Coin Citadel Stock Volatility
| CCTL Stock | USD 0.0001 0.00 0.00% |
We have found three technical indicators for Coin Citadel, which you can use to evaluate the volatility of the firm.
Sharpe Ratio = 0.0
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Based on monthly moving average Coin Citadel is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Coin Citadel by adding Coin Citadel to a well-diversified portfolio.
Key indicators related to Coin Citadel's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Coin Citadel 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 Coin daily returns, and it is calculated using variance and standard deviation. We also use Coin's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Coin Citadel volatility.
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Coin Citadel Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Coin Citadel pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Coin Citadel's price changes. Investors will then calculate the volatility of Coin Citadel'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 Coin Citadel's volatility:
Historical Volatility
This type of pink sheet volatility measures Coin Citadel's fluctuations based on previous trends. It's commonly used to predict Coin Citadel'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 Coin Citadel'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 Coin Citadel'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. Coin Citadel 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.
Coin Citadel Projected Return Density Against Market
Given the investment horizon of 90 days Coin Citadel has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and Coin Citadel do not appear to be very sensitive.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 Coin Citadel or Specialty Retail 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 Coin Citadel'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 Coin 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.
It does not look like Coin Citadel's alpha can have any bearing on the current valuation. Predicted Return Density |
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What Drives a Coin Citadel 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.Coin Citadel Pink Sheet Return Volatility
Coin Citadel historical daily return volatility represents how much of Coin Citadel pink sheet'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 0.7029% volatility on return distribution over the 90 days horizon. Performance |
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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 Coin Pink Sheet performing well and Coin Citadel Company 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 Coin Citadel's 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 | ||
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| BEGI | 40.90 | 14.46 | 0.26 | 2.21 | 22.85 | 200.00 | 480.00 | |||
| JTBK | 5.05 | 0.01 | 0.00 | 0.04 | 0.00 | 25.00 | 91.67 | |||
| RDWD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GMPW | 12.08 | 3.17 | 0.13 | 2.11 | 10.91 | 56.84 | 165.78 | |||
| MERR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TMLL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| KGRI | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BYSD | 4.05 | 0.94 | 0.08 | 0.95 | 3.85 | 15.73 | 55.58 | |||
| HENI | 6.83 | 1.46 | 0.00 | (0.92) | 0.00 | 0.00 | 128.67 | |||
| MGTI | 38.35 | 15.91 | 0.41 | 2.45 | 19.15 | 100.00 | 405.80 |
About Coin Citadel Volatility
Volatility is a rate at which the price of Coin Citadel 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 Coin Citadel may increase or decrease. In other words, similar to Coin's beta indicator, it measures the risk of Coin Citadel and helps estimate the fluctuations that may happen in a short period of time. So if prices of Coin Citadel 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.Coin Citadel, a digital currency and blockchain investment company, focuses on building, operating, and supporting blockchain technologies. Coin Citadel was incorporated in 1986 and is based in Plattsburgh, New York. COIN CITADEL operates under Capital Markets classification in the United States and is traded on OTC Exchange. It employs 8 people.
Coin Citadel'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 Coin Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Coin Citadel's price varies over time.
3 ways to utilize Coin Citadel's volatility to invest better
Higher Coin Citadel's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Coin Citadel 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. Coin Citadel 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 Coin Citadel investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Coin Citadel'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 Coin Citadel's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Coin Citadel Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Coin Citadel. Compared to the overall equity markets, volatility of historical daily returns of Coin Citadel is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Coin Citadel to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Coin Citadel to be traded at $1.0E-4 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
| GOOG | Alphabet Inc Class C | |
| V | Visa Class A | |
| MSFT | Microsoft | |
| GOOG | Alphabet Inc Class C | |
| GM | General Motors | |
| F | Ford Motor |
Coin Citadel 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.
| Citigroup vs. Coin Citadel | ||
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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 Coin Citadel 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. Coin Citadel'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, Coin Citadel'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 Coin Citadel.
Other Information on Investing in Coin Pink Sheet
Coin Citadel financial ratios help investors to determine whether Coin Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Coin with respect to the benefits of owning Coin Citadel security.