Winfarm (France) Volatility
Winfarm shows Sharpe Ratio of -0.014, which attests that the company had a -0.014% return per unit of risk over the last 3 months. Winfarm exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Winfarm's Standard Deviation of 2.41, market risk adjusted performance of (0.16), and Mean Deviation of 1.53 to validate the risk estimate we provide.
Winfarm |
Winfarm 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 Winfarm daily returns, and it is calculated using variance and standard deviation. We also use Winfarm's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Winfarm volatility.
Winfarm Stock Volatility Analysis
Volatility refers to the frequency at which Winfarm stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Winfarm's price changes. Investors will then calculate the volatility of Winfarm'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 Winfarm's volatility:
Historical Volatility
This type of stock volatility measures Winfarm's fluctuations based on previous trends. It's commonly used to predict Winfarm'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 Winfarm'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 Winfarm's to be redeemed at a future date.Transformation |
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Winfarm Projected Return Density Against Market
Assuming the 90 days trading horizon Winfarm has a beta of 0.2591 . This suggests as returns on the market go up, Winfarm average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Winfarm will be expected to be much smaller as well.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 Winfarm or Industrials 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 Winfarm'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 Winfarm 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.
Winfarm has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Winfarm 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.Winfarm Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Winfarm is -7147.31. The daily returns are distributed with a variance of 5.8 and standard deviation of 2.41. The mean deviation of Winfarm is currently at 1.53. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α | Alpha over Dow Jones | -0.05 | |
β | Beta against Dow Jones | 0.26 | |
σ | Overall volatility | 2.41 | |
Ir | Information ratio | -0.03 |
Winfarm Stock Return Volatility
Winfarm historical daily return volatility represents how much of Winfarm stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 2.4091% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8496% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Winfarm Volatility
Volatility is a rate at which the price of Winfarm 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 Winfarm may increase or decrease. In other words, similar to Winfarm's beta indicator, it measures the risk of Winfarm and helps estimate the fluctuations that may happen in a short period of time. So if prices of Winfarm 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.WINFARM Socit anonyme provides a range of consulting and distance selling services for equipment and solutions to breeders and the agricultural worldwide. WINFARM is traded on Paris Stock Exchange in France.
Winfarm'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 Winfarm Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Winfarm's price varies over time.
3 ways to utilize Winfarm's volatility to invest better
Higher Winfarm's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Winfarm 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. Winfarm 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 Winfarm investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Winfarm'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 Winfarm's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Winfarm Investment Opportunity
Winfarm has a volatility of 2.41 and is 2.84 times more volatile than Dow Jones Industrial. 21 percent of all equities and portfolios are less risky than Winfarm. You can use Winfarm to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Winfarm to be traded at €4.22 in 90 days.Significant diversification
The correlation between Winfarm and DJI is 0.09 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Winfarm and DJI in the same portfolio, assuming nothing else is changed.
Winfarm Additional Risk Indicators
The analysis of Winfarm'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 Winfarm's investment and either accepting that risk or mitigating it. Along with some common measures of Winfarm 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.16) | |||
| Mean Deviation | 1.53 | |||
| Coefficient Of Variation | (7,147) | |||
| Standard Deviation | 2.41 | |||
| Variance | 5.8 | |||
| Information Ratio | (0.03) |
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.
Winfarm 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 Winfarm 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. Winfarm'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, Winfarm'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 Winfarm.
Complementary Tools for Winfarm Stock analysis
When running Winfarm's price analysis, check to measure Winfarm'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 Winfarm is operating at the current time. Most of Winfarm's value examination focuses on studying past and present price action to predict the probability of Winfarm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Winfarm's price. Additionally, you may evaluate how the addition of Winfarm to your portfolios can decrease your overall portfolio volatility.
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