CONTINENTAL Volatility

CS
CONTI-SM -- India Stock  

INR 11.35  0.50  4.61%

CONTINENTAL SEEDS secures Sharpe Ratio (or Efficiency) of -0.3516, which signifies that the company had -0.3516% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. CONTINENTAL SEEDS exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CONTINENTAL SEEDS risk adjusted performance of (0.91), and mean deviation of 7.25 to double-check the risk estimate we provide.

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

CONTINENTAL SEEDS Market Sensitivity And Downside Risk

CONTINENTAL SEEDS beta coefficient measures the volatility of CONTINENTAL stock compared to the systematic risk of the entire stock 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 CONTINENTAL stock's returns against your selected market. In other words, CONTINENTAL SEEDS's beta of 0.12 provides an investor with an approximation of how much risk CONTINENTAL SEEDS stock can potentially add to one of your existing portfolios. Let's try to break down what CONTINENTAL's beta means in this case. As returns on the market increase, CONTINENTAL SEEDS returns are expected to increase less than the market. However, during the bear market, the loss on holding CONTINENTAL SEEDS will be expected to be smaller as well.
3 Months Beta |Analyze CONTINENTAL SEEDS Demand Trend
Check current 30 days CONTINENTAL SEEDS correlation with market (DOW)
β

Current CONTINENTAL SEEDS Beta Coefficient

 = 

CONTINENTAL SEEDS Central Daily Price Deviations

It is essential to understand the difference between upside risk (as represented by CONTINENTAL SEEDS's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of CONTINENTAL SEEDS stock's daily returns or price. Since the actual investment returns on holding a position in CONTINENTAL SEEDS 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 CONTINENTAL SEEDS.

CONTINENTAL SEEDS Volatility Analysis

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CONTINENTAL SEEDS Projected Return Density Against Market

Assuming the 30-days trading horizon, CONTINENTAL SEEDS has a beta of 0.1227 suggesting as returns on the market go up, CONTINENTAL SEEDS average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding CONTINENTAL SEEDS will be expected to be much smaller as well. Additionally, 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 CONTINENTAL SEEDS or CONTINENTAL SEEDS 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 CONTINENTAL SEEDS stock'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 CONTINENTAL 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. The company has a negative alpha, implying that the risk taken by holding this equity is not justified. CONTINENTAL SEEDS is significantly underperforming DOW.
 Predicted Return Density 
      Returns 

CONTINENTAL SEEDS Risk Measures

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 CONTINENTAL SEEDS or CONTINENTAL SEEDS 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 CONTINENTAL SEEDS stock'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 CONTINENTAL 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. Assuming the 30-days trading horizon, the coefficient of variation of CONTINENTAL SEEDS is -284.44. The daily returns are destributed with a variance of 123.85 and standard deviation of 11.13. The mean deviation of CONTINENTAL SEEDS is currently at 8.07. For similar time horizon, the selected benchmark (DOW) has volatility of 1.8
α
Alpha over DOW
=-5.35
β
Beta against DOW=0.12
σ
Overall volatility
=11.13
Ir
Information ratio =-0.52

CONTINENTAL SEEDS Return Volatility

CONTINENTAL SEEDS historical daily return volatility represents how much CONTINENTAL SEEDS stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The enterprise accepts 11.129% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.7861% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About CONTINENTAL SEEDS Volatility

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

CONTINENTAL SEEDS Investment Opportunity

CONTINENTAL SEEDS has a volatility of 11.13 and is 6.22 times more volatile than DOW. 96  of all equities and portfolios are less risky than CONTINENTAL SEEDS. Compared to the overall equity markets, volatility of historical daily returns of CONTINENTAL SEEDS is higher than 96 () of all global equities and portfolios over the last 30 days. Use CONTINENTAL SEEDS to enhance returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of CONTINENTAL SEEDS to be traded at 14.19 in 30 days. . Let's try to break down what CONTINENTAL's beta means in this case. As returns on the market increase, CONTINENTAL SEEDS returns are expected to increase less than the market. However, during the bear market, the loss on holding CONTINENTAL SEEDS will be expected to be smaller as well.

CONTINENTAL SEEDS correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding CONTINENTAL SEEDS and equity matching DJI index in the same portfolio.

CONTINENTAL SEEDS Additional Risk Indicators

The analysis of various secondary risk indicators of CONTINENTAL SEEDS is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in CONTINENTAL SEEDS investment, and either accepting that risk or mitigating it. Along with some common measures of CONTINENTAL SEEDS 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 Performance(0.91)
Market Risk Adjusted Performance(43.42)
Mean Deviation7.25
Coefficient Of Variation(196.62)
Standard Deviation10.46
Variance109.37
Information Ratio(0.52)

CONTINENTAL SEEDS 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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