Chicos Stock Volatility

CHS
 Stock
  

USD 6.05  0.06  0.98%   

Chicos Fas secures Sharpe Ratio (or Efficiency) of -0.005, which signifies that the company had -0.005% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing 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. Chicos Fas exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Chicos Fas risk adjusted performance of 0.0056, and Mean Deviation of 3.06 to double-check the risk estimate we provide.
  
Chicos Fas 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 Chicos daily returns, and it is calculated using variance and standard deviation. We also use Chicos's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Chicos Fas volatility.

720 Days Market Risk

Moderately volatile

Chance of Distress

Below Average

720 Days Economic Sensitivity

Responds to the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Chicos Fas 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 Chicos Fas at lower prices. For example, an investor can purchase Chicos 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 Chicos Fas' 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 Chicos Fas

+0.71AEOAmerican Eagle OutfittersPairCorr
+0.69BURLBurlington StoresPairCorr
+0.72CALContinentalPairCorr

Chicos Fas Market Sensitivity And Downside Risk

Chicos Fas' beta coefficient measures the volatility of Chicos 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 Chicos stock's returns against your selected market. In other words, Chicos Fas's beta of 1.43 provides an investor with an approximation of how much risk Chicos Fas stock can potentially add to one of your existing portfolios.
Chicos Fas exhibits very low volatility with skewness of -0.07 and kurtosis of 1.06. However, we advise investors to further study Chicos Fas 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 Chicos Fas' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Chicos Fas' 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 Chicos Fas Demand Trend
Check current 90 days Chicos Fas correlation with market (DOW)

Chicos Beta

    
  1.43  
Chicos 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

    
  4.07  
It is essential to understand the difference between upside risk (as represented by Chicos Fas's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Chicos Fas' daily returns or price. Since the actual investment returns on holding a position in chicos 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 Chicos Fas.

Using Chicos Put Option to Manage Risk

Put options written on Chicos Fas grant holders of the option the right to sell a specified amount of Chicos Fas 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 Chicos Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Chicos Fas' 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 Chicos Fas will be realized, the loss incurred will be offset by the profits made with the option trade.

Chicos Fas' PUT expiring on 2022-12-16

   Profit   
Share
       Chicos Fas Price At Expiration  

Chicos Fas Stock Volatility Analysis

Volatility refers to the frequency at which Chicos Fas stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Chicos Fas' price changes. Investors will then calculate the volatility of Chicos Fas' 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 Chicos Fas' volatility:

Historical Volatility

This type of stock volatility measures Chicos Fas' fluctuations based on previous trends. It's commonly used to predict Chicos Fas' 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 Chicos Fas' 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 Chicos Fas' 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. Developed by Larry Williams, the Weighted Close is the average of Chicos Fas high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Chicos Fas closing price as input.
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Chicos Fas Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.4314 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, Chicos Fas 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 Chicos Fas or Consumer Cyclical 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 Chicos Fas' 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 Chicos 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. Chicos Fas is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Chicos Fas' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how chicos stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Chicos Fas 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.

Chicos Fas 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 Chicos Fas or Consumer Cyclical 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 Chicos Fas' 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 Chicos 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. Considering the 90-day investment horizon the coefficient of variation of Chicos Fas is -19803.41. The daily returns are distributed with a variance of 16.56 and standard deviation of 4.07. The mean deviation of Chicos Fas is currently at 3.07. For similar time horizon, the selected benchmark (DOW) has volatility of 1.41
α
Alpha over DOW
-0.1
β
Beta against DOW1.43
σ
Overall volatility
4.07
Ir
Information ratio -0.02

Chicos Fas Stock Return Volatility

Chicos Fas historical daily return volatility represents how much of Chicos Fas stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise has volatility of 4.069% on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.374% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Chicos Fas Volatility

Volatility is a rate at which the price of Chicos Fas 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 Chicos Fas may increase or decrease. In other words, similar to Chicos's beta indicator, it measures the risk of Chicos Fas and helps estimate the fluctuations that may happen in a short period of time. So if prices of Chicos Fas 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.
Last ReportedProjected for 2022
Market Capitalization538 M1.6 B

Chicos Fas Investment Opportunity

Chicos Fas has a volatility of 4.07 and is 2.97 times more volatile than DOW. 35  of all equities and portfolios are less risky than Chicos Fas. Compared to the overall equity markets, volatility of historical daily returns of Chicos Fas is lower than 35 () of all global equities and portfolios over the last 90 days. Use Chicos Fas to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a moderate downward daily trend and can be a good diversifier. Check odds of Chicos Fas to be traded at $5.93 in 90 days.

Very weak diversification

The correlation between Chicos Fas and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Chicos Fas and DJI in the same portfolio, assuming nothing else is changed.

Chicos Fas Additional Risk Indicators

The analysis of Chicos Fas' 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 Chicos Fas' investment and either accepting that risk or mitigating it. Along with some common measures of Chicos Fas 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.
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.

Chicos Fas 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 Chicos Fas 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. Chicos Fas' 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, Chicos Fas' 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 Chicos Fas.
Continue to Trending Equities. Note that the Chicos Fas information on this page should be used as a complementary analysis to other Chicos Fas' 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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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When running Chicos Fas price analysis, check to measure Chicos Fas' 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 Chicos Fas is operating at the current time. Most of Chicos Fas' value examination focuses on studying past and present price action to predict the probability of Chicos Fas' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Chicos Fas' price. Additionally, you may evaluate how the addition of Chicos Fas to your portfolios can decrease your overall portfolio volatility.
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Is Chicos Fas' 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 Chicos Fas. If investors know Chicos 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 Chicos Fas 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
0.33
Market Capitalization
756.7 M
Quarterly Revenue Growth YOY
0.14
Return On Assets
0.0796
Return On Equity
42.03
The market value of Chicos Fas is measured differently than its book value, which is the value of Chicos that is recorded on the company's balance sheet. Investors also form their own opinion of Chicos Fas' value that differs from its market value or its book value, called intrinsic value, which is Chicos Fas' 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 Chicos Fas' market value can be influenced by many factors that don't directly affect Chicos Fas' 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 Chicos Fas' value and its price as these two are different measures arrived at by different means. Investors typically determine Chicos Fas value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chicos Fas' 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.