Blue Biofuels Stock Volatility
We have found zero technical indicators for Blue Biofuels, which you can use to evaluate the volatility of the firm.
Blue |
Blue Biofuels 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 Blue daily returns, and it is calculated using variance and standard deviation. We also use Blue's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Blue Biofuels volatility.
Blue Biofuels OTC Stock Volatility Analysis
Volatility refers to the frequency at which Blue Biofuels otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Blue Biofuels' price changes. Investors will then calculate the volatility of Blue Biofuels' 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 Blue Biofuels' volatility:
Historical Volatility
This type of otc volatility measures Blue Biofuels' fluctuations based on previous trends. It's commonly used to predict Blue Biofuels' 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 Blue Biofuels' 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 Blue Biofuels' to be redeemed at a future date.Transformation |
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Blue Biofuels Projected Return Density Against Market
Given the investment horizon of 90 days Blue Biofuels has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and Blue Biofuels do not appear to be reactive.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 Blue Biofuels or Blue 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 Blue Biofuels' 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 Blue 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.
Predicted Return Density |
| Returns |
What Drives a Blue Biofuels 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 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.Blue Biofuels OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Blue Biofuels is 0.0. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Blue Biofuels is currently at 0.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 0.00 | |
Ir | Information ratio | 0.00 |
Blue Biofuels OTC Stock Return Volatility
Blue Biofuels historical daily return volatility represents how much of Blue Biofuels otc'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 0.7258% 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
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Risk-Adjusted Indicators
There is a big difference between Blue OTC Stock performing well and Blue Biofuels OTC Stock 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 Blue Biofuels' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FGPHF | 5.38 | (0.05) | 0.00 | (0.12) | 0.00 | 13.04 | 36.44 | |||
| BLGO | 1.74 | 0.05 | 0.01 | 0.11 | 2.12 | 5.56 | 24.31 | |||
| HPQFF | 3.08 | 0.14 | 0.02 | 0.21 | 3.75 | 7.69 | 22.62 | |||
| CPNFF | 4.82 | 0.97 | 0.14 | 0.94 | 4.30 | 11.76 | 32.50 | |||
| NYRSY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GAYMF | 5.32 | 0.17 | 0.04 | 0.14 | 5.77 | 12.24 | 36.33 | |||
| IOFNF | 2.06 | 0.21 | 0.03 | 0.23 | 2.56 | 8.33 | 21.03 | |||
| TEUTF | 3.76 | 0.84 | 0.17 | 1.04 | 4.08 | 7.84 | 37.60 | |||
| NILIF | 4.09 | 0.73 | 0.18 | 0.45 | 3.55 | 10.00 | 26.19 | |||
| PSRHF | 5.71 | 1.74 | 0.29 | (1.04) | 4.27 | 14.16 | 72.06 |
About Blue Biofuels Volatility
Volatility is a rate at which the price of Blue Biofuels 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 Blue Biofuels may increase or decrease. In other words, similar to Blue's beta indicator, it measures the risk of Blue Biofuels and helps estimate the fluctuations that may happen in a short period of time. So if prices of Blue Biofuels 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.Blue Biofuels, Inc., through its subsidiaries, focuses on technologies in the renewable energy, biofuels, and bioplastics technologies sectors. Blue Biofuels, Inc. was incorporated in 2012 and is based in Palm Beach Gardens, Florida. Blue Biofuels operates under Specialty Chemicals classification in the United States and is traded on OTC Exchange. It employs 7 people.
Blue Biofuels' 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 Blue OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Blue Biofuels' price varies over time.
3 ways to utilize Blue Biofuels' volatility to invest better
Higher Blue Biofuels' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Blue Biofuels 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. Blue Biofuels 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 Blue Biofuels investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Blue Biofuels' 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 Blue Biofuels' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Blue Biofuels Investment Opportunity
Blue Biofuels has a volatility of 4.34 and is 5.95 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Blue Biofuels is lower than 38 percent of all global equities and portfolios over the last 90 days. You can use Blue Biofuels 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 Blue Biofuels to be traded at $0.152 in 90 days.Modest diversification
The correlation between Blue Biofuels and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Blue Biofuels and DJI in the same portfolio, assuming nothing else is changed.
Blue Biofuels Additional Risk Indicators
The analysis of Blue Biofuels' 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 Blue Biofuels' investment and either accepting that risk or mitigating it. Along with some common measures of Blue Biofuels 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 | (0.14) | |||
| Mean Deviation | 3.08 | |||
| Coefficient Of Variation | (4,158) | |||
| Standard Deviation | 4.34 | |||
| Variance | 18.81 | |||
| 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.
Blue Biofuels 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 Blue Biofuels 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. Blue Biofuels' 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, Blue Biofuels' 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 Blue Biofuels.
Complementary Tools for Blue OTC Stock analysis
When running Blue Biofuels' price analysis, check to measure Blue Biofuels' 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 Blue Biofuels is operating at the current time. Most of Blue Biofuels' value examination focuses on studying past and present price action to predict the probability of Blue Biofuels' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blue Biofuels' price. Additionally, you may evaluate how the addition of Blue Biofuels to your portfolios can decrease your overall portfolio volatility.
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