Atlasclear Holdings Stock Volatility
| ATCH Stock | USD 0.27 0.01 3.85% |
AtlasClear Holdings secures Sharpe Ratio (or Efficiency) of -0.0966, which signifies that the company had a -0.0966 % return per unit of risk over the last 3 months. AtlasClear Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AtlasClear Holdings' Risk Adjusted Performance of (0.03), standard deviation of 7.43, and Mean Deviation of 4.58 to double-check the risk estimate we provide.
Sharpe Ratio = -0.0966
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ATCH |
Based on monthly moving average AtlasClear Holdings is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of AtlasClear Holdings by adding AtlasClear Holdings to a well-diversified portfolio.
Key indicators related to AtlasClear Holdings' volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
AtlasClear Holdings 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 AtlasClear daily returns, and it is calculated using variance and standard deviation. We also use AtlasClear's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of AtlasClear Holdings volatility.
AtlasClear | Build AI portfolio with AtlasClear Stock |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of AtlasClear Holdings at lower prices. For example, an investor can purchase AtlasClear stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes. Main indicators related to AtlasClear Holdings' market risk premium analysis include:
Beta 2.42 | Alpha (0.56) | Risk 5.19 | Sharpe Ratio (0.1) | Expected Return (0.50) |
Moving together with AtlasClear Stock
Moving against AtlasClear Stock
| 0.76 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.75 | MRK | Merck Company Aggressive Push | PairCorr |
| 0.72 | ATI | Allegheny Technologies | PairCorr |
| 0.65 | CSCO | Cisco Systems Sell-off Trend | PairCorr |
| 0.65 | F | Ford Motor Aggressive Push | PairCorr |
| 0.64 | ASXSF | Elysee Development Corp | PairCorr |
| 0.61 | WSFS | WSFS Financial | PairCorr |
| 0.6 | SHG | Shinhan Financial | PairCorr |
| 0.59 | KB | KB Financial Group | PairCorr |
| 0.48 | WF | Woori Financial Group | PairCorr |
AtlasClear Holdings Market Sensitivity And Downside Risk
AtlasClear Holdings' beta coefficient measures the volatility of AtlasClear 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 AtlasClear stock's returns against your selected market. In other words, AtlasClear Holdings's beta of 2.42 provides an investor with an approximation of how much risk AtlasClear Holdings stock can potentially add to one of your existing portfolios. AtlasClear Holdings is displaying above-average volatility over the selected time horizon. AtlasClear Holdings is a potential penny stock. Although AtlasClear Holdings may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in AtlasClear Holdings. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on AtlasClear 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.
| α | -0.56 | β | 2.42 | Check current 90 days AtlasClear Holdings correlation with market (Dow Jones Industrial)
AtlasClear Holdings Volatility and Downside Risk
AtlasClear 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.
AtlasClear Holdings Stock Volatility Analysis
Volatility refers to the frequency at which AtlasClear Holdings stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with AtlasClear Holdings' price changes. Investors will then calculate the volatility of AtlasClear Holdings' 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 AtlasClear Holdings' volatility:
Historical Volatility
This type of stock volatility measures AtlasClear Holdings' fluctuations based on previous trends. It's commonly used to predict AtlasClear Holdings' 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 AtlasClear Holdings' 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 AtlasClear Holdings' 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. AtlasClear Holdings 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.
AtlasClear Holdings Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.4196 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, AtlasClear Holdings 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 AtlasClear Holdings or Communications Equipment 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 AtlasClear Holdings' 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 AtlasClear 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.
AtlasClear Holdings has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives an AtlasClear Holdings 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.AtlasClear Holdings Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of AtlasClear Holdings is -1035.26. The daily returns are distributed with a variance of 26.89 and standard deviation of 5.19. The mean deviation of AtlasClear Holdings is currently at 3.8. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | -0.56 | |
β | Beta against Dow Jones | 2.42 | |
σ | Overall volatility | 5.19 | |
Ir | Information ratio | -0.06 |
AtlasClear Holdings Stock Return Volatility
AtlasClear Holdings historical daily return volatility represents how much of AtlasClear Holdings stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 5.1855% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7018% 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
|
Risk-Adjusted Indicators
There is a big difference between AtlasClear Stock performing well and AtlasClear Holdings 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 AtlasClear Holdings' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| APCX | 8.31 | 1.78 | 0.16 | 20.63 | 7.72 | 23.08 | 95.15 | |||
| OBLG | 5.26 | (0.29) | 0.00 | (0.07) | 0.00 | 10.66 | 37.07 | |||
| SGN | 4.88 | (1.65) | 0.00 | (1.03) | 0.00 | 8.70 | 63.38 | |||
| GITS | 4.73 | (1.25) | 0.00 | (0.88) | 0.00 | 9.33 | 52.78 | |||
| FTFT | 3.83 | (1.88) | 0.00 | (0.41) | 0.00 | 7.28 | 27.28 | |||
| HPAI | 3.36 | 0.21 | 0.02 | (0.52) | 4.13 | 7.14 | 18.92 | |||
| JTAI | 5.89 | (2.48) | 0.00 | (0.56) | 0.00 | 10.17 | 43.24 | |||
| QCLS | 7.96 | 0.28 | 0.06 | 0.16 | 8.15 | 16.03 | 63.27 | |||
| TDTH | 5.83 | (1.28) | 0.00 | (0.18) | 0.00 | 14.89 | 47.25 | |||
| RIME | 5.18 | (1.45) | 0.00 | (0.35) | 0.00 | 11.56 | 54.66 |
About AtlasClear Holdings Volatility
Volatility is a rate at which the price of AtlasClear Holdings 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 AtlasClear Holdings may increase or decrease. In other words, similar to AtlasClear's beta indicator, it measures the risk of AtlasClear Holdings and helps estimate the fluctuations that may happen in a short period of time. So if prices of AtlasClear Holdings 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 | 7.8 M | 8.2 M | |
| Market Cap | 12.1 B | 10.8 B |
AtlasClear Holdings' 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 AtlasClear Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much AtlasClear Holdings' price varies over time.
3 ways to utilize AtlasClear Holdings' volatility to invest better
Higher AtlasClear Holdings' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of AtlasClear Holdings 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. AtlasClear Holdings 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 AtlasClear Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in AtlasClear Holdings' 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 AtlasClear Holdings' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
AtlasClear Holdings Investment Opportunity
AtlasClear Holdings has a volatility of 5.19 and is 7.41 times more volatile than Dow Jones Industrial. 46 percent of all equities and portfolios are less risky than AtlasClear Holdings. You can use AtlasClear Holdings to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of AtlasClear Holdings to be traded at $0.324 in 90 days.Modest diversification
The correlation between AtlasClear Holdings and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding AtlasClear Holdings and DJI in the same portfolio, assuming nothing else is changed.
AtlasClear Holdings Additional Risk Indicators
The analysis of AtlasClear Holdings' 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 AtlasClear Holdings' investment and either accepting that risk or mitigating it. Along with some common measures of AtlasClear Holdings 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 | (0.03) | |||
| Market Risk Adjusted Performance | (0.14) | |||
| Mean Deviation | 4.58 | |||
| Coefficient Of Variation | (2,170) | |||
| Standard Deviation | 7.43 | |||
| Variance | 55.24 | |||
| Information Ratio | (0.06) |
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.
AtlasClear Holdings 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 AtlasClear Holdings 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. AtlasClear Holdings' 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, AtlasClear Holdings' 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 AtlasClear Holdings.
Complementary Tools for AtlasClear Stock analysis
When running AtlasClear Holdings' price analysis, check to measure AtlasClear Holdings' 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 AtlasClear Holdings is operating at the current time. Most of AtlasClear Holdings' value examination focuses on studying past and present price action to predict the probability of AtlasClear Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AtlasClear Holdings' price. Additionally, you may evaluate how the addition of AtlasClear Holdings to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |