Axcella Health Volatility
| AXLADelisted Stock | USD 0.20 0.02 11.11% |
We have found twenty-four technical indicators for Axcella Health, which you can use to evaluate the volatility of the firm. Please confirm Axcella Health's mean deviation of 3.96, and Risk Adjusted Performance of (0.12) to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Axcella Health's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Axcella Health 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 Axcella daily returns, and it is calculated using variance and standard deviation. We also use Axcella's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Axcella Health volatility.
Axcella |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Axcella Health 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 Axcella Health at lower prices to lower their average cost per share. Similarly, when the prices of Axcella Health's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Axcella Stock
| 0.64 | TCHH | Trustcash Holdings | PairCorr |
| 0.77 | SHG | Shinhan Financial | PairCorr |
| 0.87 | EC | Ecopetrol SA ADR | PairCorr |
| 0.86 | HYMTF | Hyundai Motor | PairCorr |
Moving against Axcella Stock
| 0.89 | CSCO | Cisco Systems Aggressive Push | PairCorr |
| 0.89 | BAC | Bank of America Fiscal Year End 10th of January 2025 | PairCorr |
| 0.84 | JPM | JPMorgan Chase Fiscal Year End 10th of January 2025 | PairCorr |
| 0.83 | WMT | Walmart Aggressive Push | PairCorr |
| 0.82 | CVX | Chevron Corp Fiscal Year End 7th of February 2025 | PairCorr |
| 0.82 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.79 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
| 0.77 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.72 | HPQ | HP Inc | PairCorr |
Axcella Health Market Sensitivity And Downside Risk
Axcella Health's beta coefficient measures the volatility of Axcella 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 Axcella stock's returns against your selected market. In other words, Axcella Health's beta of -0.65 provides an investor with an approximation of how much risk Axcella Health stock can potentially add to one of your existing portfolios. Axcella Health exhibits very low volatility with skewness of 1.23 and kurtosis of 5.9. Axcella Health is a potential penny stock. Although Axcella Health 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 Axcella Health. 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 Axcella instrument if you perfectly time your entry and exit. However, remember that penny delisted 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 Axcella Health Demand TrendCheck current 90 days Axcella Health correlation with market (Dow Jones Industrial)Axcella Beta |
Axcella 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by Axcella Health's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Axcella Health's daily returns or price. Since the actual investment returns on holding a position in axcella 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 Axcella Health.
Axcella Health Stock Volatility Analysis
Volatility refers to the frequency at which Axcella Health delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Axcella Health's price changes. Investors will then calculate the volatility of Axcella Health's stock to predict their future moves. A delisted 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 delisted 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 Axcella Health's volatility:
Historical Volatility
This type of delisted stock volatility measures Axcella Health's fluctuations based on previous trends. It's commonly used to predict Axcella Health'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 Axcella Health's current market price. This means that the delisted stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Axcella Health's to be redeemed at a future date.Transformation |
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Axcella Health Projected Return Density Against Market
Given the investment horizon of 90 days Axcella Health has a beta of -0.6516 . This suggests as returns on the benchmark increase, returns on holding Axcella Health are expected to decrease at a much lower rate. During a bear market, however, Axcella Health is likely to outperform the market.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 Axcella Health or Biotechnology 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 Axcella Health'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 Axcella delisted 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.
Axcella Health 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 Axcella Health Price Volatility?
Several factors can influence a delisted 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.Axcella Health Stock Return Volatility
Axcella Health historical daily return volatility represents how much of Axcella Health delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7685% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Axcella Health Volatility
Volatility is a rate at which the price of Axcella Health 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 Axcella Health may increase or decrease. In other words, similar to Axcella's beta indicator, it measures the risk of Axcella Health and helps estimate the fluctuations that may happen in a short period of time. So if prices of Axcella Health 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.Axcella Health Inc. operates as a clinical stage biotechnology company in the United States. Axcella Health Inc. was incorporated in 2008 and is based in Cambridge, Massachusetts. Axcella Health operates under Biotechnology classification in the United States and is traded on NASDAQ Exchange. It employs 59 people.
Axcella Health'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 Axcella Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Axcella Health's price varies over time.
3 ways to utilize Axcella Health's volatility to invest better
Higher Axcella Health's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Axcella Health 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. Axcella Health 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 Axcella Health investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Axcella Health'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 Axcella Health's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Axcella Health Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Axcella Health. 0 percent of all equities and portfolios are less risky than Axcella Health. You can use Axcella Health to enhance the returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of Axcella Health to be traded at $0.25 in 90 days.Good diversification
The correlation between Axcella Health and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Axcella Health and DJI in the same portfolio, assuming nothing else is changed.
Axcella Health Additional Risk Indicators
The analysis of Axcella Health'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 Axcella Health's investment and either accepting that risk or mitigating it. Along with some common measures of Axcella Health 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 | (0.12) | |||
| Market Risk Adjusted Performance | 1.5 | |||
| Mean Deviation | 3.96 | |||
| Coefficient Of Variation | (596.43) | |||
| Standard Deviation | 5.73 | |||
| Variance | 32.81 | |||
| Information Ratio | (0.19) |
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 delisted stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Axcella Health 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 Axcella Health 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. Axcella Health'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, Axcella Health'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 Axcella Health.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Other Consideration for investing in Axcella Stock
If you are still planning to invest in Axcella Health check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Axcella Health's history and understand the potential risks before investing.
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