Boxed Inc Volatility
| BOXWQDelisted Stock | 0.0001 0.00 0.00% |
We have found eighteen technical indicators for Boxed Inc, which you can use to evaluate the volatility of the firm. Please confirm Boxed's Mean Deviation of 45.18, standard deviation of 84.09, and Risk Adjusted Performance of 0.0584 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.
Boxed |
Boxed Pink Sheet 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 Boxed daily returns, and it is calculated using variance and standard deviation. We also use Boxed's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Boxed volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Boxed 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 Boxed at lower prices. For example, an investor can purchase Boxed 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 Boxed'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.
Boxed Market Sensitivity And Downside Risk
Boxed's beta coefficient measures the volatility of Boxed pink sheet 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 Boxed pink sheet's returns against your selected market. In other words, Boxed's beta of 10.91 provides an investor with an approximation of how much risk Boxed pink sheet can potentially add to one of your existing portfolios. Boxed Inc is displaying above-average volatility over the selected time horizon. Boxed Inc appears to be a penny stock. Although Boxed Inc may be, in fact, a solid short-term or long term investment, many penny pink sheets 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 Boxed Inc 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 Boxed instrument if you perfectly time your entry and exit. However, remember that penny pink sheets 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 Boxed Inc Demand TrendCheck current 90 days Boxed correlation with market (Dow Jones Industrial)Boxed Beta |
Boxed 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 Boxed's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Boxed's daily returns or price. Since the actual investment returns on holding a position in boxed pink sheet 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 Boxed.
Boxed Inc Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Boxed pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Boxed's price changes. Investors will then calculate the volatility of Boxed's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet 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 Boxed's volatility:
Historical Volatility
This type of pink sheet volatility measures Boxed's fluctuations based on previous trends. It's commonly used to predict Boxed's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Boxed's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Boxed's to be redeemed at a future date.Transformation |
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Boxed Projected Return Density Against Market
Assuming the 90 days horizon the pink sheet has the beta coefficient of 10.9063 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Boxed 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 Boxed or Boxed 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 Boxed's price will be affected by overall pink sheet 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 Boxed pink sheet'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.
Boxed Inc has an alpha of 4.0297, implying that it can generate a 4.03 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Boxed Price Volatility?
Several factors can influence a pink sheet'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.Boxed Pink Sheet Return Volatility
Boxed historical daily return volatility represents how much of Boxed pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise shows 0.0% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7777% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Boxed Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than Boxed Inc. 0 percent of all equities and portfolios are less risky than Boxed. You can use Boxed Inc to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Boxed to be traded at 1.0E-4 in 90 days.Average diversification
The correlation between Boxed Inc and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Boxed Inc and DJI in the same portfolio, assuming nothing else is changed.
Boxed Additional Risk Indicators
The analysis of Boxed'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 Boxed's investment and either accepting that risk or mitigating it. Along with some common measures of Boxed pink sheet'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 | 0.0584 | |||
| Market Risk Adjusted Performance | 0.4981 | |||
| Mean Deviation | 45.18 | |||
| Coefficient Of Variation | 1576.65 | |||
| Standard Deviation | 84.09 | |||
| Variance | 7071.2 | |||
| Information Ratio | 0.0619 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Boxed 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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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 Boxed 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. Boxed'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, Boxed'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 Boxed Inc.
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 housing. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Other Consideration for investing in Boxed Pink Sheet
If you are still planning to invest in Boxed Inc 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 Boxed's history and understand the potential risks before investing.
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