SY PUBLIC (Germany) Volatility
| SH3 Stock | EUR 0.0005 0.00 0.00% |
SY PUBLIC is out of control given 3 months investment horizon. SY PUBLIC UTIL retains Efficiency (Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of price deviation over the last 3 months. We were able to analyze nineteen different technical indicators, which can help you to evaluate if expected returns of 16.61% are justified by taking the suggested risk. Use SY PUBLIC UTIL Risk Adjusted Performance of 0.0954, mean deviation of 36.99, and Standard Deviation of 114.3 to evaluate company specific risk that cannot be diversified away. Key indicators related to SY PUBLIC's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
SY PUBLIC 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 SH3 daily returns, and it is calculated using variance and standard deviation. We also use SH3's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of SY PUBLIC volatility.
SH3 |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as SY PUBLIC 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 SY PUBLIC at lower prices. For example, an investor can purchase SH3 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 SY PUBLIC'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.
SY PUBLIC Market Sensitivity And Downside Risk
SY PUBLIC's beta coefficient measures the volatility of SH3 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 SH3 stock's returns against your selected market. In other words, SY PUBLIC's beta of -13.2 provides an investor with an approximation of how much risk SY PUBLIC stock can potentially add to one of your existing portfolios. SY PUBLIC UTIL is displaying above-average volatility over the selected time horizon. SY PUBLIC UTIL appears to be a penny stock. Although SY PUBLIC UTIL may be, in fact, a solid short-term or long term investment, many penny stocks are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in SY PUBLIC UTIL or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on SH3 instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze SY PUBLIC UTIL Demand TrendCheck current 90 days SY PUBLIC correlation with market (NYSE Composite)SH3 Beta |
SH3 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 | 116.98 |
It is essential to understand the difference between upside risk (as represented by SY PUBLIC's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of SY PUBLIC's daily returns or price. Since the actual investment returns on holding a position in sh3 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 SY PUBLIC.
SY PUBLIC UTIL Stock Volatility Analysis
Volatility refers to the frequency at which SY PUBLIC stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with SY PUBLIC's price changes. Investors will then calculate the volatility of SY PUBLIC'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 SY PUBLIC's volatility:
Historical Volatility
This type of stock volatility measures SY PUBLIC's fluctuations based on previous trends. It's commonly used to predict SY PUBLIC'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 SY PUBLIC'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 SY PUBLIC'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. SY PUBLIC UTIL 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.
SY PUBLIC Projected Return Density Against Market
Assuming the 90 days trading horizon SY PUBLIC UTIL has a beta of -13.1986 . This usually implies as returns on its benchmark rise, returns on holding SY PUBLIC UTIL are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, SY PUBLIC is expected to outperform its benchmark.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 SY PUBLIC or Other 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 SY PUBLIC'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 SH3 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.
SY PUBLIC UTIL has an alpha of 16.8944, implying that it can generate a 16.89 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a SY PUBLIC 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.SY PUBLIC Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of SY PUBLIC is 704.09. The daily returns are distributed with a variance of 13683.42 and standard deviation of 116.98. The mean deviation of SY PUBLIC UTIL is currently at 38.63. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 16.89 | |
β | Beta against NYSE Composite | -13.2 | |
σ | Overall volatility | 116.98 | |
Ir | Information ratio | 0.14 |
SY PUBLIC Stock Return Volatility
SY PUBLIC historical daily return volatility represents how much of SY PUBLIC stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 116.9762% volatility of returns over the 90 days investment horizon. By contrast, NYSE Composite accepts 0.637% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About SY PUBLIC Volatility
Volatility is a rate at which the price of SY PUBLIC 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 SY PUBLIC may increase or decrease. In other words, similar to SH3's beta indicator, it measures the risk of SY PUBLIC and helps estimate the fluctuations that may happen in a short period of time. So if prices of SY PUBLIC 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.3 ways to utilize SY PUBLIC's volatility to invest better
Higher SY PUBLIC's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of SY PUBLIC UTIL 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. SY PUBLIC UTIL 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 SY PUBLIC UTIL investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in SY PUBLIC'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 SY PUBLIC's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
SY PUBLIC Investment Opportunity
SY PUBLIC UTIL has a volatility of 116.98 and is 182.78 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of SY PUBLIC UTIL is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use SY PUBLIC UTIL 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 SY PUBLIC to be traded at €5.0E-4 in 90 days.Good diversification
The correlation between SY PUBLIC UTIL and NYA is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SY PUBLIC UTIL and NYA in the same portfolio, assuming nothing else is changed.
SY PUBLIC Additional Risk Indicators
The analysis of SY PUBLIC'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 SY PUBLIC's investment and either accepting that risk or mitigating it. Along with some common measures of SY PUBLIC 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 | 0.0954 | |||
| Market Risk Adjusted Performance | (1.19) | |||
| Mean Deviation | 36.99 | |||
| Coefficient Of Variation | 720.73 | |||
| Standard Deviation | 114.3 | |||
| Variance | 13064.04 | |||
| Information Ratio | 0.138 |
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.
SY PUBLIC 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 SY PUBLIC 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. SY PUBLIC'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, SY PUBLIC'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 SY PUBLIC UTIL.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SY PUBLIC UTIL. 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. Note that the SY PUBLIC UTIL information on this page should be used as a complementary analysis to other SY PUBLIC's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for SH3 Stock analysis
When running SY PUBLIC's price analysis, check to measure SY PUBLIC'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 SY PUBLIC is operating at the current time. Most of SY PUBLIC's value examination focuses on studying past and present price action to predict the probability of SY PUBLIC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SY PUBLIC's price. Additionally, you may evaluate how the addition of SY PUBLIC to your portfolios can decrease your overall portfolio volatility.
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