Coastal Carolina Bancshares Stock Volatility
| CCNB Stock | USD 10.95 0.35 3.30% |
At this point, Coastal Carolina is very steady. Coastal Carolina Ban secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Coastal Carolina Bancshares, which you can use to evaluate the volatility of the firm. Please confirm Coastal Carolina's mean deviation of 0.5852, and Risk Adjusted Performance of 0.1486 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Key indicators related to Coastal Carolina's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Coastal Carolina 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 Coastal daily returns, and it is calculated using variance and standard deviation. We also use Coastal's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Coastal Carolina volatility.
Coastal |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Coastal Carolina 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 Coastal Carolina at lower prices to lower their average cost per share. Similarly, when the prices of Coastal Carolina's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Coastal OTC Stock
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| 0.75 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.69 | SGD | Safe and Green | PairCorr |
| 0.61 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.39 | MULN | Mullen Automotive | PairCorr |
| 0.38 | MMM | 3M Company Fiscal Year End 28th of January 2025 | PairCorr |
Coastal Carolina Market Sensitivity And Downside Risk
Coastal Carolina's beta coefficient measures the volatility of Coastal 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 Coastal otc stock's returns against your selected market. In other words, Coastal Carolina's beta of 0.23 provides an investor with an approximation of how much risk Coastal Carolina otc stock can potentially add to one of your existing portfolios. Coastal Carolina Bancshares exhibits relatively low volatility with skewness of 1.61 and kurtosis of 3.4. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Coastal Carolina's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Coastal Carolina's otc stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Coastal Carolina Ban Demand TrendCheck current 90 days Coastal Carolina correlation with market (Dow Jones Industrial)Coastal Beta |
Coastal 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 | 0.86 |
It is essential to understand the difference between upside risk (as represented by Coastal Carolina's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Coastal Carolina's daily returns or price. Since the actual investment returns on holding a position in coastal 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 Coastal Carolina.
Coastal Carolina Ban OTC Stock Volatility Analysis
Volatility refers to the frequency at which Coastal Carolina otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Coastal Carolina's price changes. Investors will then calculate the volatility of Coastal Carolina'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 Coastal Carolina's volatility:
Historical Volatility
This type of otc volatility measures Coastal Carolina's fluctuations based on previous trends. It's commonly used to predict Coastal Carolina'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 Coastal Carolina'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 Coastal Carolina'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. Coastal Carolina Ban 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.
Coastal Carolina Projected Return Density Against Market
Given the investment horizon of 90 days Coastal Carolina has a beta of 0.2341 suggesting as returns on the market go up, Coastal Carolina average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Coastal Carolina Bancshares 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 Coastal Carolina or Banks 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 Coastal Carolina'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 Coastal 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.
Coastal Carolina Bancshares has an alpha of 0.1258, implying that it can generate a 0.13 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Coastal Carolina 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.Coastal Carolina OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Coastal Carolina is 515.62. The daily returns are distributed with a variance of 0.74 and standard deviation of 0.86. The mean deviation of Coastal Carolina Bancshares is currently at 0.59. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.13 | |
β | Beta against Dow Jones | 0.23 | |
σ | Overall volatility | 0.86 | |
Ir | Information ratio | 0.04 |
Coastal Carolina OTC Stock Return Volatility
Coastal Carolina historical daily return volatility represents how much of Coastal Carolina otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 0.859% 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 Coastal Carolina Volatility
Volatility is a rate at which the price of Coastal Carolina 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 Coastal Carolina may increase or decrease. In other words, similar to Coastal's beta indicator, it measures the risk of Coastal Carolina and helps estimate the fluctuations that may happen in a short period of time. So if prices of Coastal Carolina 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.Coastal Carolina Bancshares, Inc. operates as a holding company for Coastal Carolina National Bank, a nationally chartered commercial bank that provides various banking products and services in Horry County, Richland County, Aiken County, and Greenville County, South Carolina. Coastal Carolina Bancshares, Inc. was incorporated in 2008 and is based in Myrtle Beach, South Carolina. Coastal Carolina operates under BanksRegional classification in the United States and is traded on OTC Exchange. It employs 31 people.
Coastal Carolina'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 Coastal OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Coastal Carolina's price varies over time.
3 ways to utilize Coastal Carolina's volatility to invest better
Higher Coastal Carolina's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Coastal Carolina Ban 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. Coastal Carolina Ban 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 Coastal Carolina Ban investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Coastal Carolina'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 Coastal Carolina's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Coastal Carolina Investment Opportunity
Coastal Carolina Bancshares has a volatility of 0.86 and is 1.13 times more volatile than Dow Jones Industrial. 7 percent of all equities and portfolios are less risky than Coastal Carolina. You can use Coastal Carolina Bancshares to enhance the returns of your portfolios. The otc stock experiences an expected bullish sentiment for its category. Check odds of Coastal Carolina to be traded at $13.14 in 90 days.Modest diversification
The correlation between Coastal Carolina Bancshares and DJI is 0.21 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Coastal Carolina Bancshares and DJI in the same portfolio, assuming nothing else is changed.
Coastal Carolina Additional Risk Indicators
The analysis of Coastal Carolina'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 Coastal Carolina's investment and either accepting that risk or mitigating it. Along with some common measures of Coastal Carolina 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 | 0.1486 | |||
| Market Risk Adjusted Performance | 0.6682 | |||
| Mean Deviation | 0.5852 | |||
| Semi Deviation | 0.1243 | |||
| Downside Deviation | 0.6489 | |||
| Coefficient Of Variation | 519.67 | |||
| Standard Deviation | 0.8527 |
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.
Coastal Carolina 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 Coastal Carolina 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. Coastal Carolina'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, Coastal Carolina'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 Coastal Carolina Bancshares.
Complementary Tools for Coastal OTC Stock analysis
When running Coastal Carolina's price analysis, check to measure Coastal Carolina'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 Coastal Carolina is operating at the current time. Most of Coastal Carolina's value examination focuses on studying past and present price action to predict the probability of Coastal Carolina's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Coastal Carolina's price. Additionally, you may evaluate how the addition of Coastal Carolina to your portfolios can decrease your overall portfolio volatility.
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