Atos SE (UK) Volatility
| 0DNH Stock | 0 0.0005 31.25% |
Atos SE is out of control given 3 months investment horizon. Atos SE secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 14.49% are justified by taking the suggested risk. Use Atos SE Downside Deviation of 28.35, risk adjusted performance of 0.1071, and Mean Deviation of 234.56 to evaluate company specific risk that cannot be diversified away. Key indicators related to Atos SE's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Atos SE 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 Atos daily returns, and it is calculated using variance and standard deviation. We also use Atos's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Atos SE volatility.
Atos |
ESG Sustainability
While most ESG disclosures are voluntary, Atos SE's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Atos SE's managers and investors.Environment Score | Governance Score | Social Score |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Atos SE 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 Atos SE at lower prices. For example, an investor can purchase Atos 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 Atos SE'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.
Moving against Atos Stock
Atos SE Market Sensitivity And Downside Risk
Atos SE's beta coefficient measures the volatility of Atos 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 Atos stock's returns against your selected market. In other words, Atos SE's beta of 95.0 provides an investor with an approximation of how much risk Atos SE stock can potentially add to one of your existing portfolios. Atos SE is showing large volatility of returns over the selected time horizon. Atos SE is a penny stock. Even though Atos SE may be a good instrument to invest, many penny stocks are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in Atos SE or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Atos instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Atos SE Demand TrendCheck current 90 days Atos SE correlation with market (Dow Jones Industrial)Atos Beta |
Atos 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 | 126.18 |
It is essential to understand the difference between upside risk (as represented by Atos SE's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Atos SE's daily returns or price. Since the actual investment returns on holding a position in atos 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 Atos SE.
Atos SE Stock Volatility Analysis
Volatility refers to the frequency at which Atos SE stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Atos SE's price changes. Investors will then calculate the volatility of Atos SE'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 Atos SE's volatility:
Historical Volatility
This type of stock volatility measures Atos SE's fluctuations based on previous trends. It's commonly used to predict Atos SE'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 Atos SE'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 Atos SE'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. Atos SE 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.
Atos SE Projected Return Density Against Market
Assuming the 90 days trading horizon the stock has the beta coefficient of 95.0 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Atos SE will likely underperform.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 Atos SE or Commercial Services & Supplies 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 Atos SE'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 Atos 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.
Atos SE has an alpha of 116.4944, implying that it can generate a 116.49 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Atos SE 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.Atos SE Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Atos SE is 870.85. The daily returns are distributed with a variance of 15921.62 and standard deviation of 126.18. The mean deviation of Atos SE is currently at 39.11. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 116.49 | |
β | Beta against Dow Jones | 95.00 | |
σ | Overall volatility | 126.18 | |
Ir | Information ratio | 0.12 |
Atos SE Stock Return Volatility
Atos SE historical daily return volatility represents how much of Atos SE stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 126.1809% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Atos SE Volatility
Volatility is a rate at which the price of Atos SE 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 Atos SE may increase or decrease. In other words, similar to Atos's beta indicator, it measures the risk of Atos SE and helps estimate the fluctuations that may happen in a short period of time. So if prices of Atos SE 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.3 ways to utilize Atos SE's volatility to invest better
Higher Atos SE's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Atos SE 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. Atos SE 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 Atos SE investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Atos SE'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 Atos SE's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Atos SE Investment Opportunity
Atos SE has a volatility of 126.18 and is 157.73 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Atos SE is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Atos SE to enhance the returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of Atos SE to be traded at 0.0026 in 90 days.Average diversification
The correlation between Atos SE and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Atos SE and DJI in the same portfolio, assuming nothing else is changed.
Atos SE Additional Risk Indicators
The analysis of Atos SE'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 Atos SE's investment and either accepting that risk or mitigating it. Along with some common measures of Atos SE 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 | 0.1071 | |||
| Market Risk Adjusted Performance | 1.26 | |||
| Mean Deviation | 234.56 | |||
| Semi Deviation | 25.19 | |||
| Downside Deviation | 28.35 | |||
| Coefficient Of Variation | 815.97 | |||
| Standard Deviation | 967.84 |
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.
Atos SE 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.
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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 Atos SE 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. Atos SE'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, Atos SE'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 Atos SE.
Additional Tools for Atos Stock Analysis
When running Atos SE's price analysis, check to measure Atos SE'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 Atos SE is operating at the current time. Most of Atos SE's value examination focuses on studying past and present price action to predict the probability of Atos SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atos SE's price. Additionally, you may evaluate how the addition of Atos SE to your portfolios can decrease your overall portfolio volatility.