SiamEast Solutions (Thailand) Volatility
| SE Stock | THB 0.58 0.01 1.69% |
SiamEast Solutions is out of control given 3 months investment horizon. SiamEast Solutions Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have analyzed twenty-two different technical indicators, which can help you to evaluate if expected returns of 15.46% are justified by taking the suggested risk. Use SiamEast Solutions Public Risk Adjusted Performance of (0.16), coefficient of variation of (464.75), and Variance of 2.93 to evaluate company specific risk that cannot be diversified away. Key indicators related to SiamEast Solutions' volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
SiamEast Solutions 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 SiamEast daily returns, and it is calculated using variance and standard deviation. We also use SiamEast's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of SiamEast Solutions volatility.
SiamEast |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of SiamEast Solutions at lower prices. For example, an investor can purchase SiamEast stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with SiamEast Stock
SiamEast Solutions Market Sensitivity And Downside Risk
SiamEast Solutions' beta coefficient measures the volatility of SiamEast 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 SiamEast stock's returns against your selected market. In other words, SiamEast Solutions's beta of -0.28 provides an investor with an approximation of how much risk SiamEast Solutions stock can potentially add to one of your existing portfolios. SiamEast Solutions Public exhibits very low volatility with skewness of 1.17 and kurtosis of 4.52. SiamEast Solutions Public is a potential penny stock. Although SiamEast Solutions may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in SiamEast Solutions Public. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on SiamEast 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 SiamEast Solutions Public Demand TrendCheck current 90 days SiamEast Solutions correlation with market (Dow Jones Industrial)SiamEast Beta |
SiamEast 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 | 126.05 |
It is essential to understand the difference between upside risk (as represented by SiamEast Solutions's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of SiamEast Solutions' daily returns or price. Since the actual investment returns on holding a position in siameast 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 SiamEast Solutions.
SiamEast Solutions Public Stock Volatility Analysis
Volatility refers to the frequency at which SiamEast Solutions stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with SiamEast Solutions' price changes. Investors will then calculate the volatility of SiamEast Solutions' 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 SiamEast Solutions' volatility:
Historical Volatility
This type of stock volatility measures SiamEast Solutions' fluctuations based on previous trends. It's commonly used to predict SiamEast Solutions' 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 SiamEast Solutions' 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 SiamEast Solutions' 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. SiamEast Solutions Public 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.
SiamEast Solutions Projected Return Density Against Market
Assuming the 90 days horizon SiamEast Solutions Public has a beta of -0.2792 . This usually implies as returns on the benchmark increase, returns on holding SiamEast Solutions are expected to decrease at a much lower rate. During a bear market, however, SiamEast Solutions Public 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 SiamEast Solutions 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 SiamEast Solutions' 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 SiamEast 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.
SiamEast Solutions Public 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 a SiamEast Solutions 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.SiamEast Solutions Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of SiamEast Solutions is 815.35. The daily returns are distributed with a variance of 15889.43 and standard deviation of 126.05. The mean deviation of SiamEast Solutions Public is currently at 31.26. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.34 | |
β | Beta against Dow Jones | -0.28 | |
σ | Overall volatility | 126.05 | |
Ir | Information ratio | -0.3 |
SiamEast Solutions Stock Return Volatility
SiamEast Solutions historical daily return volatility represents how much of SiamEast Solutions stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 126.0533% 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 SiamEast Solutions Volatility
Volatility is a rate at which the price of SiamEast Solutions 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 SiamEast Solutions may increase or decrease. In other words, similar to SiamEast's beta indicator, it measures the risk of SiamEast Solutions and helps estimate the fluctuations that may happen in a short period of time. So if prices of SiamEast Solutions 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.SiamEast Solutions Public Company Limited distributes industrial equipment in Thailand. The company was founded in 1993 and is headquartered in Rayong, Thailand. SIAMEAST SOLUTIONS operates under Industrial Distribution classification in Thailand and is traded on Stock Exchange of Thailand.
SiamEast Solutions' 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 SiamEast Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much SiamEast Solutions' price varies over time.
3 ways to utilize SiamEast Solutions' volatility to invest better
Higher SiamEast Solutions' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of SiamEast Solutions Public 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. SiamEast Solutions Public 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 SiamEast Solutions Public investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in SiamEast Solutions' 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 SiamEast Solutions' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
SiamEast Solutions Investment Opportunity
SiamEast Solutions Public has a volatility of 126.05 and is 170.34 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than SiamEast Solutions. You can use SiamEast Solutions Public 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 SiamEast Solutions to be traded at 0.5626 in 90 days.Good diversification
The correlation between SiamEast Solutions Public 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 SiamEast Solutions Public and DJI in the same portfolio, assuming nothing else is changed.
SiamEast Solutions Additional Risk Indicators
The analysis of SiamEast Solutions' 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 SiamEast Solutions' investment and either accepting that risk or mitigating it. Along with some common measures of SiamEast Solutions 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 | (0.16) | |||
| Market Risk Adjusted Performance | 1.37 | |||
| Mean Deviation | 1.22 | |||
| Coefficient Of Variation | (464.75) | |||
| Standard Deviation | 1.71 | |||
| Variance | 2.93 | |||
| Information Ratio | (0.30) |
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.
SiamEast Solutions 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 SiamEast Solutions 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. SiamEast Solutions' 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, SiamEast Solutions' 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 SiamEast Solutions Public.
Other Information on Investing in SiamEast Stock
SiamEast Solutions financial ratios help investors to determine whether SiamEast Stock 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 SiamEast with respect to the benefits of owning SiamEast Solutions security.