Software Effective Solutions Stock Volatility
| SFWJ Stock | USD 0.0033 0.0001 3.12% |
Software Effective Solutions operates with a very high volatility profile across the current review period. The current Sharpe Ratio (Efficiency) for Software Effective Solutions is 0.0696, summarizing favorable risk-adjusted returns over the last 3 months. We observed 27 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = 0.0696
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Software Effective Solutions reported a Market Risk Adjusted Performance of 2.3%, a Risk of 16.83, and a Risk Adjusted Performance of 0.1%. Software Effective is operating near 5% of its historical trend range based on monthly averages. Diversification effects vary according to correlation and allocation weight.
Key indicators related to Software Effective's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Software Effective volatility measures the statistical dispersion of Software Effective's daily returns using variance and standard deviation. Combined with Software's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.
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Volatility Strategy
Historical price movement in Software Effective Solutions provides context for allocation sensitivity. Current statistical measures show total volatility near 16.83% with a beta coefficient of 0.77, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0696, evaluates return per unit of total risk. An alpha value of 1.82 reflects performance relative to systematic market exposure. Expected return estimates near 1.17% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to Software Effective's market risk premium analysis include:
Beta 0.77 | Alpha 1.82 | Risk 16.83 | Sharpe Ratio 0.0696 | Expected Return 1.17 |
Sensitivity To Market
Software Effective'sBeta modeling for Software Effective Solutions results in a coefficient of 0.77, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 16.83%.Software Effective Solutions volatility statistics provide a compact view of historical movement. Downside deviation is about 21.41% and standard deviation is about 17.0%. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze Software Effective Demand TrendCheck current 90 days Software Effective correlation with market (Dow Jones Industrial)Downside Risk
Software 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 | 16.83 |
It is essential to understand the difference between upside risk (as represented by Software Effective's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Software Effective's daily returns or price. Software Effective Solutions reported a Downside Deviation of 21.41, a Downside Variance of 458.35, and a Maximum Drawdown of 83.33.
Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Software Effective pink sheet price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with Software Effective's.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Software Effective 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.
Software Effective Projected Return Density Against Market
Given the investment horizon of 90 days Software Effective has a beta of 0.7666 . This usually implies as returns on the market go up, Software Effective's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Software Effective Solutions is expected to be smaller as well.Software Effective reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. Software Effective Solutions reported a Downside Deviation of 21.41, a Mean Deviation of 10.46, and a Semi Deviation of 12.00.
Predicted Return Density |
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What Drives a Software Effective 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 Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Software Effective is 1437.32. The daily returns are distributed with a variance of 283.15 and standard deviation of 16.83. The mean deviation of Software Effective Solutions is currently at 10.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 1.82 | |
β | Beta against Dow Jones | 0.77 | |
σ | Overall volatility | 16.83 | |
Ir | Information ratio | 0.11 |
Pink Sheet Return Volatility
Software Effective historical daily return volatility represents how much of Software Effective pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 16.8271% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% 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 Software Pink Sheet performing well and Software Effective 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 Software Effective'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 | ||
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| HWNI | 13.01 | 4.34 | 0.30 | 1.96 | 7.03 | 5.56 | 274.07 | |||
| VMRI | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TFLM | 0.19 | 0.09 | 0.00 | 2.66 | 0.00 | 0.00 | 6.25 | |||
| STRH | 14.87 | 0.34 | 0.01 | 0.08 | 15.39 | 50.00 | 103.33 | |||
| EPYFF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HSTA | 4.81 | 0.22 | 0.02 | -0.10 | 7.64 | 9.59 | 132.61 | |||
| ENETF | 522.31 | 267.93 | 0.00 | 2.78 | 0.00 | 0.00 | 17,597 | |||
| TGGLF | 7.81 | -0.59 | 0.00 | -0.47 | 0.00 | 21.72 | 79.71 | |||
| NADA | 0.00 | 0.00 | 0.00 | //window.location = "/error404.html"; |