Shanghai Fudan Microelectronics Stock Volatility
| SFDMY Stock | USD 49.75 0.00 0.00% |
Shanghai Fudan Microelectronics now displays a minimal volatility profile across the designated horizon. There are 3 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.0
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Shanghai Fudan Microelectronics (SFDMY) operates as a public company with notable risk indicators data points. Shanghai Fudan is not operating at full potential according to monthly moving average. A well-diversified portfolio context may improve its risk-adjusted performance.
Key indicators related to Shanghai Fudan's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Shanghai Fudan can be decomposed into systematic risk (driven by broad market conditions) and idiosyncratic risk (driven by Shanghai Fudan's company-specific factors). Beta captures the systematic component, while total standard deviation captures both.
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Pink Sheet Volatility Analysis
Market participants monitor Shanghai Fudan volatility to assess the pink sheet's price stability. When Shanghai Fudan's volatility is elevated, prices can swing by several percentage points in a single session. Sustained low volatility in Shanghai Fudan typically signals a stable trading environment.
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The output start index for this execution was zero with a total number of output elements of sixty-one. Shanghai Fudan 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.
Shanghai Fudan Projected Return Density Against Market
Assuming a 90-day horizon Shanghai Fudan has a beta that is very close to zero . This usually implies the returns on DOW JONES INDUSTRIAL and Shanghai Fudan do not appear to be sensitive.Risk assessment for Shanghai Fudan separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. Shanghai Fudan Microelectronics (SFDMY) operates as a public company with notable key financial metrics data points.
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What Drives a Shanghai Fudan Price Volatility?
Several factors can influence a pink sheet'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.Pink Sheet Return Volatility
Shanghai Fudan historical daily return volatility represents how much of Shanghai Fudan pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.0% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.792% 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 Shanghai Pink Sheet performing well and Shanghai Fudan 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 Shanghai Fudan'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MYBUF | 4.87 | -1.50 | 0.00 | -0.45 | 0.00 | 0.00 | 133.33 | |||
| TMVWY | 1.85 | -0.28 | 0.00 | -0.57 | 0.00 | 4.20 | 16.60 | |||
| AEXAF | 0.77 | 0.18 | 0.00 | 0.22 | 0.00 | 0.00 | 24.80 | |||
| JPAVF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| KNNNF | 1.00 | -0.42 | 0.00 | -0.36 | 0.00 | 0.00 | 33.38 | |||
| JNPKF | 0.98 | 0.53 | 0.00 | -2.87 | 0.00 | 4.45 | 6.87 | |||
| UBSFF | 4.65 | -0.23 | 0.00 | 6.11 | 0.00 | 12.00 | 39.71 | |||
| SESMF | 1.90 | 0.74 | 0.19 | 9.90 | 1.08 | 8.19 | 16.98 | |||
| JVCZY | 0.25 | 0.12 | 0.00 | -11.18 | 0.00 | 0.00 | 8.33 | |||
| SNCPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Shanghai Fudan measures return dispersion and uncertainty over time. Swing amplitude frames exposure planning and risk limits. Shanghai Fudan has a market cap of 1.27 B, ROE of 25.56%.
Data shown for Shanghai Fudan Microelectronics is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardShanghai Fudan Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 0.0 times the return volatility of Shanghai Fudan Microelectronics. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Shanghai Fudan Microelectronics to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward fluctuation but is a risky buy. Check odds of Shanghai Fudan to be traded at $49.25 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Shanghai Fudan Suggested Diversification Pairs
Pair trading with Shanghai Fudan 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 Shanghai Fudan 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. Shanghai Fudan'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, Shanghai Fudan'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 Shanghai Fudan Microelectronics.
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