American Biltrite Stock Volatility
| ABLT Stock | USD 99.99 0.00 0.00% |
American Biltrite keeps a minimal volatility profile over the selected analytical period. American Biltrite reports a Sharpe Ratio (Efficiency) of 0.13, implying constructive risk-adjusted performance over the last 3 months. The present risk profile is informed by 17 technical indicators.
Sharpe Ratio = 0.1282
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| Small Returns | ABLT | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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American Biltrite's financial profile includes a Market Risk Adjusted Performance of -0.3%, a Risk of 5.33, and a Risk Adjusted Performance of 0.1%. Based on moving average positioning, American Biltrite is functioning near 10% of its previously observed return span. Portfolio interaction determines incremental risk-adjusted impact.
Key indicators related to American Biltrite's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Comparing American Biltrite's current volatility against its historical average helps investors identify whether American Biltrite is in a period of elevated or suppressed risk. Elevated volatility often coincides with uncertainty about earnings, regulatory changes, or macro conditions.
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American Biltrite Volatility Strategy
American Biltrite fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 5.33% with a beta coefficient of -1.37, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.13, evaluates return per unit of total risk. An alpha value of 0.46 reflects performance relative to systematic market exposure. Expected return estimates near 0.68% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Analyst revisions may increase short-term dispersion.
Main indicators related to American Biltrite's market risk premium analysis include:
Beta -1.37 | Alpha 0.46 | Risk 5.33 | Sharpe Ratio 0.13 | Expected Return 0.68 |
Moving together with American Pink Sheet
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| 0.84 | PFE | Pfizer Inc Aggressive Push | PairCorr |
| 0.83 | XOM | Exxon Mobil Corp | PairCorr |
| 0.82 | CVX | Chevron Corp | PairCorr |
| 0.83 | DD | Dupont De Nemours | PairCorr |
| 0.86 | CAT | Caterpillar | PairCorr |
| 0.88 | KO | Coca Cola | PairCorr |
| 0.92 | T | ATT Inc | PairCorr |
| 0.8 | WMT | Walmart Common Stock | PairCorr |
| 0.92 | VZ | Verizon Communications | PairCorr |
Moving against American Pink Sheet
| 0.86 | MSFT | Microsoft | PairCorr |
| 0.78 | PCTTW | PureCycle Technologies | PairCorr |
| 0.75 | DIS | Walt Disney | PairCorr |
| 0.69 | GCMGW | GCM Grosvenor | PairCorr |
| 0.67 | ADVWW | Advantage Solutions | PairCorr |
| 0.65 | MMSI | Merit Medical Systems | PairCorr |
| 0.59 | HPQ | HP Inc | PairCorr |
| 0.53 | BAC | Bank of America | PairCorr |
| 0.49 | MAPSW | WM Technology | PairCorr |
| 0.48 | JPM | JPMorgan Chase | PairCorr |
American Biltrite Sensitivity To Market
American Biltrite'sMarket sensitivity for American Biltrite is expressed through a beta of -1.37, based on regression between asset returns and market returns. Total price dispersion is near 5.33%.American Biltrite price movement reflects recent variability that can be tracked through standard deviation (5.21%) and downside deviation (0.0%). For stocks, volatility is commonly tied to sentiment shifts and revisions in forward expectations.
| α | 0.46 | β | -1.3723 | Check current 90 days American Biltrite correlation with market (Dow Jones Industrial)
American Biltrite Downside Risk
Standard deviation is the primary measure of American daily price volatility relative to its mean over a specified period. High values reflect high volatility; low values reflect a stable price pattern.
Standard Deviation | 5.33 |
An important distinction for American Biltrite investors is between standard deviation (total volatility, including upside) and downside deviation, which measures only the risk of loss in American Biltrite's returns. American Biltrite's financial profile includes a Maximum Drawdown of 40.83.
American Biltrite Pink Sheet Volatility Analysis
Tracking American Biltrite volatility helps market participants understand the degree of price uncertainty. Sharp price swings in American Biltrite's pink sheet often accompany major news events, earnings announcements, or macro shifts.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. American Biltrite 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.
American Biltrite Projected Return Density Against Market
Given the investment horizon of 90 days American Biltrite has a beta of -1.3723 . This suggests as returns on its benchmark rise, returns on American Biltrite are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, American Biltrite is expected to outperform its benchmark.American Biltrite combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. American Biltrite's financial profile includes a Mean Deviation of 1.35 and a Standard Deviation of 5.21.
Predicted Return Density |
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What Drives an American Biltrite 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.American Biltrite Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of American Biltrite is 780.12. The daily returns are distributed with a variance of 28.46 and standard deviation of 5.33. The mean deviation of American Biltrite is currently at 1.47. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.46 | |
β | Beta against Dow Jones | -1.3723 | |
σ | Overall volatility | 5.33 | |
Ir | Information ratio | 0.09 |
American Biltrite Pink Sheet Return Volatility
American Biltrite historical daily return volatility represents how much of American Biltrite pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 5.3349% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7724% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
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 American Pink Sheet performing well and American Biltrite 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 American Biltrite'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SAHN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RJDG | 2.61 | 0.00 | 0.00 | 0.00 | 3.34 | 6.56 | 23.52 | |||
| YELLQ | 47.15 | 15.89 | 0.30 | -1.09 | 25.99 | 200.00 | 585.71 | |||
| TESI | 45.91 | 23.63 | 0.00 | -8.96 | 0.00 | 0.00 | 1,471 | |||
| ECEZ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GTLL | 28.24 | 6.80 | 0.13 | -13.62 | 22.20 | 100.00 | 150.00 | |||
| MONI | 5.36 | 0.04 | 0.01 | 0.05 | 6.09 | 11.76 | 29.77 | |||
| BLIS | 16.00 | 2.10 | 0.10 | 3.43 | 15.84 | 33.33 | 158.22 | |||
| CAPC | 11.58 | 2.09 | 0.15 | 0.37 | 11.78 | 29.03 | 72.94 | |||
| LEON | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About American Biltrite Volatility Analysis
Volatility for American Biltrite measures return dispersion and uncertainty over time. Return spread influences portfolio contribution and drawdown risk. American Biltrite has market cap of 14.13 M, P/E of 0.98, ROE of 6.53%.
Unless otherwise specified, financial data for American Biltrite is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
American Biltrite Investment Opportunity
Measured over the selected horizon, American Biltrite carries roughly 6.92 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use American Biltrite to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward fluctuation but is a risky buy. Check odds of American Biltrite to be traded at $98.99 in 90 days.Modest diversification
Across the chosen horizon, ABLT and DJI show a correlation of 0.22 and fall into the Modest diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
American Biltrite Additional Risk Indicators
Risk analysis around American Biltrite becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0809 | |||
| Market Risk Adjusted Performance | -0.34 | |||
| Mean Deviation | 1.35 | |||
| Coefficient Of Variation | 1063.68 | |||
| Standard Deviation | 5.21 | |||
| Variance | 27.18 | |||
| Information Ratio | 0.0945 |
American Biltrite Suggested Diversification Pairs
Pair trading with American Biltrite can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 American Biltrite 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. American Biltrite'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, American Biltrite'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 American Biltrite.
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