Cannabis Sativa Stock Volatility
| CBDS Stock | USD 0.01 0 15.09% |
Cannabis Sativa is out of control given 3 months investment horizon. Cannabis Sativa secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We were able to break down thirty different technical indicators, which can help you to evaluate if expected returns of 2.42% are justified by taking the suggested risk. Use Cannabis Sativa Downside Deviation of 14.51, mean deviation of 13.41, and Risk Adjusted Performance of 0.108 to evaluate company specific risk that cannot be diversified away. Key indicators related to Cannabis Sativa's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Cannabis Sativa 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 Cannabis daily returns, and it is calculated using variance and standard deviation. We also use Cannabis's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Cannabis Sativa volatility.
Cannabis |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Cannabis Sativa 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 Cannabis Sativa at lower prices. For example, an investor can purchase Cannabis 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 Cannabis Sativa'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.
Moving together with Cannabis OTC Stock
Moving against Cannabis OTC Stock
| 0.55 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
| 0.54 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.54 | BKRKY | Bank Rakyat | PairCorr |
| 0.49 | DIT | AMCON Distributing | PairCorr |
| 0.48 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.43 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.42 | PPERY | Bank Mandiri Persero | PairCorr |
Cannabis Sativa Market Sensitivity And Downside Risk
Cannabis Sativa's beta coefficient measures the volatility of Cannabis 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 Cannabis otc stock's returns against your selected market. In other words, Cannabis Sativa's beta of 0.81 provides an investor with an approximation of how much risk Cannabis Sativa otc stock can potentially add to one of your existing portfolios. Cannabis Sativa is showing large volatility of returns over the selected time horizon. Cannabis Sativa is a penny stock. Although Cannabis Sativa 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 Cannabis Sativa. 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 Cannabis 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 Cannabis Sativa Demand TrendCheck current 90 days Cannabis Sativa correlation with market (Dow Jones Industrial)Cannabis Beta |
Cannabis 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 | 17.35 |
It is essential to understand the difference between upside risk (as represented by Cannabis Sativa's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Cannabis Sativa's daily returns or price. Since the actual investment returns on holding a position in cannabis 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 Cannabis Sativa.
Cannabis Sativa OTC Stock Volatility Analysis
Volatility refers to the frequency at which Cannabis Sativa otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Cannabis Sativa's price changes. Investors will then calculate the volatility of Cannabis Sativa'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 Cannabis Sativa's volatility:
Historical Volatility
This type of otc volatility measures Cannabis Sativa's fluctuations based on previous trends. It's commonly used to predict Cannabis Sativa'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 Cannabis Sativa'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 Cannabis Sativa'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. Cannabis Sativa 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.
Cannabis Sativa Projected Return Density Against Market
Given the investment horizon of 90 days Cannabis Sativa has a beta of 0.8092 suggesting as returns on the market go up, Cannabis Sativa average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Cannabis Sativa will be expected to be much smaller as well.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 Cannabis Sativa or Personal Products 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 Cannabis Sativa'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 Cannabis 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.
Cannabis Sativa has an alpha of 2.1152, implying that it can generate a 2.12 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Cannabis Sativa 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.Cannabis Sativa OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Cannabis Sativa is 716.21. The daily returns are distributed with a variance of 301.09 and standard deviation of 17.35. The mean deviation of Cannabis Sativa is currently at 13.44. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 2.12 | |
β | Beta against Dow Jones | 0.81 | |
σ | Overall volatility | 17.35 | |
Ir | Information ratio | 0.12 |
Cannabis Sativa OTC Stock Return Volatility
Cannabis Sativa historical daily return volatility represents how much of Cannabis Sativa otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 17.3521% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7626% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Cannabis Sativa Volatility
Volatility is a rate at which the price of Cannabis Sativa 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 Cannabis Sativa may increase or decrease. In other words, similar to Cannabis's beta indicator, it measures the risk of Cannabis Sativa and helps estimate the fluctuations that may happen in a short period of time. So if prices of Cannabis Sativa 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.Cannabis Sativa, Inc., through its subsidiaries, primarily provides telemedicine online referral services for customers desiring medical marijuana cards in the United States. The company was formerly known as Ultra Sun Corporation and changed its name to Cannabis Sativa, Inc. Cannabis Sativa operates under Health Information Services classification in the United States and is traded on OTC Exchange.
Cannabis Sativa'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 Cannabis OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Cannabis Sativa's price varies over time.
3 ways to utilize Cannabis Sativa's volatility to invest better
Higher Cannabis Sativa's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Cannabis Sativa 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. Cannabis Sativa 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 Cannabis Sativa investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Cannabis Sativa'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 Cannabis Sativa's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Cannabis Sativa Investment Opportunity
Cannabis Sativa has a volatility of 17.35 and is 22.83 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Cannabis Sativa is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Cannabis Sativa to enhance the returns of your portfolios. The otc stock experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Cannabis Sativa to be traded at $0.0153 in 90 days.Significant diversification
The correlation between Cannabis Sativa and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cannabis Sativa and DJI in the same portfolio, assuming nothing else is changed.
Cannabis Sativa Additional Risk Indicators
The analysis of Cannabis Sativa'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 Cannabis Sativa's investment and either accepting that risk or mitigating it. Along with some common measures of Cannabis Sativa 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 | 0.108 | |||
| Market Risk Adjusted Performance | 2.74 | |||
| Mean Deviation | 13.41 | |||
| Semi Deviation | 13.42 | |||
| Downside Deviation | 14.51 | |||
| Coefficient Of Variation | 778.78 | |||
| Standard Deviation | 17.31 |
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.
Cannabis Sativa 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 Cannabis Sativa 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. Cannabis Sativa'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, Cannabis Sativa'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 Cannabis Sativa.
Additional Tools for Cannabis OTC Stock Analysis
When running Cannabis Sativa's price analysis, check to measure Cannabis Sativa'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 Cannabis Sativa is operating at the current time. Most of Cannabis Sativa's value examination focuses on studying past and present price action to predict the probability of Cannabis Sativa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cannabis Sativa's price. Additionally, you may evaluate how the addition of Cannabis Sativa to your portfolios can decrease your overall portfolio volatility.