's price. Additionally, you may evaluate how the addition of Blue Square to your portfolios can decrease your overall portfolio volatility.
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