Cibus Nordic (Sweden) Volatility

CIBUS Stock  SEK 172.10  0.25  0.15%   
Currently, Cibus Nordic Real is very steady. Cibus Nordic Real secures Sharpe Ratio (or Efficiency) of 0.0493, which signifies that the company had a 0.0493 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Cibus Nordic Real, which you can use to evaluate the volatility of the firm. Please confirm Cibus Nordic's mean deviation of 1.21, and Risk Adjusted Performance of 0.0168 to double-check if the risk estimate we provide is consistent with the expected return of 0.0784%. Key indicators related to Cibus Nordic's volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
Cibus Nordic 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 Cibus daily returns, and it is calculated using variance and standard deviation. We also use Cibus's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Cibus Nordic volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Cibus Nordic 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 Cibus Nordic at lower prices. For example, an investor can purchase Cibus 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 Cibus Nordic'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.

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Moving against Cibus Stock

  0.44CORE-PREF Corem Property GroupPairCorr
  0.34CORE-B Corem Property GroupPairCorr

Cibus Nordic Market Sensitivity And Downside Risk

Cibus Nordic's beta coefficient measures the volatility of Cibus 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 Cibus stock's returns against your selected market. In other words, Cibus Nordic's beta of 0.36 provides an investor with an approximation of how much risk Cibus Nordic stock can potentially add to one of your existing portfolios. Cibus Nordic Real has relatively low volatility with skewness of 0.22 and kurtosis of 0.2. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Cibus Nordic'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 Cibus Nordic'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 Cibus Nordic Real Demand Trend
Check current 90 days Cibus Nordic correlation with market (Dow Jones Industrial)

Cibus Beta

    
  0.36  
Cibus 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

    
  1.59  
It is essential to understand the difference between upside risk (as represented by Cibus Nordic's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Cibus Nordic's daily returns or price. Since the actual investment returns on holding a position in cibus 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 Cibus Nordic.
100%

Cibus Nordic Real Stock Volatility Analysis

Volatility refers to the frequency at which Cibus Nordic stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Cibus Nordic's price changes. Investors will then calculate the volatility of Cibus Nordic'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 Cibus Nordic's volatility:

Historical Volatility

This type of stock volatility measures Cibus Nordic's fluctuations based on previous trends. It's commonly used to predict Cibus Nordic'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 Cibus Nordic'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 Cibus Nordic'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. Cibus Nordic Real 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.
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JavaScript chart by amCharts 3.21.15Cibus Nordic Real Volume Cibus Nordic Real Closing Prices Dow Jones Industrial Closing Prices - Benchmark Cibus Nordic Real Average Price

Cibus Nordic Projected Return Density Against Market

Assuming the 90 days trading horizon Cibus Nordic has a beta of 0.3611 suggesting as returns on the market go up, Cibus Nordic average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Cibus Nordic Real 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 Cibus Nordic or Real Estate 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 Cibus Nordic'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 Cibus 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.
Cibus Nordic Real has an alpha of 0.0146, implying that it can generate a 0.0146 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Predicted Return Density   
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JavaScript chart by amCharts 3.21.15Cibus Nordic Dow Jones Industrial
       Returns  
Cibus Nordic's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how cibus stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Cibus Nordic 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.

Cibus Nordic Stock Risk Measures

Assuming the 90 days trading horizon the coefficient of variation of Cibus Nordic is 2030.1. The daily returns are distributed with a variance of 2.54 and standard deviation of 1.59. The mean deviation of Cibus Nordic Real is currently at 1.23. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.71
α
Alpha over Dow Jones
0.01
β
Beta against Dow Jones0.36
σ
Overall volatility
1.59
Ir
Information ratio 0.01

Cibus Nordic Stock Return Volatility

Cibus Nordic historical daily return volatility represents how much of Cibus Nordic stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 1.5925% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7177% volatility on return distribution over the 90 days horizon.
 Performance 
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JavaScript chart by amCharts 3.21.15Equity Market
       Timeline  

About Cibus Nordic Volatility

Volatility is a rate at which the price of Cibus Nordic 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 Cibus Nordic may increase or decrease. In other words, similar to Cibus's beta indicator, it measures the risk of Cibus Nordic and helps estimate the fluctuations that may happen in a short period of time. So if prices of Cibus Nordic 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.
Cibus Nordic Real Estate AB , a real estate company, engages in acquiring, developing, and managing properties in the Nordic region. The company was incorporated in 2017 and is headquartered in Stockholm, Sweden. Cibus Nordic is traded on Stockholm Stock Exchange in Sweden.
Cibus Nordic'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 Cibus Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Cibus Nordic's price varies over time.

3 ways to utilize Cibus Nordic's volatility to invest better

Higher Cibus Nordic's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Cibus Nordic Real 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. Cibus Nordic Real 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 Cibus Nordic Real investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Cibus Nordic'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 Cibus Nordic's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Cibus Nordic Investment Opportunity

Cibus Nordic Real has a volatility of 1.59 and is 2.21 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Cibus Nordic Real is lower than 14 percent of all global equities and portfolios over the last 90 days. You can use Cibus Nordic Real to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend and little activity. Check odds of Cibus Nordic to be traded at kr170.38 in 90 days.
CibusDowDiversified AwayCibusDowDiversified Away100%

Average diversification

The correlation between Cibus Nordic Real and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cibus Nordic Real and DJI in the same portfolio, assuming nothing else is changed.

Cibus Nordic Additional Risk Indicators

The analysis of Cibus Nordic'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 Cibus Nordic's investment and either accepting that risk or mitigating it. Along with some common measures of Cibus Nordic 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.
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.

Cibus Nordic 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 Cibus Nordic 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. Cibus Nordic'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, Cibus Nordic'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 Cibus Nordic Real.

Additional Tools for Cibus Stock Analysis

When running Cibus Nordic's price analysis, check to measure Cibus Nordic'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 Cibus Nordic is operating at the current time. Most of Cibus Nordic's value examination focuses on studying past and present price action to predict the probability of Cibus Nordic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cibus Nordic's price. Additionally, you may evaluate how the addition of Cibus Nordic to your portfolios can decrease your overall portfolio volatility.

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