# Ke HoldingsInc Stock Volatility

BEKE | Stock | ## USD 16.43 1.18 6.70% |

We consider Ke HoldingsInc somewhat reliable. Ke HoldingsInc retains Efficiency (Sharpe Ratio) of 0.0208, which conveys that the firm had 0.0208% of return per unit of price deviation over the last 3 months. Our viewpoint regarding estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Ke HoldingsInc, which you can use to evaluate the future volatility of the firm. Please verify Ke HoldingsInc Market Risk Adjusted Performance of 0.0923, mean deviation of 4.23, and Standard Deviation of 5.56 to check out if the risk estimate we provide is consistent with the expected return of 0.12%.

Ke HoldingsInc |

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

### 30 Days Market Risk

### Chance of Distress

### 30 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Ke HoldingsInc 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 Ke HoldingsInc at lower prices. For example, an investor can purchase Ke HoldingsInc 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 Ke HoldingsInc'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 Ke HoldingsInc

## Ke HoldingsInc Market Sensitivity And Downside Risk

Ke HoldingsInc's beta coefficient measures the volatility of Ke HoldingsInc 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 Ke HoldingsInc stock's returns against your selected market. In other words, Ke HoldingsInc's beta of 1.27 provides an investor with an approximation of how much risk Ke HoldingsInc stock can potentially add to one of your existing portfolios.

Ke HoldingsInc exhibits above-average semi-deviation for your current time horizon. We encourage investors to investigate Ke HoldingsInc individually to make sure intended market timing strategies and available technical indicators are consistent with their estimates about Ke HoldingsInc future systematic risk. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Ke HoldingsInc's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Ke HoldingsInc's 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 Ke HoldingsInc Demand TrendCheck current 90 days Ke HoldingsInc correlation with market (NYSE Composite)## Ke HoldingsInc Beta |

Ke HoldingsInc 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 | 5.6 |

It is essential to understand the difference between upside risk (as represented by Ke HoldingsInc's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Ke HoldingsInc's daily returns or price. Since the actual investment returns on holding a position in ke holdingsinc 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 Ke HoldingsInc.

## Using Ke HoldingsInc Put Option to Manage Risk

Put options written on Ke HoldingsInc grant holders of the option the right to sell a specified amount of Ke HoldingsInc at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Ke HoldingsInc Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Ke HoldingsInc's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Ke HoldingsInc will be realized, the loss incurred will be offset by the profits made with the option trade.

### Ke HoldingsInc's PUT expiring on 2022-12-16

Profit |

Share

Ke HoldingsInc Price At Expiration |

### Current Ke HoldingsInc Insurance Chain

Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||

Put | 2022-12-16 PUT at $20.0 | -0.7701 | 0.1117 | 447 | 2022-12-16 | 2.64 - 2.84 | 2.71 | View |

Put | 2022-12-16 PUT at $17.5 | -0.4499 | 0.1406 | 8425 | 2022-12-16 | 1.01 - 1.1 | 1.14 | View |

Put | 2022-12-16 PUT at $15.0 | -0.1552 | 0.0777 | 17936 | 2022-12-16 | 0.23 - 0.27 | 0.27 | View |

Put | 2022-12-16 PUT at $12.5 | -0.0337 | 0.0214 | 19074 | 2022-12-16 | 0.05 - 0.07 | 0.05 | View |

## Ke HoldingsInc Stock Volatility Analysis

Volatility refers to the frequency at which Ke HoldingsInc stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Ke HoldingsInc's price changes. Investors will then calculate the volatility of Ke HoldingsInc's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 Ke HoldingsInc's volatility:

### Historical Volatility

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

This type of volatility provides a positive outlook on future price fluctuations for Ke HoldingsInc's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Ke HoldingsInc'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. Ke HoldingsInc 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..

## Ke HoldingsInc Projected Return Density Against Market

Given the investment horizon of 90 days the stock has the beta coefficient of 1.273 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Ke HoldingsInc 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 Ke HoldingsInc or Real Estate Management & Development 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 Ke HoldingsInc's price will be affected by overall 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 Ke HoldingsInc stock'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. Ke HoldingsInc is significantly underperforming NYSE Composite. Predicted Return Density |

Returns |

## What Drives a Ke HoldingsInc Price Volatility?

Several factors can influence a Stock'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.## Ke HoldingsInc 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 Ke HoldingsInc or Real Estate Management & Development 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 Ke HoldingsInc's price will be affected by overall 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 Ke HoldingsInc stock'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. Given the investment horizon of 90 days the coefficient of variation of Ke HoldingsInc is 4814.72. The daily returns are distributed with a variance of 31.35 and standard deviation of 5.6. The mean deviation of Ke HoldingsInc is currently at 4.22. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.48

α | Alpha over NYSE Composite | -0.02 | |

β | Beta against NYSE Composite | 1.27 | |

σ | Overall volatility | 5.60 | |

Ir | Information ratio | 0.0015 |

## Ke HoldingsInc Stock Return Volatility

Ke HoldingsInc historical daily return volatility represents how much of Ke HoldingsInc stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 5.5991% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 124.8407% volatility on return distribution over the 90 days horizon. Performance (%) |

Timeline |

## About Ke HoldingsInc Volatility

Volatility is a rate at which the price of Ke HoldingsInc 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 Ke HoldingsInc may increase or decrease. In other words, similar to Ke HoldingsInc's beta indicator, it measures the risk of Ke HoldingsInc and helps estimate the fluctuations that may happen in a short period of time. So if prices of Ke HoldingsInc 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.KE Holdings Inc., through its subsidiaries, engages in operating an integrated online and offline platform for housing transactions and services in the Peoples Republic of China. The company was founded in 2001 and is headquartered in Beijing, the Peoples Republic of China. KE Holdings operates under Real Estate Services classification in the United States and is traded on New York Stock Exchange. It employs 102803 people.

## Ke HoldingsInc Investment Opportunity

NYSE Composite has a standard deviation of returns of 124.84 and is 22.29 times more volatile than Ke HoldingsInc.**48**of all equities and portfolios are less risky than Ke HoldingsInc. Compared to the overall equity markets, volatility of historical daily returns of Ke HoldingsInc is lower than

**48 ()**of all global equities and portfolios over the last 90 days. Use Ke HoldingsInc to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a very speculative upward sentiment. Check odds of Ke HoldingsInc to be traded at $15.61 in 90 days.

### Weak diversification

The correlation between Ke HoldingsInc and NYA is

**0.34**(i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Ke HoldingsInc and NYA in the same portfolio, assuming nothing else is changed.## Ke HoldingsInc Additional Risk Indicators

The analysis of Ke HoldingsInc'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 Ke HoldingsInc's investment and either accepting that risk or mitigating it. Along with some common measures of Ke HoldingsInc 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 | 0.0378 | |||

Market Risk Adjusted Performance | 0.0923 | |||

Mean Deviation | 4.23 | |||

Semi Deviation | 5.13 | |||

Downside Deviation | 5.22 | |||

Coefficient Of Variation | 4848.83 | |||

Standard Deviation | 5.56 |

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

## Ke HoldingsInc 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 Ke HoldingsInc 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. Ke HoldingsInc'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, Ke HoldingsInc'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 Ke HoldingsInc.

Continue to Trending Equities. You can also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

## Complementary Tools for analysis

When running Ke HoldingsInc price analysis, check to measure Ke HoldingsInc'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 Ke HoldingsInc is operating at the current time. Most of Ke HoldingsInc's value examination focuses on studying past and present price action to predict the probability of Ke HoldingsInc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ke HoldingsInc's price. Additionally, you may evaluate how the addition of Ke HoldingsInc to your portfolios can decrease your overall portfolio volatility.

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Is Ke HoldingsInc'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 Ke HoldingsInc. If investors know Ke HoldingsInc 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 Ke HoldingsInc listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Quarterly Earnings Growth YOY (0.78) | Market Capitalization 23.7 B | Quarterly Revenue Growth YOY (0.43) | Return On Assets (0.0301) | Return On Equity (0.08) |

The market value of Ke HoldingsInc is measured differently than its book value, which is the value of Ke HoldingsInc that is recorded on the company's balance sheet. Investors also form their own opinion of Ke HoldingsInc's value that differs from its market value or its book value, called intrinsic value, which is Ke HoldingsInc'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 Ke HoldingsInc's market value can be influenced by many factors that don't directly affect Ke HoldingsInc'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 Ke HoldingsInc's value and its price as these two are different measures arrived at by different means. Investors typically determine Ke HoldingsInc value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ke HoldingsInc'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.