KIMBALL ELECTRONICS (Germany) Volatility
| 3C3 Stock | EUR 19.00 -1.60 -7.77% |
KIMBALL ELECTRONICS remains associated with a minimal volatility profile over the chosen period. KIMBALL ELECTRONICS posts a Sharpe Ratio (Efficiency) of -0.1, demonstrating unfavorable reward-to-risk behavior over the last 3 months. There are 21 technical indicators affecting the current volatility pattern.
Sharpe Ratio = -0.1
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3C3 |
Estimated Market Risk
| 4.4 actual daily | 39 61% of assets are more volatile |
Expected Return
| -0.44 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
KIMBALL ELECTRONICS reported a Market Risk Adjusted Performance of 0.2%, a Risk of 4.40, and a Risk Adjusted Performance of -0.05%. Monthly moving average data shows KIMBALL ELECTRONICS is underperforming relative to its full potential. A well-diversified portfolio allocation can mitigate market risk and improve expected return.
Key indicators related to KIMBALL ELECTRONICS's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, KIMBALL ELECTRONICS's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for KIMBALL ELECTRONICS is significantly above realized volatility, options premiums may be elevated relative to historical norms.
KIMBALL |
KIMBALL ELECTRONICS Volatility Strategy
KIMBALL ELECTRONICS return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 4.4% with a beta coefficient of -1.34, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.1, evaluates return per unit of total risk. An alpha value of -0.32 reflects performance relative to systematic market exposure. Expected return estimates near -0.44% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Valuation adjustments may drive price swings.
Main indicators related to KIMBALL ELECTRONICS's market risk premium analysis include:
Beta -1.34 | Alpha -0.32 | Risk 4.4 | Sharpe Ratio -0.10 | Expected Return -0.44 |
Moving together with KIMBALL Stock
| 0.65 | BZG2 | PT Bank Central | PairCorr |
| 0.68 | BZG2 | BANK CENTRAL ASIA | PairCorr |
| 0.69 | BZG2 | BANK CENTRAL ASIA | PairCorr |
Moving against KIMBALL Stock
| 0.84 | QN0 | Hamilton Insurance | PairCorr |
| 0.79 | COE | Coor Service Management | PairCorr |
| 0.79 | 2WGA | WOORI FIN GRP | PairCorr |
| 0.74 | ELG | Elmos Semiconductor | PairCorr |
| 0.71 | 3LN | Live Nation Entertainment | PairCorr |
| 0.71 | TGE1 | Mobilezone Holding | PairCorr |
| 0.7 | CE3 | Chongqing Machinery | PairCorr |
| 0.7 | 8KH | TOREX SEMICONDUCTOR LTD | PairCorr |
| 0.68 | LTT | Lattice Semiconductor | PairCorr |
| 0.62 | WX7 | Corporate Office | PairCorr |
KIMBALL ELECTRONICS Sensitivity To Market
KIMBALL ELECTRONICS'sKIMBALL ELECTRONICS market-relative volatility is reflected in its beta of -1.34. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 4.4%.KIMBALL ELECTRONICS has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 4.19%. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
| α | -0.324 | β | -1.3443 | Check current 90 days KIMBALL ELECTRONICS correlation with market (Dow Jones Industrial)
KIMBALL ELECTRONICS Downside Risk
The standard deviation of KIMBALL prices measures volatility as the average daily spread from the mean over your selected horizon. High standard deviation implies high volatility; low standard deviation implies price stability.
Standard Deviation | 4.4 |
For a complete risk picture of KIMBALL ELECTRONICS, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of KIMBALL ELECTRONICS's returns (downside risk proxy). KIMBALL ELECTRONICS reported a Maximum Drawdown of 30.04.
KIMBALL ELECTRONICS Stock Volatility Analysis
Understanding KIMBALL ELECTRONICS volatility allows investors to better quantify the risk of holding KIMBALL ELECTRONICS's stock. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for KIMBALL ELECTRONICS.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. KIMBALL ELECTRONICS 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.
KIMBALL ELECTRONICS Projected Return Density Against Market
Assuming a 90-day horizon KIMBALL ELECTRONICS has a beta of -1.3443 . This suggests as returns on its benchmark rise, returns on KIMBALL ELECTRONICS are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, KIMBALL ELECTRONICS is expected to outperform its benchmark.Both systematic and unsystematic risks influence KIMBALL ELECTRONICS. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. KIMBALL ELECTRONICS reported a Mean Deviation of 2.55 and a Standard Deviation of 4.19.
Predicted Return Density |
| Returns |
What Drives a KIMBALL ELECTRONICS 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.KIMBALL ELECTRONICS Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of KIMBALL ELECTRONICS is -1000.24. The daily returns are distributed with a variance of 19.37 and standard deviation of 4.4. The mean deviation of KIMBALL ELECTRONICS is currently at 2.69. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.324 | |
β | Beta against Dow Jones | -1.3443 | |
σ | Overall volatility | 4.40 | |
Ir | Information ratio | -0.0703 |
KIMBALL ELECTRONICS Stock Return Volatility
KIMBALL ELECTRONICS historical daily return volatility represents how much of KIMBALL ELECTRONICS stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 4.4008% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.7724% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between KIMBALL Stock performing well and KIMBALL ELECTRONICS Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze KIMBALL ELECTRONICS's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.About KIMBALL ELECTRONICS Volatility Analysis
Volatility for KIMBALL ELECTRONICS measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. KIMBALL ELECTRONICS has market cap of 474.55 M, ROE of 4.32%.
Unless otherwise specified, financial data for KIMBALL ELECTRONICS is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
KIMBALL ELECTRONICS Investment Opportunity
Measured over the selected horizon, KIMBALL ELECTRONICS carries roughly 5.71 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use KIMBALL ELECTRONICS to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Check odds of KIMBALL ELECTRONICS to be traded at €18.05 in 90 days.Good diversification
Across the chosen horizon, 3C3 and DJI show a correlation of -0.19 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
KIMBALL ELECTRONICS Additional Risk Indicators
Risk analysis around KIMBALL ELECTRONICS becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | 0.2384 | |||
| Mean Deviation | 2.55 | |||
| Coefficient Of Variation | -1,410 | |||
| Standard Deviation | 4.19 | |||
| Variance | 17.54 | |||
| Information Ratio | -0.07 |
KIMBALL ELECTRONICS Suggested Diversification Pairs
Pair trading with KIMBALL ELECTRONICS can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 KIMBALL ELECTRONICS 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. KIMBALL ELECTRONICS'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, KIMBALL ELECTRONICS'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 KIMBALL ELECTRONICS.
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