A1MT34 (Brazil) Volatility

A1MT34 Stock  BRL 100.00  0.25  0.25%   
A1MT34 secures Sharpe Ratio (or Efficiency) of -0.0214, which signifies that the company had a -0.0214% return per unit of return volatility over the last 3 months. A1MT34 exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm A1MT34's Coefficient Of Variation of 12210.72, mean deviation of 2.17, and Downside Deviation of 3.09 to double-check the risk estimate we provide. Key indicators related to A1MT34's volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
A1MT34 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 A1MT34 daily returns, and it is calculated using variance and standard deviation. We also use A1MT34's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of A1MT34 volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as A1MT34 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 A1MT34 at lower prices to lower their average cost per share. Similarly, when the prices of A1MT34's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.

Moving together with A1MT34 Stock

  0.78K1LA34 KLA CorporationPairCorr

Moving against A1MT34 Stock

  0.59MRFG3 Marfrig Global FoodsPairCorr
  0.55VISA34 Visa IncPairCorr
  0.49MSBR34 Morgan StanleyPairCorr
  0.48COWC34 Costco WholesalePairCorr
  0.47SSFO34 salesforce incPairCorr
  0.45MSFT34 MicrosoftPairCorr
  0.34AIRB34 Airbnb IncPairCorr

A1MT34 Market Sensitivity And Downside Risk

A1MT34's beta coefficient measures the volatility of A1MT34 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 A1MT34 stock's returns against your selected market. In other words, A1MT34's beta of -0.23 provides an investor with an approximation of how much risk A1MT34 stock can potentially add to one of your existing portfolios. A1MT34 shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure A1MT34'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 A1MT34'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 A1MT34 Demand Trend
Check current 90 days A1MT34 correlation with market (Dow Jones Industrial)

A1MT34 Beta

    
  -0.23  
A1MT34 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

    
  2.96  
It is essential to understand the difference between upside risk (as represented by A1MT34's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of A1MT34's daily returns or price. Since the actual investment returns on holding a position in a1mt34 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 A1MT34.

A1MT34 Stock Volatility Analysis

Volatility refers to the frequency at which A1MT34 stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with A1MT34's price changes. Investors will then calculate the volatility of A1MT34'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 A1MT34's volatility:

Historical Volatility

This type of stock volatility measures A1MT34's fluctuations based on previous trends. It's commonly used to predict A1MT34'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 A1MT34'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 A1MT34'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. A1MT34 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.

A1MT34 Projected Return Density Against Market

Assuming the 90 days trading horizon A1MT34 has a beta of -0.2299 . This suggests as returns on the benchmark increase, returns on holding A1MT34 are expected to decrease at a much lower rate. During a bear market, however, A1MT34 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 A1MT34 or Technology 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 A1MT34'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 A1MT34 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.
A1MT34 has an alpha of 0.0196, implying that it can generate a 0.0196 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
A1MT34's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how a1mt34 stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an A1MT34 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.

A1MT34 Stock Risk Measures

Assuming the 90 days trading horizon the coefficient of variation of A1MT34 is -4671.39. The daily returns are distributed with a variance of 8.75 and standard deviation of 2.96. The mean deviation of A1MT34 is currently at 2.12. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α
Alpha over Dow Jones
0.02
β
Beta against Dow Jones-0.23
σ
Overall volatility
2.96
Ir
Information ratio -0.0026

A1MT34 Stock Return Volatility

A1MT34 historical daily return volatility represents how much of A1MT34 stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 2.9587% 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 A1MT34 Volatility

Volatility is a rate at which the price of A1MT34 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 A1MT34 may increase or decrease. In other words, similar to A1MT34's beta indicator, it measures the risk of A1MT34 and helps estimate the fluctuations that may happen in a short period of time. So if prices of A1MT34 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.
Applied Materials, Inc. provides manufacturing equipment, services, and software to the semiconductor, display, and related industries. Applied Materials, Inc. was founded in 1967 and is headquartered in Santa Clara, California. APPLIED MATEDRN operates under Semiconductor Equipment Materials classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 26000 people.
A1MT34'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 A1MT34 Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much A1MT34's price varies over time.

3 ways to utilize A1MT34's volatility to invest better

Higher A1MT34's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of A1MT34 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. A1MT34 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 A1MT34 investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in A1MT34'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 A1MT34's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

A1MT34 Investment Opportunity

A1MT34 has a volatility of 2.96 and is 3.7 times more volatile than Dow Jones Industrial. 26 percent of all equities and portfolios are less risky than A1MT34. You can use A1MT34 to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend and little activity. Check odds of A1MT34 to be traded at R$99.0 in 90 days.

Good diversification

The correlation between A1MT34 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 A1MT34 and DJI in the same portfolio, assuming nothing else is changed.

A1MT34 Additional Risk Indicators

The analysis of A1MT34'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 A1MT34's investment and either accepting that risk or mitigating it. Along with some common measures of A1MT34 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.
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.

A1MT34 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 A1MT34 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. A1MT34'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, A1MT34'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 A1MT34.

Complementary Tools for A1MT34 Stock analysis

When running A1MT34's price analysis, check to measure A1MT34'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 A1MT34 is operating at the current time. Most of A1MT34's value examination focuses on studying past and present price action to predict the probability of A1MT34's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move A1MT34's price. Additionally, you may evaluate how the addition of A1MT34 to your portfolios can decrease your overall portfolio volatility.
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