All Ords (Australia) Volatility

AO
AORD -- Australia Index  

 6,178  35.90  0.58%

All Ords secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the index had 0.15% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for All Ords, which you can use to evaluate future volatility of the entity.

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All Ords Index 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 All Ords daily returns, and it is calculated using variance and standard deviation. We also use All Ords's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of All Ords volatility.

All Ords Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. All Ords 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.

All Ords Projected Return Density Against Market

 Predicted Return Density 
      Returns 

About All Ords Volatility

Volatility is a rate at which the price of All Ords 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 All Ords may increase or decrease. In other words, similar to All Ords's beta indicator, it measures the risk of All Ords and helps estimate the fluctuations that may happen in a short period of time. So if prices of All Ords 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.

All Ords Investment Opportunity

DOW has a standard deviation of returns of 1.85 and is 1.1 times more volatile than All Ords. 14  of all equities and portfolios are less risky than All Ords. Compared to the overall equity markets, volatility of historical daily returns of All Ords is lower than 14 () of all global equities and portfolios over the last 30 days. Use All Ords to enhance returns of your portfolios. The index experiences a moderate upward volatility. Check odds of All Ords to be traded at 6796.02 in 30 days. . Let's try to break down what All Ords's beta means in this case. The returns on DOW and All Ords are completely uncorrelated.

All Ords Additional Risk Indicators

The analysis of various secondary risk indicators of All Ords is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in All Ords investment, and either accepting that risk or mitigating it. Along with some common measures of All Ords stock 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 your existing portfolio. Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing the like to determine which investment holds the most risk.
Risk Adjusted Performance0.2753
Mean Deviation1.36
Semi Deviation1.46
Downside Deviation1.74
Coefficient Of Variation664.81
Standard Deviation1.8
Variance3.23

All Ords 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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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page