Blockchaink2 Corp Stock Volatility
| BIDCF Stock | USD 0.1 0.01 10.91% |
BlockchainK2 Corp secures Sharpe Ratio (or Efficiency) of -0.0057, which signifies that the company had a -0.0057% return per unit of risk over the last 3 months. BlockchainK2 Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BlockchainK2 Corp's Mean Deviation of 3.74, risk adjusted performance of (0.01), and Standard Deviation of 9.49 to double-check the risk estimate we provide. Key indicators related to BlockchainK2 Corp's volatility include:
480 Days Market Risk | Chance Of Distress | 480 Days Economic Sensitivity |
BlockchainK2 Corp OTC 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 BlockchainK2 daily returns, and it is calculated using variance and standard deviation. We also use BlockchainK2's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BlockchainK2 Corp volatility.
BlockchainK2 |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as BlockchainK2 Corp 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 BlockchainK2 Corp at lower prices to lower their average cost per share. Similarly, when the prices of BlockchainK2 Corp's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against BlockchainK2 OTC Stock
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| 0.67 | MCD | McDonalds Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.67 | CAT | Caterpillar Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.65 | HD | Home Depot | PairCorr |
| 0.57 | GE | GE Aerospace Fiscal Year End 28th of January 2025 | PairCorr |
| 0.54 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.45 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
| 0.42 | VZ | Verizon Communications Aggressive Push | PairCorr |
| 0.36 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
BlockchainK2 Corp Market Sensitivity And Downside Risk
BlockchainK2 Corp's beta coefficient measures the volatility of BlockchainK2 otc 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 BlockchainK2 otc stock's returns against your selected market. In other words, BlockchainK2 Corp's beta of -1.45 provides an investor with an approximation of how much risk BlockchainK2 Corp otc stock can potentially add to one of your existing portfolios. BlockchainK2 Corp is displaying above-average volatility over the selected time horizon. BlockchainK2 Corp is a penny stock. Although BlockchainK2 Corp may be in fact a good investment, many penny otc stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in BlockchainK2 Corp. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on BlockchainK2 instrument if you perfectly time your entry and exit. However, remember that penny otcs 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 BlockchainK2 Corp Demand TrendCheck current 90 days BlockchainK2 Corp correlation with market (Dow Jones Industrial)BlockchainK2 Beta |
BlockchainK2 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 | 9.42 |
It is essential to understand the difference between upside risk (as represented by BlockchainK2 Corp's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of BlockchainK2 Corp's daily returns or price. Since the actual investment returns on holding a position in blockchaink2 otc 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 BlockchainK2 Corp.
BlockchainK2 Corp OTC Stock Volatility Analysis
Volatility refers to the frequency at which BlockchainK2 Corp otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with BlockchainK2 Corp's price changes. Investors will then calculate the volatility of BlockchainK2 Corp's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 BlockchainK2 Corp's volatility:
Historical Volatility
This type of otc volatility measures BlockchainK2 Corp's fluctuations based on previous trends. It's commonly used to predict BlockchainK2 Corp's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for BlockchainK2 Corp's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on BlockchainK2 Corp'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. BlockchainK2 Corp 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.
BlockchainK2 Corp Projected Return Density Against Market
Assuming the 90 days horizon BlockchainK2 Corp has a beta of -1.4527 suggesting as returns on its benchmark rise, returns on holding BlockchainK2 Corp are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, BlockchainK2 Corp 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 BlockchainK2 Corp or Software 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 BlockchainK2 Corp's price will be affected by overall otc 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 BlockchainK2 otc'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.
BlockchainK2 Corp 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 a BlockchainK2 Corp Price Volatility?
Several factors can influence a otc'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.BlockchainK2 Corp OTC Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of BlockchainK2 Corp is -17429.14. The daily returns are distributed with a variance of 88.68 and standard deviation of 9.42. The mean deviation of BlockchainK2 Corp is currently at 3.45. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.09 | |
β | Beta against Dow Jones | -1.45 | |
σ | Overall volatility | 9.42 | |
Ir | Information ratio | -0.04 |
BlockchainK2 Corp OTC Stock Return Volatility
BlockchainK2 Corp historical daily return volatility represents how much of BlockchainK2 Corp otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 9.4168% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7626% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About BlockchainK2 Corp Volatility
Volatility is a rate at which the price of BlockchainK2 Corp 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 BlockchainK2 Corp may increase or decrease. In other words, similar to BlockchainK2's beta indicator, it measures the risk of BlockchainK2 Corp and helps estimate the fluctuations that may happen in a short period of time. So if prices of BlockchainK2 Corp 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.BlockchainK2 Corp. engages in investing in blockchain technology solutions for capital markets and other sectors. The company was formerly known as Africa Hydrocarbons Inc. and changed its name to BlockchainK2 Corp. in May 2018. BLOCKCHAINK2 CORP is traded on OTC Exchange in the United States.
BlockchainK2 Corp'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 BlockchainK2 OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much BlockchainK2 Corp's price varies over time.
3 ways to utilize BlockchainK2 Corp's volatility to invest better
Higher BlockchainK2 Corp's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of BlockchainK2 Corp 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. BlockchainK2 Corp 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 BlockchainK2 Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in BlockchainK2 Corp'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 BlockchainK2 Corp's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
BlockchainK2 Corp Investment Opportunity
BlockchainK2 Corp has a volatility of 9.42 and is 12.39 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of BlockchainK2 Corp is higher than 83 percent of all global equities and portfolios over the last 90 days. You can use BlockchainK2 Corp to protect your portfolios against small market fluctuations. The otc stock experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of BlockchainK2 Corp to be traded at $0.0931 in 90 days.Good diversification
The correlation between BlockchainK2 Corp and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding BlockchainK2 Corp and DJI in the same portfolio, assuming nothing else is changed.
BlockchainK2 Corp Additional Risk Indicators
The analysis of BlockchainK2 Corp'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 BlockchainK2 Corp's investment and either accepting that risk or mitigating it. Along with some common measures of BlockchainK2 Corp otc 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 | (0.01) | |||
| Market Risk Adjusted Performance | 0.1926 | |||
| Mean Deviation | 3.74 | |||
| Coefficient Of Variation | (3,717) | |||
| Standard Deviation | 9.49 | |||
| Variance | 89.98 | |||
| Information Ratio | (0.04) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
BlockchainK2 Corp 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 BlockchainK2 Corp 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. BlockchainK2 Corp'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, BlockchainK2 Corp'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 BlockchainK2 Corp.
Complementary Tools for BlockchainK2 OTC Stock analysis
When running BlockchainK2 Corp's price analysis, check to measure BlockchainK2 Corp'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 BlockchainK2 Corp is operating at the current time. Most of BlockchainK2 Corp's value examination focuses on studying past and present price action to predict the probability of BlockchainK2 Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BlockchainK2 Corp's price. Additionally, you may evaluate how the addition of BlockchainK2 Corp to your portfolios can decrease your overall portfolio volatility.
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