Saint Jean (France) Volatility
| SABE Stock | EUR 19.70 0.30 1.50% |
At this point, Saint Jean is very steady. Saint Jean Groupe owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0239, which indicates the firm had a 0.0239% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Saint Jean Groupe, which you can use to evaluate the volatility of the company. Please validate Saint Jean's Semi Deviation of 1.02, risk adjusted performance of 0.0221, and Coefficient Of Variation of 4310.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.0321%. Key indicators related to Saint Jean's volatility include:
60 Days Market Risk | Chance Of Distress | 60 Days Economic Sensitivity |
Saint Jean 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 Saint daily returns, and it is calculated using variance and standard deviation. We also use Saint's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Saint Jean volatility.
Saint |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Saint Jean 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 Saint Jean at lower prices to lower their average cost per share. Similarly, when the prices of Saint Jean's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Saint Stock
Saint Jean Market Sensitivity And Downside Risk
Saint Jean's beta coefficient measures the volatility of Saint 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 Saint stock's returns against your selected market. In other words, Saint Jean's beta of -0.24 provides an investor with an approximation of how much risk Saint Jean stock can potentially add to one of your existing portfolios. Saint Jean Groupe currently demonstrates below-average downside deviation. It has Information Ratio of -0.07 and Jensen Alpha of 0.06. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Saint Jean'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 Saint Jean'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 Saint Jean Groupe Demand TrendCheck current 90 days Saint Jean correlation with market (Dow Jones Industrial)Saint Beta |
Saint 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 | 1.34 |
It is essential to understand the difference between upside risk (as represented by Saint Jean's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Saint Jean's daily returns or price. Since the actual investment returns on holding a position in saint 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 Saint Jean.
Saint Jean Groupe Stock Volatility Analysis
Volatility refers to the frequency at which Saint Jean stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Saint Jean's price changes. Investors will then calculate the volatility of Saint Jean'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 Saint Jean's volatility:
Historical Volatility
This type of stock volatility measures Saint Jean's fluctuations based on previous trends. It's commonly used to predict Saint Jean'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 Saint Jean'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 Saint Jean'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. Saint Jean Groupe 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.
Saint Jean Projected Return Density Against Market
Assuming the 90 days trading horizon Saint Jean Groupe has a beta of -0.2435 . This usually implies as returns on the benchmark increase, returns on holding Saint Jean are expected to decrease at a much lower rate. During a bear market, however, Saint Jean Groupe 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 Saint Jean 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 Saint Jean'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 Saint 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.
Saint Jean Groupe has an alpha of 0.0553, implying that it can generate a 0.0553 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Saint Jean 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.Saint Jean Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Saint Jean is 4180.18. The daily returns are distributed with a variance of 1.8 and standard deviation of 1.34. The mean deviation of Saint Jean Groupe is currently at 0.62. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | -0.24 | |
σ | Overall volatility | 1.34 | |
Ir | Information ratio | -0.07 |
Saint Jean Stock Return Volatility
Saint Jean historical daily return volatility represents how much of Saint Jean stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 1.3415% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7208% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Saint Jean Volatility
Volatility is a rate at which the price of Saint Jean 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 Saint Jean may increase or decrease. In other words, similar to Saint's beta indicator, it measures the risk of Saint Jean and helps estimate the fluctuations that may happen in a short period of time. So if prices of Saint Jean 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.Saint Jean Groupe Socit anonyme, through its subsidiaries, operates in the agri-food sector in France. It is also involved in various agricultural activities and the management of real estate land located in the Crau plain. SAINT JEAN operates under Packaged Foods classification in France and is traded on Paris Stock Exchange. It employs 416 people.
Saint Jean'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 Saint Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Saint Jean's price varies over time.
3 ways to utilize Saint Jean's volatility to invest better
Higher Saint Jean's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Saint Jean Groupe 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. Saint Jean Groupe 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 Saint Jean Groupe investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Saint Jean'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 Saint Jean's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Saint Jean Investment Opportunity
Saint Jean Groupe has a volatility of 1.34 and is 1.86 times more volatile than Dow Jones Industrial. 11 percent of all equities and portfolios are less risky than Saint Jean. You can use Saint Jean Groupe to protect your portfolios against small market fluctuations. The stock experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Saint Jean to be traded at €19.11 in 90 days.Good diversification
The correlation between Saint Jean Groupe and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Saint Jean Groupe and DJI in the same portfolio, assuming nothing else is changed.
Saint Jean Additional Risk Indicators
The analysis of Saint Jean'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 Saint Jean's investment and either accepting that risk or mitigating it. Along with some common measures of Saint Jean 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 | 0.0221 | |||
| Market Risk Adjusted Performance | (0.09) | |||
| Mean Deviation | 0.7141 | |||
| Semi Deviation | 1.02 | |||
| Downside Deviation | 2.46 | |||
| Coefficient Of Variation | 4310.47 | |||
| Standard Deviation | 1.44 |
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.
Saint Jean 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 Saint Jean 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. Saint Jean'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, Saint Jean'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 Saint Jean Groupe.
Complementary Tools for Saint Stock analysis
When running Saint Jean's price analysis, check to measure Saint Jean'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 Saint Jean is operating at the current time. Most of Saint Jean's value examination focuses on studying past and present price action to predict the probability of Saint Jean's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saint Jean's price. Additionally, you may evaluate how the addition of Saint Jean to your portfolios can decrease your overall portfolio volatility.
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |