Boostheat (France) Volatility
| ALBOO Stock | 0.0002 0.0002 50.00% |
Boostheat is out of control given 3 months investment horizon. Boostheat secures Sharpe Ratio (or Efficiency) of 0.0826, which signifies that the company had a 0.0826 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.73% are justified by taking the suggested risk. Use Boostheat Downside Deviation of 49.6, risk adjusted performance of 0.0896, and Mean Deviation of 17.43 to evaluate company specific risk that cannot be diversified away.
Boostheat |
Boostheat 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 Boostheat daily returns, and it is calculated using variance and standard deviation. We also use Boostheat's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Boostheat volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Boostheat 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 Boostheat at lower prices. For example, an investor can purchase Boostheat 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 Boostheat'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. Main indicators related to Boostheat's market risk premium analysis include:
Moving against Boostheat Stock
Boostheat Market Sensitivity And Downside Risk
Boostheat's beta coefficient measures the volatility of Boostheat 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 Boostheat stock's returns against your selected market. In other words, Boostheat's beta of -3.64 provides an investor with an approximation of how much risk Boostheat stock can potentially add to one of your existing portfolios. Boostheat is showing large volatility of returns over the selected time horizon. Boostheat appears to be a penny stock. Although Boostheat may be, in fact, a solid short-term or long term investment, many penny stocks are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Boostheat or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Boostheat instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Boostheat Demand TrendCheck current 90 days Boostheat correlation with market (Dow Jones Industrial)Boostheat Volatility and Downside Risk
Boostheat 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.
Boostheat Stock Volatility Analysis
Volatility refers to the frequency at which Boostheat stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Boostheat's price changes. Investors will then calculate the volatility of Boostheat'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 Boostheat's volatility:
Historical Volatility
This type of stock volatility measures Boostheat's fluctuations based on previous trends. It's commonly used to predict Boostheat'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 Boostheat'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 Boostheat'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. Boostheat 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.
Boostheat Projected Return Density Against Market
Assuming the 90 days trading horizon Boostheat has a beta of -3.644 . This suggests as returns on its benchmark rise, returns on holding Boostheat are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Boostheat is expected to outperform its benchmark.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 Boostheat or Boostheat 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 Boostheat'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 Boostheat 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.
Boostheat has an alpha of 3.8267, implying that it can generate a 3.83 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Boostheat 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.Boostheat Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Boostheat is 1210.71. The daily returns are distributed with a variance of 1094.26 and standard deviation of 33.08. The mean deviation of Boostheat is currently at 15.95. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.75
α | Alpha over Dow Jones | 3.83 | |
β | Beta against Dow Jones | -3.64 | |
σ | Overall volatility | 33.08 | |
Ir | Information ratio | 0.10 |
Boostheat Stock Return Volatility
Boostheat historical daily return volatility represents how much of Boostheat stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise accepts 33.0796% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7102% volatility on return distribution over the 90 days 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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Boostheat Stock performing well and Boostheat 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 Boostheat'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| STMPA | 1.69 | (0.05) | (0.02) | 0.03 | 2.98 | 4.46 | 18.74 | |||
| MLCHE | 0.52 | 0.00 | 0.00 | 0.09 | 0.00 | 1.69 | 9.10 | |||
| ALESE | 1.51 | (0.07) | 0.00 | (0.38) | 0.00 | 2.56 | 12.05 | |||
| VIE | 0.76 | 0.03 | (0.06) | (1.39) | 0.95 | 1.41 | 3.42 | |||
| ACA | 0.77 | 0.08 | 0.01 | 0.41 | 1.16 | 1.54 | 6.24 | |||
| ALSEM | 1.75 | 0.36 | 0.12 | 63.80 | 1.76 | 3.83 | 9.83 | |||
| ALBFR | 1.47 | (0.14) | 0.00 | (1.35) | 0.00 | 3.60 | 9.22 | |||
| GPE | 0.95 | 0.11 | (0.02) | (0.10) | 1.04 | 1.94 | 7.07 |
Boostheat Investment Opportunity
Boostheat has a volatility of 33.08 and is 46.59 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Boostheat. You can use Boostheat to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of Boostheat to be traded at 2.0E-4 in 90 days.Good diversification
The correlation between Boostheat and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Boostheat and DJI in the same portfolio, assuming nothing else is changed.
Boostheat Additional Risk Indicators
The analysis of Boostheat'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 Boostheat's investment and either accepting that risk or mitigating it. Along with some common measures of Boostheat 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 | 0.0896 | |||
| Market Risk Adjusted Performance | (0.96) | |||
| Mean Deviation | 17.43 | |||
| Semi Deviation | 17.13 | |||
| Downside Deviation | 49.6 | |||
| Coefficient Of Variation | 937.46 | |||
| Standard Deviation | 33.14 |
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.
Boostheat 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.
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| Dupont De vs. Boostheat | ||
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 Boostheat 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. Boostheat'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, Boostheat'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 Boostheat.
Additional Tools for Boostheat Stock Analysis
When running Boostheat's price analysis, check to measure Boostheat'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 Boostheat is operating at the current time. Most of Boostheat's value examination focuses on studying past and present price action to predict the probability of Boostheat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boostheat's price. Additionally, you may evaluate how the addition of Boostheat to your portfolios can decrease your overall portfolio volatility.