# Sl Green Realty Stock Volatility

SLG Stock | USD 62.98 3.41 5.14% |

SL Green appears to be very steady, given 3 months investment horizon. SL Green Realty retains Efficiency (Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for SL Green, which you can use to evaluate the volatility of the company. Please review SL Green's Mean Deviation of 1.72, risk adjusted performance of 0.132, and Downside Deviation of 1.9 to confirm if our risk estimates are consistent with your expectations.

**Key indicators related to SL Green's volatility include:**30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |

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

SLG |

### ESG Sustainability

While most ESG disclosures are voluntary, SL Green's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to SL Green's managers and investors.Environmental | Governance | Social |

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as SL Green can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of SL Green at lower prices to lower their average cost per share. Similarly, when the prices of SL Green's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.

## Moving together with SLG Stock

0.68 | BDN | Brandywine Realty Trust | PairCorr |

0.94 | BNL | Broadstone Net Lease | PairCorr |

0.92 | BXP | Boston Properties | PairCorr |

0.83 | CUZ | Cousins Properties | PairCorr |

0.79 | DEI | Douglas Emmett | PairCorr |

0.94 | EGP | EastGroup Properties | PairCorr |

## Moving against SLG Stock

0.56 | WHLR | Wheeler Real Estate | PairCorr |

0.52 | PK | Park Hotels Resorts | PairCorr |

0.44 | FSP | Franklin Street Prop | PairCorr |

## SL Green Market Sensitivity And Downside Risk

SL Green's beta coefficient measures the volatility of SLG stock compared to the systematic risk of the entire 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 SLG stock's returns against your selected market. In other words, SL Green's beta of 1.02 provides an investor with an approximation of how much risk SL Green stock can potentially add to one of your existing portfolios. SL Green Realty has relatively low volatility with skewness of 0.38 and kurtosis of 0.51. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure SL Green'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 SL Green'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 financial instruments as prices fall.

3 Months Beta |Analyze SL Green Realty Demand TrendCheck current 90 days SL Green correlation with market (Dow Jones Industrial)## SLG Beta |

SLG 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. 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 | 2.14 |

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

## Using SLG Put Option to Manage Risk

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

### SL Green's PUT expiring on 2024-08-16

Profit |

SL Green Price At Expiration |

### Current SL Green Insurance Chain

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

Put | 2024-08-16 PUT at $70.0 | -0.8874 | 0.0364 | 20 | 2024-08-16 | 5.9 - 9.2 | 7.25 | View |

Put | 2024-08-16 PUT at $67.5 | -0.8735 | 0.0566 | 32 | 2024-08-16 | 3.3 - 6.1 | 2.75 | View |

Put | 2024-08-16 PUT at $65.0 | -0.6004 | 0.0613 | 134 | 2024-08-16 | 3.5 - 3.8 | 2.5 | View |

Put | 2024-08-16 PUT at $62.5 | -0.4459 | 0.06 | 322 | 2024-08-16 | 2.15 - 2.55 | 0.99 | View |

Put | 2024-08-16 PUT at $60.0 | -0.2978 | 0.0531 | 3287 | 2024-08-16 | 1.2 - 1.5 | 1.3 | View |

Put | 2024-08-16 PUT at $57.5 | -0.1867 | 0.0386 | 390 | 2024-08-16 | 0.6 - 0.9 | 0.75 | View |

Put | 2024-08-16 PUT at $55.0 | -0.1082 | 0.0254 | 8121 | 2024-08-16 | 0.3 - 0.75 | 0.4 | View |

Put | 2024-08-16 PUT at $52.5 | -0.0689 | 0.0163 | 1144 | 2024-08-16 | 0.2 - 0.35 | 0.26 | View |

Put | 2024-08-16 PUT at $50.0 | -0.0491 | 0.011 | 381 | 2024-08-16 | 0.0 - 1.0 | 0.2 | View |

Put | 2024-08-16 PUT at $45.0 | -0.0227 | 0.0048 | 224 | 2024-08-16 | 0.05 - 1.25 | 0.1 | View |

Put | 2024-08-16 PUT at $22.5 | -0.005 | 5.0E-4 | 126 | 2024-08-16 | 0.0 - 0.15 | 0.05 | View |

## SL Green Realty Stock Volatility Analysis

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

### Historical Volatility

This type of stock volatility measures SL Green's fluctuations based on previous trends. It's commonly used to predict SL Green'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 SL Green'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 SL Green'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. SL Green Realty 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.

## SL Green Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.0152 . This usually implies SL Green Realty market returns are reactive to returns on the market. As the market goes up or down, SL Green is expected to follow.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 SL Green or Diversified REITs 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 SL Green'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 SLG 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.

SL Green Realty has an alpha of 0.3204, implying that it can generate a 0.32 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a SL Green Price Volatility?

Several factors can influence a stock'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 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.## SL Green Stock Risk Measures

Considering the 90-day investment horizon the coefficient of variation of SL Green is 649.77. The daily returns are distributed with a variance of 4.6 and standard deviation of 2.14. The mean deviation of SL Green Realty is currently at 1.67. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.69

α | Alpha over Dow Jones | 0.32 | |

β | Beta against Dow Jones | 1.02 | |

σ | Overall volatility | 2.14 | |

Ir | Information ratio | 0.15 |

## SL Green Stock Return Volatility

SL Green historical daily return volatility represents how much of SL Green stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company has volatility of**2.1447%**on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.6798% volatility on return distribution over the 90 days horizon.

Performance |

Timeline |

## About SL Green Volatility

Volatility is a rate at which the price of SL Green 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 SL Green may increase or decrease. In other words, similar to SLG's beta indicator, it measures the risk of SL Green and helps estimate the fluctuations that may happen in a short period of time. So if prices of SL Green 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 Reported | Projected for Next Year | ||

Selling And Marketing Expenses | 116 M | 87.2 M | |

Market Cap | 4.2 B | 4 B |

SL Green's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on SLG Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much SL Green's price varies over time.

## 3 ways to utilize SL Green's volatility to invest better

Higher SL Green's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of SL Green Realty stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. SL Green Realty stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of SL Green Realty investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in SL Green's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of SL Green's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

## SL Green Investment Opportunity

SL Green Realty has a volatility of 2.14 and is 3.15 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of SL Green Realty is lower than**19 percent**of all global equities and portfolios over the last 90 days. You can use SL Green Realty to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of SL Green to be traded at $59.83 in 90 days.

### Weak diversification

The correlation between SL Green Realty and DJI is

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

The analysis of SL Green'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 SL Green's investment and either accepting that risk or mitigating it. Along with some common measures of SL Green 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 | 0.132 | |||

Market Risk Adjusted Performance | 0.3931 | |||

Mean Deviation | 1.72 | |||

Semi Deviation | 1.63 | |||

Downside Deviation | 1.9 | |||

Coefficient Of Variation | 549.27 | |||

Standard Deviation | 2.19 |

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.

## SL Green 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 SL Green 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. SL Green'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, SL Green'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 SL Green Realty.

## Complementary Tools for SLG Stock analysis

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

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