Sub Sri (Thailand) Volatility
| SSTRT Stock | THB 4.70 0.02 0.43% |
At this point, Sub Sri is out of control. Sub Sri Thai owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0256, which indicates the firm had a 0.0256 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Sub Sri Thai, which you can use to evaluate the volatility of the company. Please validate Sub Sri's Coefficient Of Variation of (7,566), risk adjusted performance of (0.02), and Variance of 0.3982 to confirm if the risk estimate we provide is consistent with the expected return of 0.0159%. Key indicators related to Sub Sri's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Sub Sri 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 Sub daily returns, and it is calculated using variance and standard deviation. We also use Sub's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Sub Sri volatility.
Sub |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Sub Sri can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Sub Sri at lower prices to lower their average cost per share. Similarly, when the prices of Sub Sri's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Sub Stock
Moving against Sub Stock
Sub Sri Market Sensitivity And Downside Risk
Sub Sri's beta coefficient measures the volatility of Sub 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 Sub stock's returns against your selected market. In other words, Sub Sri's beta of -0.0448 provides an investor with an approximation of how much risk Sub Sri stock can potentially add to one of your existing portfolios. Sub Sri Thai exhibits very low volatility with skewness of -0.67 and kurtosis of 1.89. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Sub Sri'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 Sub Sri'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 Sub Sri Thai Demand TrendCheck current 90 days Sub Sri correlation with market (Dow Jones Industrial)Sub Beta |
Sub 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 | 0.62 |
It is essential to understand the difference between upside risk (as represented by Sub Sri's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Sub Sri's daily returns or price. Since the actual investment returns on holding a position in sub 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 Sub Sri.
Sub Sri Thai Stock Volatility Analysis
Volatility refers to the frequency at which Sub Sri stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Sub Sri's price changes. Investors will then calculate the volatility of Sub Sri'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 Sub Sri's volatility:
Historical Volatility
This type of stock volatility measures Sub Sri's fluctuations based on previous trends. It's commonly used to predict Sub Sri'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 Sub Sri'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 Sub Sri'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. Sub Sri Thai 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.
Sub Sri Projected Return Density Against Market
Assuming the 90 days trading horizon Sub Sri Thai has a beta of -0.0448 . This usually implies as returns on the benchmark increase, returns on holding Sub Sri are expected to decrease at a much lower rate. During a bear market, however, Sub Sri Thai is likely to outperform the market.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 Sub Sri 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 Sub Sri'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 Sub 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.
Sub Sri Thai 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 Sub Sri 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.Sub Sri Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Sub Sri is 3913.87. The daily returns are distributed with a variance of 0.39 and standard deviation of 0.62. The mean deviation of Sub Sri Thai is currently at 0.4. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.89
α | Alpha over Dow Jones | -0.02 | |
β | Beta against Dow Jones | -0.04 | |
σ | Overall volatility | 0.62 | |
Ir | Information ratio | 0.09 |
Sub Sri Stock Return Volatility
Sub Sri historical daily return volatility represents how much of Sub Sri stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 0.6236% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8516% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Sub Sri Volatility
Volatility is a rate at which the price of Sub Sri 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 Sub Sri may increase or decrease. In other words, similar to Sub's beta indicator, it measures the risk of Sub Sri and helps estimate the fluctuations that may happen in a short period of time. So if prices of Sub Sri 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.Sub Sri Thai Real Estate Investment Trust is a real estate investment trust externally managed by SST REIT Management Company Limited. Sub Sri Thai Real Estate Investment Trust was formed on December 13, 2017 and is based in Bangkok, Thailand. SUB SRI is traded on Stock Exchange of Thailand in Thailand.
Sub Sri'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 Sub Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Sub Sri's price varies over time.
3 ways to utilize Sub Sri's volatility to invest better
Higher Sub Sri's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Sub Sri Thai 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. Sub Sri Thai 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 Sub Sri Thai investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Sub Sri'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 Sub Sri's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Sub Sri Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.85 and is 1.37 times more volatile than Sub Sri Thai. 5 percent of all equities and portfolios are less risky than Sub Sri. You can use Sub Sri Thai to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of Sub Sri to be traded at 4.94 in 90 days.Good diversification
The correlation between Sub Sri Thai and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sub Sri Thai and DJI in the same portfolio, assuming nothing else is changed.
Sub Sri Additional Risk Indicators
The analysis of Sub Sri'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 Sub Sri's investment and either accepting that risk or mitigating it. Along with some common measures of Sub Sri 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 | (0.02) | |||
| Market Risk Adjusted Performance | 0.4194 | |||
| Mean Deviation | 0.4028 | |||
| Coefficient Of Variation | (7,566) | |||
| Standard Deviation | 0.631 | |||
| Variance | 0.3982 | |||
| Information Ratio | 0.0896 |
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.
Sub Sri 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 Sub Sri 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. Sub Sri'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, Sub Sri'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 Sub Sri Thai.
Complementary Tools for Sub Stock analysis
When running Sub Sri's price analysis, check to measure Sub Sri'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 Sub Sri is operating at the current time. Most of Sub Sri's value examination focuses on studying past and present price action to predict the probability of Sub Sri's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sub Sri's price. Additionally, you may evaluate how the addition of Sub Sri to your portfolios can decrease your overall portfolio volatility.
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