# Siemens OTC Stock Volatility

SMNEY | Stock | ## USD 11.10 0.31 2.72% |

Siemens Energy Ag owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had -0.12% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Siemens Energy Ag exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Siemens Energy risk adjusted performance of (0.09), and Coefficient Of Variation of (1,245) to confirm the risk estimate we provide.

Siemens |

Siemens Energy OTC 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 Siemens daily returns, and it is calculated using variance and standard deviation. We also use Siemens's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Siemens Energy volatility.

### 720 Days Market Risk

### Chance of Distress

### 720 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Siemens Energy can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Siemens Energy at lower prices. For example, an investor can purchase Siemens stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Siemens Energy's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## Moving together with Siemens Energy

+ | 0.79 | SIEGY | Siemens Ag ADR | PairCorr | |||

+ | 0.8 | SMAWF | Siemens A G | PairCorr | |||

+ | 0.68 | GE | General Electric | Earnings Call In Two Weeks | PairCorr | ||

+ | 0.85 | SBGSY | Schneider Electric | PairCorr | |||

+ | 0.82 | SBGSF | Schneider Electric | PairCorr | |||

+ | 0.63 | ITW | Illinois Tool Works | Earnings Call In Two Weeks | PairCorr |

## Moving against Siemens Energy

## Siemens Energy Market Sensitivity And Downside Risk

Siemens Energy's beta coefficient measures the volatility of Siemens otc stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Siemens otc stock's returns against your selected market. In other words, Siemens Energy's beta of 1.52 provides an investor with an approximation of how much risk Siemens Energy otc stock can potentially add to one of your existing portfolios.

Siemens Energy Ag exhibits very low volatility with skewness of 0.08 and kurtosis of -0.41. However, we advise investors to further study Siemens Energy Ag technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Siemens Energy's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Siemens Energy's otc stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall. 3 Months Beta |Analyze Siemens Energy Ag Demand TrendCheck current 90 days Siemens Energy correlation with market (DOW)## Siemens Beta |

Siemens standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

## Standard Deviation | 3.19 |

It is essential to understand the difference between upside risk (as represented by Siemens Energy's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Siemens Energy's daily returns or price. Since the actual investment returns on holding a position in siemens otc stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Siemens Energy.

## Siemens Energy Ag OTC Stock Volatility Analysis

Volatility refers to the frequency at which Siemens Energy otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Siemens Energy's price changes. Investors will then calculate the volatility of Siemens Energy's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Siemens Energy's volatility:

### Historical Volatility

This type of otc volatility measures Siemens Energy's fluctuations based on previous trends. It's commonly used to predict Siemens Energy's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Siemens Energy's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Siemens Energy's to be redeemed at a future date.Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Siemens Energy Ag price series..

## Siemens Energy Projected Return Density Against Market

Assuming the 90 days horizon the otc stock has the beta coefficient of 1.5213 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Siemens Energy will likely underperform.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Siemens Energy or Industrials sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Siemens Energy's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Siemens otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Siemens Energy Ag is significantly underperforming DOW. Predicted Return Density |

Returns |

## What Drives a Siemens Energy Price Volatility?

Several factors can influence a OTC's stock 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 many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.## Siemens Energy OTC Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Siemens Energy or Industrials sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Siemens Energy's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Siemens otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of Siemens Energy is -839.33. The daily returns are distributed with a variance of 10.15 and standard deviation of 3.19. The mean deviation of Siemens Energy Ag is currently at 2.56. For similar time horizon, the selected benchmark (DOW) has volatility of 1.23

α | Alpha over DOW | -0.21 | |

β | Beta against DOW | 1.52 | |

σ | Overall volatility | 3.19 | |

Ir | Information ratio | -0.07 |

## Siemens Energy OTC Stock Return Volatility

Siemens Energy historical daily return volatility represents how much of Siemens Energy otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 3.1861% volatility of returns over 90 . By contrast, DOW inherits 1.241% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About Siemens Energy Volatility

Volatility is a rate at which the price of Siemens Energy or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Siemens Energy may increase or decrease. In other words, similar to Siemens's beta indicator, it measures the risk of Siemens Energy and helps estimate the fluctuations that may happen in a short period of time. So if prices of Siemens Energy fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.Siemens Energy AG operates as an energy technology company worldwide. Siemens Energy AG was founded in 1866 and is based in Munich, Germany. Siemens Energy is traded on OTC Exchange in the United States.

## Siemens Energy Investment Opportunity

Siemens Energy Ag has a volatility of 3.19 and is 2.57 times more volatile than DOW.**27**of all equities and portfolios are less risky than Siemens Energy. Compared to the overall equity markets, volatility of historical daily returns of Siemens Energy Ag is lower than

**27 ()**of all global equities and portfolios over the last 90 days. Use Siemens Energy Ag to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Siemens Energy to be traded at $10.66 in 90 days.

### Very weak diversification

The correlation between Siemens Energy Ag and DJI is

**0.58**(i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Siemens Energy Ag and DJI in the same portfolio, assuming nothing else is changed.## Siemens Energy Additional Risk Indicators

The analysis of Siemens Energy's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Siemens Energy's investment and either accepting that risk or mitigating it. Along with some common measures of Siemens Energy otc stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Risk Adjusted Performance | (0.09) | |||

Market Risk Adjusted Performance | (0.17) | |||

Mean Deviation | 2.6 | |||

Coefficient Of Variation | (1,245) | |||

Standard Deviation | 3.2 | |||

Variance | 10.23 | |||

Information Ratio | (0.07) |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## Siemens Energy Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

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 Siemens Energy 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. Siemens Energy'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, Siemens Energy'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 Siemens Energy Ag.

Additionally, take a look at World Market Map. Note that the Siemens Energy Ag information on this page should be used as a complementary analysis to other Siemens Energy's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bond Directory module to find actively traded corporate debentures issued by US companies.

## Complementary Tools for Siemens OTC Stock analysis

When running Siemens Energy Ag price analysis, check to measure Siemens Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Siemens Energy is operating at the current time. Most of Siemens Energy's value examination focuses on studying past and present price action to predict the probability of Siemens Energy's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Siemens Energy's price. Additionally, you may evaluate how the addition of Siemens Energy to your portfolios can decrease your overall portfolio volatility.

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Is Siemens Energy's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Siemens Energy. If investors know Siemens will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Siemens Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

The market value of Siemens Energy Ag is measured differently than its book value, which is the value of Siemens that is recorded on the company's balance sheet. Investors also form their own opinion of Siemens Energy's value that differs from its market value or its book value, called intrinsic value, which is Siemens Energy's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Siemens Energy's market value can be influenced by many factors that don't directly affect Siemens Energy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Siemens Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine Siemens Energy value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Siemens Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.