VGI Public (Thailand) Volatility
| VGI-R Stock | THB 2.80 0.06 2.10% |
VGI Public is out of control given 3 months investment horizon. VGI Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of volatility over the last 3 months. We have analyzed seven different technical indicators, which can help you to evaluate if expected returns of 15.0% are justified by taking the suggested risk. Use VGI Public price action indicator of (0.07), and Accumulation Distribution of 3 M to evaluate company specific risk that cannot be diversified away. Key indicators related to VGI Public's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
VGI 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 VGI daily returns, and it is calculated using variance and standard deviation. We also use VGI's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of VGI Public volatility.
VGI |
VGI Public Stock Volatility Analysis
Volatility refers to the frequency at which VGI Public stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with VGI Public's price changes. Investors will then calculate the volatility of VGI 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 VGI Public's volatility:
Historical Volatility
This type of stock volatility measures VGI Public's fluctuations based on previous trends. It's commonly used to predict VGI 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 VGI 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 VGI 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. VGI Public 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.
VGI Public Projected Return Density Against Market
Assuming the 90 days trading horizon VGI Public has a beta that is very close to zero . This entails the returns on DOW JONES INDUSTRIAL and VGI Public do not appear to be sensitive.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 VGI Public or VGI 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 VGI 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 VGI 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.
It does not look like VGI Public's alpha can have any bearing on the current valuation. Predicted Return Density |
| Returns |
What Drives a VGI 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.VGI Public Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of VGI Public is 866.41. The daily returns are distributed with a variance of 16889.83 and standard deviation of 129.96. The mean deviation of VGI Public is currently at 32.83. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 129.96 | |
Ir | Information ratio | 0.00 |
VGI Public Stock Return Volatility
VGI Public historical daily return volatility represents how much of VGI Public stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 129.9609% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7313% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About VGI Public Volatility
Volatility is a rate at which the price of VGI 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 VGI Public may increase or decrease. In other words, similar to VGI's beta indicator, it measures the risk of VGI Public and helps estimate the fluctuations that may happen in a short period of time. So if prices of VGI 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.VGI Global Media Public Company Limited engages in the arrangement, management, and provision of advertising services in BTS stations, inside BTS trains, on BTS train bodies, in department stores, and in office buildings in Thailand.
VGI Public'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 VGI Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much VGI Public's price varies over time.
3 ways to utilize VGI Public's volatility to invest better
Higher VGI 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 VGI Public 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. VGI Public 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 VGI Public investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in VGI 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 VGI Public's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
VGI Public Investment Opportunity
VGI Public has a volatility of 129.96 and is 178.03 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than VGI Public. You can use VGI Public to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of VGI Public to be traded at 2.69 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
VGI 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.
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 VGI 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. VGI 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, VGI 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 VGI Public.
Complementary Tools for VGI Stock analysis
When running VGI Public's price analysis, check to measure VGI 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 VGI Public is operating at the current time. Most of VGI Public's value examination focuses on studying past and present price action to predict the probability of VGI 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 VGI Public's price. Additionally, you may evaluate how the addition of VGI Public to your portfolios can decrease your overall portfolio volatility.
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