Accenture Plc Stock Volatility
| ACN Stock | USD 362.95 0.96 0.26% |
As of now, Accenture Stock is very steady. Accenture plc secures Sharpe Ratio (or Efficiency) of 0.0146, which signifies that the company had a 0.0146 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Accenture plc, which you can use to evaluate the volatility of the firm. Please confirm Accenture Plc's risk adjusted performance of 0.0344, and Mean Deviation of 1.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.0242%. Key indicators related to Accenture Plc's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Accenture Plc 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 Accenture daily returns, and it is calculated using variance and standard deviation. We also use Accenture's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Accenture Plc volatility.
Accenture |
ESG Sustainability
While most ESG disclosures are voluntary, Accenture Plc's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Accenture Plc's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Accenture Plc 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 Accenture Plc at lower prices. For example, an investor can purchase Accenture 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 Accenture Plc'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 Accenture Stock
| 0.82 | G | Genpact Limited Sell-off Trend | PairCorr |
| 0.82 | BR | Broadridge Financial | PairCorr |
| 0.72 | FI | Fiserv, | PairCorr |
| 0.66 | KD | Kyndryl Holdings Sell-off Trend | PairCorr |
| 0.71 | VNET | VNET Group DRC Tech Boost | PairCorr |
Moving against Accenture Stock
| 0.74 | PSN | Parsons Corp | PairCorr |
| 0.4 | FIS | Fidelity National Sell-off Trend | PairCorr |
| 0.39 | VEEA | Veea Inc Symbol Change | PairCorr |
| 0.38 | GLE | Global Engine Group | PairCorr |
Accenture Plc Market Sensitivity And Downside Risk
Accenture Plc's beta coefficient measures the volatility of Accenture 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 Accenture stock's returns against your selected market. In other words, Accenture Plc's beta of 0.88 provides an investor with an approximation of how much risk Accenture Plc stock can potentially add to one of your existing portfolios. Accenture plc has relatively low volatility with skewness of 0.61 and kurtosis of 6.72. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Accenture Plc'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 Accenture Plc'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 Accenture plc Demand TrendCheck current 90 days Accenture Plc correlation with market (Dow Jones Industrial)Accenture Beta |
Accenture 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 | 1.65 |
It is essential to understand the difference between upside risk (as represented by Accenture Plc's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Accenture Plc's daily returns or price. Since the actual investment returns on holding a position in accenture 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 Accenture Plc.
Using Accenture Put Option to Manage Risk
Put options written on Accenture Plc grant holders of the option the right to sell a specified amount of Accenture Plc at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Accenture Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Accenture Plc's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Accenture Plc will be realized, the loss incurred will be offset by the profits made with the option trade.
Accenture Plc's PUT expiring on 2025-05-16
Profit |
| Accenture Plc Price At Expiration |
Current Accenture Plc Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | ACN250516P00440000 | -0.896544 | 0.003446 | 1 | 2025-05-16 | 74.6 - 77.5 | 0.0 | View |
Put | ACN250516P00425000 | -0.908011 | 0.003909 | 1 | 2025-05-16 | 60.2 - 63.8 | 0.0 | View |
Put | ACN250516P00420000 | -0.859257 | 0.0049 | 1 | 2025-05-16 | 56.9 - 59.3 | 0.0 | View |
Put | ACN250516P00415000 | -0.858583 | 0.005305 | 4 | 2025-05-16 | 51.0 - 54.9 | 0.0 | View |
Put | ACN250516P00410000 | -0.817431 | 0.005997 | 24 | 2025-05-16 | 48.2 - 49.9 | 0.0 | View |
Put | ACN250516P00405000 | -0.792343 | 0.006531 | 7 | 2025-05-16 | 44.0 - 45.5 | 0.0 | View |
Put | ACN250516P00400000 | -0.80606 | 0.007482 | 10 | 2025-05-16 | 38.1 - 41.2 | 0.0 | View |
Put | ACN250516P00395000 | -0.723916 | 0.007659 | 17 | 2025-05-16 | 36.2 - 37.2 | 0.0 | View |
Put | ACN250516P00390000 | -0.683887 | 0.008084 | 35 | 2025-05-16 | 32.6 - 33.5 | 0.0 | View |
Put | ACN250516P00385000 | -0.643241 | 0.008412 | 51 | 2025-05-16 | 29.1 - 30.1 | 0.0 | View |
Put | ACN250516P00380000 | -0.595882 | 0.00838 | 86 | 2025-05-16 | 25.9 - 28.0 | 0.0 | View |
Accenture plc Stock Volatility Analysis
Volatility refers to the frequency at which Accenture Plc stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Accenture Plc's price changes. Investors will then calculate the volatility of Accenture Plc'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 Accenture Plc's volatility:
Historical Volatility
This type of stock volatility measures Accenture Plc's fluctuations based on previous trends. It's commonly used to predict Accenture Plc'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 Accenture Plc'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 Accenture Plc'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. Accenture plc 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.
Accenture Plc Projected Return Density Against Market
Considering the 90-day investment horizon Accenture Plc has a beta of 0.8801 . This suggests Accenture plc market returns are highly reactive to returns on the market. As the market goes up or down, Accenture Plc is expected to follow.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 Accenture Plc or IT Services 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 Accenture Plc'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 Accenture 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.
Accenture plc has an alpha of 0.0566, implying that it can generate a 0.0566 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Accenture Plc 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.Accenture Plc Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Accenture Plc is 6827.35. The daily returns are distributed with a variance of 2.73 and standard deviation of 1.65. The mean deviation of Accenture plc is currently at 1.09. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | 0.88 | |
σ | Overall volatility | 1.65 | |
Ir | Information ratio | 0.04 |
Accenture Plc Stock Return Volatility
Accenture Plc historical daily return volatility represents how much of Accenture Plc stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 1.6531% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7329% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Accenture Plc Volatility
Volatility is a rate at which the price of Accenture Plc 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 Accenture Plc may increase or decrease. In other words, similar to Accenture's beta indicator, it measures the risk of Accenture Plc and helps estimate the fluctuations that may happen in a short period of time. So if prices of Accenture Plc 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.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 7.9 B | 4.4 B | |
| Market Cap | 193.2 B | 202.9 B |
Accenture Plc'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 Accenture Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Accenture Plc's price varies over time.
3 ways to utilize Accenture Plc's volatility to invest better
Higher Accenture Plc's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Accenture plc 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. Accenture plc 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 Accenture plc investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Accenture Plc'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 Accenture Plc's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Accenture Plc Investment Opportunity
Accenture plc has a volatility of 1.65 and is 2.26 times more volatile than Dow Jones Industrial. 14 percent of all equities and portfolios are less risky than Accenture Plc. You can use Accenture plc to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend and little activity. Check odds of Accenture Plc to be traded at $359.32 in 90 days.Very weak diversification
The correlation between Accenture plc and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Accenture plc and DJI in the same portfolio, assuming nothing else is changed.
Accenture Plc Additional Risk Indicators
The analysis of Accenture Plc'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 Accenture Plc's investment and either accepting that risk or mitigating it. Along with some common measures of Accenture Plc 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 | 0.0344 | |||
| Market Risk Adjusted Performance | 0.0694 | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 1.45 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 2531.47 | |||
| Standard Deviation | 1.58 |
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.
Accenture Plc 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 Accenture Plc 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. Accenture Plc'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, Accenture Plc'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 Accenture plc.
When determining whether Accenture plc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Accenture Plc's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Accenture Plc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Accenture Plc Stock: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Accenture plc. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. To learn how to invest in Accenture Stock, please use our How to Invest in Accenture Plc guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Is IT Consulting & Other Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Accenture Plc. If investors know Accenture will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Accenture Plc listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.16 | Dividend Share 5.54 | Earnings Share 11.95 | Revenue Per Share | Quarterly Revenue Growth 0.09 |
The market value of Accenture plc is measured differently than its book value, which is the value of Accenture that is recorded on the company's balance sheet. Investors also form their own opinion of Accenture Plc's value that differs from its market value or its book value, called intrinsic value, which is Accenture Plc's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Accenture Plc's market value can be influenced by many factors that don't directly affect Accenture Plc's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Accenture Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Accenture Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Accenture Plc's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.