Ying Han (Taiwan) Volatility
| 4562 Stock | TWD 71.40 1.80 2.59% |
Ying Han appears to be very steady, given 3 months investment horizon. Ying Han Technology shows Sharpe Ratio of 0.0805, which attests that the company had a 0.0805% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ying Han Technology, which you can use to evaluate the volatility of the company. Please utilize Ying Han's Downside Deviation of 2.84, market risk adjusted performance of 8.38, and Mean Deviation of 2.58 to validate if our risk estimates are consistent with your expectations. Key indicators related to Ying Han's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Ying Han 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 Ying daily returns, and it is calculated using variance and standard deviation. We also use Ying's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Ying Han volatility.
Ying |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Ying Han 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 Ying Han at lower prices. For example, an investor can purchase Ying 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 Ying Han'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.
Ying Han Market Sensitivity And Downside Risk
Ying Han's beta coefficient measures the volatility of Ying 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 Ying stock's returns against your selected market. In other words, Ying Han's beta of 0.0122 provides an investor with an approximation of how much risk Ying Han stock can potentially add to one of your existing portfolios. Ying Han Technology currently demonstrates below-average downside deviation. It has Information Ratio of 0.02 and Jensen Alpha of 0.1. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Ying Han'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 Ying Han'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 Ying Han Technology Demand TrendCheck current 90 days Ying Han correlation with market (Dow Jones Industrial)Ying Beta |
Ying 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 | 3.61 |
It is essential to understand the difference between upside risk (as represented by Ying Han's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Ying Han's daily returns or price. Since the actual investment returns on holding a position in ying 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 Ying Han.
Ying Han Technology Stock Volatility Analysis
Volatility refers to the frequency at which Ying Han stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Ying Han's price changes. Investors will then calculate the volatility of Ying Han'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 Ying Han's volatility:
Historical Volatility
This type of stock volatility measures Ying Han's fluctuations based on previous trends. It's commonly used to predict Ying Han'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 Ying Han'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 Ying Han'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. Ying Han Technology 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.
Ying Han Projected Return Density Against Market
Assuming the 90 days trading horizon Ying Han has a beta of 0.0122 . This suggests as returns on the market go up, Ying Han average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Ying Han Technology 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 Ying Han or Industrials 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 Ying Han'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 Ying 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.
Ying Han Technology has an alpha of 0.1019, implying that it can generate a 0.1 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Ying Han 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.Ying Han Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Ying Han is 1242.23. The daily returns are distributed with a variance of 13.06 and standard deviation of 3.61. The mean deviation of Ying Han Technology is currently at 2.53. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.10 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 3.61 | |
Ir | Information ratio | 0.02 |
Ying Han Stock Return Volatility
Ying Han historical daily return volatility represents how much of Ying Han stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture accepts 3.6141% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8043% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Ying Han Volatility
Volatility is a rate at which the price of Ying Han 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 Ying Han may increase or decrease. In other words, similar to Ying's beta indicator, it measures the risk of Ying Han and helps estimate the fluctuations that may happen in a short period of time. So if prices of Ying Han 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.Ying Han Technology Co., Ltd. manufactures, supplies, and sells tube and pipe bending machinery in Taiwan and internationally. Ying Han Technology Co., Ltd. was founded in 1976 and is based in Tainan City, Taiwan. YING HAN operates under Specialty Industrial Machinery classification in Taiwan and is traded on Taiwan Stock Exchange.
Ying Han'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 Ying Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Ying Han's price varies over time.
3 ways to utilize Ying Han's volatility to invest better
Higher Ying Han's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Ying Han Technology 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. Ying Han Technology 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 Ying Han Technology investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Ying Han'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 Ying Han's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Ying Han Investment Opportunity
Ying Han Technology has a volatility of 3.61 and is 4.51 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Ying Han Technology is lower than 32 percent of all global equities and portfolios over the last 90 days. You can use Ying Han Technology to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of Ying Han to be traded at NT$85.68 in 90 days.Ying Han Additional Risk Indicators
The analysis of Ying Han'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 Ying Han's investment and either accepting that risk or mitigating it. Along with some common measures of Ying Han 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 | 0.032 | |||
| Market Risk Adjusted Performance | 8.38 | |||
| Mean Deviation | 2.58 | |||
| Semi Deviation | 2.6 | |||
| Downside Deviation | 2.84 | |||
| Coefficient Of Variation | 3274.56 | |||
| Standard Deviation | 3.67 |
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.
Ying Han 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 Ying Han 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. Ying Han'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, Ying Han'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 Ying Han Technology.
Additional Tools for Ying Stock Analysis
When running Ying Han's price analysis, check to measure Ying Han'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 Ying Han is operating at the current time. Most of Ying Han's value examination focuses on studying past and present price action to predict the probability of Ying Han's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ying Han's price. Additionally, you may evaluate how the addition of Ying Han to your portfolios can decrease your overall portfolio volatility.