Ping An Biomedical Stock Volatility
| PASW Stock | 0.14 -0.01 -3.80% |
Across the last 3 months, Ping An Biomedical continues to post very high price volatility. Ping An Biomedical indicates a Sharpe ratio of -0.084, reflecting poor reward-to-volatility behavior over the last 3 months. 21 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = -0.084
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| Negative Returns | PASW |
Ping An Biomedical's financial profile includes a Market Risk Adjusted Performance of -0.6%, a Risk of 13.54, and a Risk Adjusted Performance of -0.05%. Moving average data indicates Ping An is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to Ping An's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Ping An draws on both historical price data and forward-looking implied volatility. Periods of elevated Ping An volatility are typically followed by calmer conditions, and vice versa.
Volatility Strategy
Volatility in Ping An Biomedical contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 13.54% with a beta coefficient of 1.43, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.084, evaluates return per unit of total risk. An alpha value of -0.83 reflects performance relative to systematic market exposure. Expected return estimates near -1.14% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Macro developments can affect sector-level volatility.
Main indicators related to Ping An's market risk premium analysis include:
Beta 1.43 | Alpha -0.83 | Risk 13.54 | Sharpe Ratio -0.08 | Expected Return -1.14 |
Moving together with Ping Stock
Moving against Ping Stock
| 0.88 | RAY | Raytech Holding | PairCorr |
| 0.83 | EC | Ecopetrol SA ADR | PairCorr |
| 0.81 | SECVY | Seche Environnement | PairCorr |
| 0.72 | PTLO | Portillos | PairCorr |
| 0.67 | DENI | Denali Bancorporation | PairCorr |
| 0.61 | PCRCF | Bolt Metals Corp | PairCorr |
| 0.52 | PUTRF | PTT Public | PairCorr |
| 0.31 | KEP | Korea Electric Power | PairCorr |
Sensitivity To Market
Ping An Biomedical relative market sensitivity is quantified by its beta value of 1.43. This regression-derived coefficient reflects systematic risk. Total return variability is about 13.54%.This summary describes how Ping An Biomedical has moved rather than why it moved. Standard deviation is near 13.08% and downside deviation is near 0.0%. For stocks, measured downside deviation helps describe the intensity of negative return periods.
3 Months Beta |Analyze Ping An Biomedical Demand TrendCheck current 90 days Ping An correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Ping expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 13.54 |
For Ping An investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Ping An's returns. Ping An Biomedical's financial profile includes a Maximum Drawdown of 102.52.
Stock Volatility Analysis
Volatility describes the degree to which Ping An stock price fluctuates in either direction. It captures how much Ping An's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Ping An Biomedical 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
Given the investment horizon of 90 days Ping An has a beta of 1.426 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Ping An will likely underperform.Ping An remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Ping An Biomedical's financial profile includes a Mean Deviation of 7.43 and a Standard Deviation of 13.08.
Predicted Return Distribution |
| Density |
What Drives Ping An's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Distributors sector can move Ping An'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 Ping An.Ping An's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Ping An's shares.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Ping An is -1190.33. The daily returns are distributed with a variance of 183.29 and standard deviation of 13.54. The mean deviation of Ping An Biomedical is currently at 7.72. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.8253 | |
β | Beta against Dow Jones | 1.43 | |
σ | Overall volatility | 13.54 | |
Ir | Information ratio | -0.0649 |
Stock Return Volatility
Ping An historical daily return volatility represents how much of Ping An stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 13.5384% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment 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
Strong recent returns in Ping Stock do not always mean Ping An Company is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LBGJ | 8.49 | -2.67 | 0.00 | -1.18 | 0.00 | 15.79 | 107.86 | |||
| PSIG | 3.22 | 0.46 | 0.14 | -4.36 | 3.04 | 8.08 | 44.89 | |||
| ZDAI | 7.37 | 0.45 | 0.04 | 0.14 | 8.25 | 19.76 | 60.87 | |||
| OFAL | 4.94 | -0.51 | 0.00 | -1.09 | 0.00 | 8.00 | 32.90 | |||
| TLIH | 4.63 | -0.25 | 0.00 | -0.13 | 0.00 | 10.00 | 47.50 | |||
| ARTW | 2.08 | 0.15 | 0.03 | 0.05 | 3.11 | 5.94 | 24.58 | |||
| GRNQ | 2.71 | 0.50 | 0.16 | 9.82 | 2.89 | 6.88 | 16.80 | |||
| INLF | 11.11 | 2.24 | 0.16 | -1.52 | 11.01 | 8.00 | 353.50 | |||
| VRME | 5.49 | 0.97 | 0.16 | 0.18 | 4.31 | 12.39 | 68.37 | |||
| LSH | 6.42 | 0.53 | 0.07 | 0.94 | 7.36 | 13.79 | 58.71 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Ping An measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. Ping An has a market cap of 18.43 M, ROE of -67.43%.
Reported values for Ping An Biomedical are derived from periodic company reporting and market reference feeds and then standardized for analysis. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardPing An Investment Opportunity
Recent data suggests that Ping An Biomedical is meaningfully more volatile than Dow Jones Industrial, by roughly a 15.93x factor. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use Ping An Biomedical to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Ping An to be traded at 0.1385 in 90 days.Good diversification
Ping An currently posts a 0.15 correlation with Dow Jones, indicating a Good diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Ping An Additional Risk Indicators
Looking at additional risk metrics for Ping An Biomedical frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.62 | |||
| Mean Deviation | 7.43 | |||
| Coefficient Of Variation | -1,462 | |||
| Standard Deviation | 13.08 | |||
| Variance | 171.15 | |||
| Information Ratio | -0.06 |
Ping An Suggested Diversification Pairs
Pair trading with Ping An can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
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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 Ping An 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. Ping An'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, Ping An'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 Ping An Biomedical.
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