Etablissementen Franz Colruyt Etf Volatility
| CUYTY Etf | USD 12.02 0.00 0.00% |
Etablissementen Franz secures Sharpe Ratio (or Efficiency) of -0.0196, which denotes the etf had a -0.0196% return per unit of standard deviation over the last 3 months. Etablissementen Franz Colruyt exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Etablissementen Franz's Mean Deviation of 0.8344, standard deviation of 2.48, and Coefficient Of Variation of (10,465) to check the risk estimate we provide. Key indicators related to Etablissementen Franz's volatility include:
210 Days Market Risk | Chance Of Distress | 210 Days Economic Sensitivity |
Etablissementen Franz Pink Sheet 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 Etablissementen daily returns, and it is calculated using variance and standard deviation. We also use Etablissementen's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Etablissementen Franz volatility.
Etablissementen |
Downward market volatility can be a perfect environment for investors who play the long game with Etablissementen Franz. They may decide to buy additional shares of Etablissementen Franz at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving against Etablissementen Pink Sheet
| 0.6 | CSCO | Cisco Systems Sell-off Trend | PairCorr |
| 0.56 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.55 | HPQ | HP Inc | PairCorr |
| 0.54 | EOS | Eaton Vance Enhanced | PairCorr |
| 0.45 | CVX | Chevron Corp Sell-off Trend | PairCorr |
| 0.45 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.44 | EOI | Eaton Vance Enhanced | PairCorr |
| 0.41 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.4 | EWH | iShares MSCI Hong | PairCorr |
Etablissementen Franz Market Sensitivity And Downside Risk
Etablissementen Franz's beta coefficient measures the volatility of Etablissementen pink sheet 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 Etablissementen pink sheet's returns against your selected market. In other words, Etablissementen Franz's beta of 0.54 provides an investor with an approximation of how much risk Etablissementen Franz pink sheet can potentially add to one of your existing portfolios. Etablissementen Franz Colruyt exhibits very low volatility with skewness of -0.59 and kurtosis of 14.83. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Etablissementen Franz's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Etablissementen Franz's pink sheet 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 Etablissementen Franz Demand TrendCheck current 90 days Etablissementen Franz correlation with market (Dow Jones Industrial)Etablissementen Beta |
Etablissementen 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 | 2.46 |
It is essential to understand the difference between upside risk (as represented by Etablissementen Franz's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Etablissementen Franz's daily returns or price. Since the actual investment returns on holding a position in etablissementen pink sheet 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 Etablissementen Franz.
Etablissementen Franz Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Etablissementen Franz pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Etablissementen Franz's price changes. Investors will then calculate the volatility of Etablissementen Franz's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet 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 Etablissementen Franz's volatility:
Historical Volatility
This type of pink sheet volatility measures Etablissementen Franz's fluctuations based on previous trends. It's commonly used to predict Etablissementen Franz's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Etablissementen Franz's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Etablissementen Franz'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. Etablissementen Franz 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.
Etablissementen Franz Projected Return Density Against Market
Assuming the 90 days horizon Etablissementen Franz has a beta of 0.5406 suggesting as returns on the market go up, Etablissementen Franz average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Etablissementen Franz Colruyt 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 Etablissementen Franz or Consumer Defensive 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 Etablissementen Franz's price will be affected by overall pink sheet 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 Etablissementen pink sheet'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.
Etablissementen Franz Colruyt 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 an Etablissementen Franz Price Volatility?
Several factors can influence a pink sheet'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.Etablissementen Franz Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Etablissementen Franz is -5092.9. The daily returns are distributed with a variance of 6.05 and standard deviation of 2.46. The mean deviation of Etablissementen Franz Colruyt is currently at 0.77. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.1 | |
β | Beta against Dow Jones | 0.54 | |
σ | Overall volatility | 2.46 | |
Ir | Information ratio | -0.07 |
Etablissementen Franz Pink Sheet Return Volatility
Etablissementen Franz historical daily return volatility represents how much of Etablissementen Franz pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF shows 2.46% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Etablissementen Franz Volatility
Volatility is a rate at which the price of Etablissementen Franz 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 Etablissementen Franz may increase or decrease. In other words, similar to Etablissementen's beta indicator, it measures the risk of Etablissementen Franz and helps estimate the fluctuations that may happen in a short period of time. So if prices of Etablissementen Franz 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.Colruyt NV, together with its subsidiaries, engages in the retail, wholesale, food service, and other activities in Belgium, France, and internationally. The company was founded in 1928 and is headquartered in Halle, Belgium. Colruyt Sa operates under Grocery Stores classification in the United States and is traded on OTC Exchange. It employs 32402 people.
Etablissementen Franz'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 Etablissementen Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Etablissementen Franz's price varies over time.
3 ways to utilize Etablissementen Franz's volatility to invest better
Higher Etablissementen Franz's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Etablissementen Franz etf 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. Etablissementen Franz etf 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 Etablissementen Franz investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Etablissementen Franz's etf 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 Etablissementen Franz's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Etablissementen Franz Investment Opportunity
Etablissementen Franz Colruyt has a volatility of 2.46 and is 3.32 times more volatile than Dow Jones Industrial. 21 percent of all equities and portfolios are less risky than Etablissementen Franz. You can use Etablissementen Franz Colruyt to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Etablissementen Franz to be traded at $11.9 in 90 days.Average diversification
The correlation between Etablissementen Franz Colruyt and DJI is 0.17 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Etablissementen Franz Colruyt and DJI in the same portfolio, assuming nothing else is changed.
Etablissementen Franz Additional Risk Indicators
The analysis of Etablissementen Franz'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 Etablissementen Franz's investment and either accepting that risk or mitigating it. Along with some common measures of Etablissementen Franz pink sheet'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 | (0.0004) | |||
| Market Risk Adjusted Performance | (0.05) | |||
| Mean Deviation | 0.8344 | |||
| Coefficient Of Variation | (10,465) | |||
| Standard Deviation | 2.48 | |||
| Variance | 6.15 | |||
| Information Ratio | (0.07) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Etablissementen Franz 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 Etablissementen Franz 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. Etablissementen Franz'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, Etablissementen Franz'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 Etablissementen Franz Colruyt.
Other Information on Investing in Etablissementen Pink Sheet
Etablissementen Franz financial ratios help investors to determine whether Etablissementen Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Etablissementen with respect to the benefits of owning Etablissementen Franz security.