Sendas Distribuidora SA Volatility
| ASAIDelisted Stock | USD 4.60 0.09 2.00% |
Sendas Distribuidora SA continues to exhibit a minimal volatility profile over the designated horizon. We found 24 technical indicators contributing to the current risk picture.
Sharpe Ratio = 0.0
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| ASAI |
Sendas Distribuidora SA posted a Market Risk Adjusted Performance of 0.5%, a Risk Adjusted Performance of -0.1%, and a Total Risk Alpha of -0.12 for the reported period. Based on monthly moving average Sendas Distribuidora is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to Sendas Distribuidora's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Sendas Distribuidora 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 Sendas daily returns, and it is calculated using variance and standard deviation.
Sendas |
Volatility Strategy
Sendas Distribuidora SA 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 0.0% with a beta coefficient of -0.77, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0, evaluates return per unit of total risk. An alpha value of -0.4 reflects performance relative to systematic market exposure. Expected return estimates near 0.0% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.
Main indicators related to Sendas Distribuidora's market risk premium analysis include:
Beta -0.77 | Alpha -0.40 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Moving together with Sendas Stock
| 0.79 | DSKYF | Daiichi Sankyo | PairCorr |
| 0.86 | AXP | American Express | PairCorr |
| 0.86 | IBM | International Business | PairCorr |
| 0.89 | MSFT | Microsoft | PairCorr |
| 0.64 | JPM | JPMorgan Chase | PairCorr |
Moving against Sendas Stock
| 0.94 | VZ | Verizon Communications Sell-off Trend | PairCorr |
| 0.93 | KO | Coca Cola Sell-off Trend | PairCorr |
| 0.9 | T | ATT Inc Earnings Call This Week | PairCorr |
| 0.88 | MCD | McDonalds | PairCorr |
| 0.88 | CVX | Chevron Corp | PairCorr |
| 0.87 | BKKPF | Bangkok Bank Public | PairCorr |
| 0.87 | CAT | Caterpillar | PairCorr |
| 0.86 | XOM | Exxon Mobil Corp Aggressive Push | PairCorr |
| 0.84 | PFE | Pfizer Inc | PairCorr |
| 0.83 | SGIOF | Shionogi Upward Rally | PairCorr |
Sensitivity To Market
Sendas Distribuidora'sSendas Distribuidora beta coefficient measures the volatility of Sendas stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Sendas returns against market returns. A beta of -0.77 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.0%.Sendas Distribuidora SA has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 4.16%, which summarize how widely returns have moved. For Sendas Distribuidora SA, price swings may be influenced by sector movement and company-specific headlines.
| α | -0.4024 | β | -0.7726 | Check current 90 days Sendas Distribuidora correlation with market (Dow Jones Industrial)
Downside Risk
Sendas 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.
Standard Deviation | 0.0 |
It is essential to understand the difference between upside risk (as represented by Sendas Distribuidora's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Sendas Distribuidora's daily returns or price. Sendas Distribuidora SA posted a Maximum Drawdown of 23.54 for the reported period.
Stock Volatility Analysis
Volatility refers to the frequency at which Sendas Distribuidora delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Sendas Distribuidora's price changes.
Transformation |
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Sendas Distribuidora Projected Return Density Against Market
Given the investment horizon of 90 days Sendas Distribuidora SA has a beta of -0.7726 . This suggests that as returns on the benchmark increase, returns on Sendas Distribuidora tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Sendas Distribuidora SA is likely to outperform the market.Sendas Distribuidora 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. Sendas Distribuidora SA posted a Mean Deviation of 3.01 and a Standard Deviation of 4.16 for the reported period.
Predicted Return Density |
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What Drives a Sendas Distribuidora Price Volatility?
Several factors can influence a delisted 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.Stock Return Volatility
Sendas Distribuidora historical daily return volatility represents how much of Sendas Distribuidora delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.0% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over a 90-day horizon. Performance |
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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 Sendas Stock performing well and Sendas Distribuidora 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 Sendas Distribuidora'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.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BRFS | 2.27 | 0.04 | 0.03 | -0.65 | 2.82 | 5.65 | 14.75 | |||
| TWNK | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MZTI | 1.14 | -0.05 | 0.00 | -0.17 | 0.00 | 1.98 | 10.08 | |||
| NTCO | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VGR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PRMW | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IBA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PME | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Sendas Distribuidora measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Sendas Distribuidora has a market cap of 1.27 B, P/E of 16.24, ROE of 13.65%.
Unless otherwise specified, data for Sendas Distribuidora SA 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 BoardSendas Distribuidora Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 0.0 times the return volatility of Sendas Distribuidora SA. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Sendas Distribuidora SA to enhance the returns of your portfolios. 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. a large bullish trend. Check odds of Sendas Distribuidora to be traded at $5.06 in 90 days.Good diversification
Across the chosen horizon, ASAI and DJI show a correlation of -0.05 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Sendas Distribuidora Additional Risk Indicators
Risk analysis around Sendas Distribuidora SA 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 | -0.06 | |||
| Market Risk Adjusted Performance | 0.4831 | |||
| Mean Deviation | 3.01 | |||
| Coefficient Of Variation | -1,172 | |||
| Standard Deviation | 4.16 | |||
| Variance | 17.35 | |||
| Information Ratio | -0.08 |
Sendas Distribuidora Suggested Diversification Pairs
Pair trading with Sendas Distribuidora 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 Sendas Distribuidora 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. Sendas Distribuidora'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, Sendas Distribuidora'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 Sendas Distribuidora SA.
Sendas Distribuidora has a market cap of 1.27 B, operating margin of 5.06%, ROE of 13.65%. Use Trending Equities to explore allocation context. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation. Analysis related to Sendas Distribuidora should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Other Consideration for investing in Sendas Stock
Sendas Distribuidora is no longer listed on a major exchange and may trade through OTC venues. Delisted securities typically carry elevated liquidity and reporting risk.
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