Biwin Storage (China) Volatility
| 688525 Stock | 231.50 6.50 2.89% |
Biwin Storage Technology continues to exhibit above-average price volatility over the last 3 months. Biwin Storage Technology registers a Sharpe ratio of 0.24, indicating risk-adjusted returns over the last 3 months. The current volatility setup reflects 29 technical indicators.
Sharpe Ratio = 0.2428
| High Returns | Best Equity | |||
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| Average Returns | 688525 | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 5.82 actual daily | 52 52% of assets are less volatile |
Expected Return
| 1.41 actual daily | 28 72% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 19 81% of assets perform better |
Biwin Storage Technology (688525.SHG) recorded a Market Risk Adjusted Performance of -11.7%, a Risk of 5.82, and a Risk Adjusted Performance of 0.2%. Based on monthly moving average positioning, Biwin Storage is operating near 19% of its observed historical performance range. In portfolio analysis, diversification may alter its risk-adjusted contribution.
Key indicators related to Biwin Storage's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Biwin Storage Stock volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about Biwin Storage's future price, while lower volatility suggests more predictable behavior.
Biwin |
Volatility Strategy
Biwin Storage Technology price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 5.82% with a beta coefficient of -0.1, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.24, evaluates return per unit of total risk. An alpha value of 1.17 reflects performance relative to systematic market exposure. Expected return estimates near 1.41% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Revenue outlook adjustments can impact price movement.
Main indicators related to Biwin Storage's market risk premium analysis include:
Beta -0.10 | Alpha 1.17 | Risk 5.82 | Sharpe Ratio 0.24 | Expected Return 1.41 |
Moving together with Biwin Stock
Moving against Biwin Stock
| 0.81 | 601658 | Postal Savings Bank Earnings Call Tomorrow | PairCorr |
| 0.78 | 601288 | Agricultural Bank Earnings Call This Week | PairCorr |
| 0.76 | 601166 | Industrial Bank | PairCorr |
| 0.72 | 601318 | Ping An Insurance | PairCorr |
| 0.72 | 600036 | China Merchants Bank | PairCorr |
| 0.71 | 601398 | Industrial and Commercial Earnings Call This Week | PairCorr |
| 0.71 | 601328 | Bank of Communications | PairCorr |
| 0.66 | 601988 | Bank of China Limited | PairCorr |
Sensitivity To Market
Biwin Storage beta coefficient measures the volatility of Biwin stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Biwin returns against market returns. A beta of -0.1 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 5.82%.Biwin Storage Technology has shown noticeable price swings over the selected period. Downside deviation is about 3.74% and standard deviation is about 5.51%, which summarize how widely returns have moved. Stock dispersion can change materially during earnings seasons and macro data releases.
3 Months Beta |Analyze Biwin Storage Technology Demand TrendCheck current 90 days Biwin Storage correlation with market (Dow Jones Industrial)Downside Risk
Biwin standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 5.82 |
It is essential to understand the difference between upside risk and downside risk for Biwin Storage. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in Biwin Storage's daily returns. Biwin Storage Technology (688525.SHG) recorded a Downside Deviation of 3.74, a Downside Variance of 13.97, and a Maximum Drawdown of 27.54.
Stock Volatility Analysis
Volatility refers to the frequency at which Biwin Storage stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Biwin Storage 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.
Projected Return Density Against Market
Assuming the 90-day trading horizon Biwin Storage Technology has a beta of -0.1008 . This suggests that as returns on the benchmark increase, returns on Biwin Storage tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Biwin Storage Technology is likely to outperform the market.Biwin Storage is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Biwin Storage Technology (688525.SHG) recorded a Downside Deviation of 3.74, a Mean Deviation of 4.15, and a Semi Deviation of 3.30.
Predicted Return Distribution |
| Density |
What Drives Biwin Storage's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Semiconductors & Semiconductor Equipment sector can move Biwin Storage's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Biwin Storage.Biwin Storage's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Biwin Storage's shares.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Biwin Storage is 411.84. The daily returns are distributed with a variance of 33.9 and standard deviation of 5.82. The mean deviation of Biwin Storage Technology is currently at 4.47. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 1.17 | |
β | Beta against Dow Jones | -0.1008 | |
σ | Overall volatility | 5.82 | |
Ir | Information ratio | 0.23 |
Stock Return Volatility
Biwin Storage historical daily return volatility represents how much of Biwin Storage stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 5.8221% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8413% on return distribution over a 90-day investment 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
Strong recent returns in Biwin Stock do not always mean Biwin Storage Company is outperforming peers on business quality. Risk-adjusted metrics help compare Biwin Storage's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| 000600 | 1.97 | 0.20 | 0.10 | -0.47 | 2.55 | 4.60 | 16.54 | |||
| 603818 | 1.58 | -0.19 | 0.00 | 12.60 | 0.00 | 3.38 | 7.84 | |||
| 600110 | 2.23 | 0.06 | 0.05 | -0.26 | 2.71 | 5.94 | 15.74 | |||
| 603226 | 2.78 | 0.05 | 0.04 | -0.57 | 3.33 | 5.86 | 14.57 | |||
| 600864 | 1.14 | -0.20 | 0.00 | 0.49 | 0.00 | 1.68 | 6.37 | |||
| 000609 | 3.37 | -0.03 | 0.00 | 0.12 | 0.00 | 5.04 | 10.09 | |||
| 000042 | 1.72 | 0.05 | 0.06 | 0.51 | 1.91 | 3.87 | 12.83 | |||
| 000558 | 1.57 | -0.36 | 0.00 | -6.48 | 0.00 | 2.41 | 8.58 |
Risk Metrics, Assumptions & Methodology
Volatility for Biwin Storage measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Biwin Storage has a market cap of 87.48 B, ROE of -2.03%.
Unless otherwise specified, data for Biwin Storage Technology is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardBiwin Storage Investment Opportunity
Biwin Storage Technology currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 6.93. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Biwin Storage Technology to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. an unexpected upward trend. Watch out for market signals. Check odds of Biwin Storage to be traded at 277.8 in 90 days.Strong inverse diversification
For the present investment horizon, the measured correlation between Biwin Storage and Dow Jones stands at -0.47, or Strong inverse diversification. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Biwin Storage Additional Risk Indicators
A broader risk-indicator set for Biwin Storage Technology can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.1853 | |||
| Market Risk Adjusted Performance | -11.69 | |||
| Mean Deviation | 4.15 | |||
| Semi Deviation | 3.3 | |||
| Downside Deviation | 3.74 | |||
| Coefficient Of Variation | 463.7 | |||
| Standard Deviation | 5.51 |
Biwin Storage Suggested Diversification Pairs
Pair analysis around Biwin Storage Technology matters because it can turn one security idea into a more market-neutral structure. 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 Biwin Storage 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. Biwin Storage'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, Biwin Storage'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 Biwin Storage Technology.
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