Com Guardcom Stock Volatility
| CGUD Stock | USD 0 0.0004 50.00% |
Com GuardCom is out of control given 3 months investment horizon. Com GuardCom secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.58% are justified by taking the suggested risk. Use Com GuardCom Risk Adjusted Performance of 0.0861, mean deviation of 7.91, and Downside Deviation of 19.23 to evaluate company specific risk that cannot be diversified away. Key indicators related to Com GuardCom's volatility include:
180 Days Market Risk | Chance Of Distress | 180 Days Economic Sensitivity |
Com GuardCom 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 Com daily returns, and it is calculated using variance and standard deviation. We also use Com's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Com GuardCom volatility.
Com |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Com GuardCom 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 Com GuardCom at lower prices to lower their average cost per share. Similarly, when the prices of Com GuardCom's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Com Pink Sheet
| 0.53 | ULTA | Ulta Beauty | PairCorr |
| 0.48 | AVTBF | Avant Brands | PairCorr |
| 0.44 | IDN | Intellicheck Mobilisa | PairCorr |
| 0.43 | PHAR | Pharming Group NV | PairCorr |
| 0.33 | SKYT | Skywater Technology Tech Boost | PairCorr |
Com GuardCom Market Sensitivity And Downside Risk
Com GuardCom's beta coefficient measures the volatility of Com 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 Com pink sheet's returns against your selected market. In other words, Com GuardCom's beta of -0.13 provides an investor with an approximation of how much risk Com GuardCom pink sheet can potentially add to one of your existing portfolios. Com GuardCom is showing large volatility of returns over the selected time horizon. Com GuardCom is a penny stock. Even though Com GuardCom may be a good instrument to invest, many penny pink sheets are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in Com GuardCom or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Com 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 Com GuardCom Demand TrendCheck current 90 days Com GuardCom correlation with market (Dow Jones Industrial)Com Beta |
Com 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 | 14.52 |
It is essential to understand the difference between upside risk (as represented by Com GuardCom's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Com GuardCom's daily returns or price. Since the actual investment returns on holding a position in com 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 Com GuardCom.
Com GuardCom Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Com GuardCom pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Com GuardCom's price changes. Investors will then calculate the volatility of Com GuardCom'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 Com GuardCom's volatility:
Historical Volatility
This type of pink sheet volatility measures Com GuardCom's fluctuations based on previous trends. It's commonly used to predict Com GuardCom'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 Com GuardCom'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 Com GuardCom'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. The Median Price line plots median indexes of Com GuardCom price series.
Com GuardCom Projected Return Density Against Market
Given the investment horizon of 90 days Com GuardCom has a beta of -0.1325 suggesting as returns on the benchmark increase, returns on holding Com GuardCom are expected to decrease at a much lower rate. During a bear market, however, Com GuardCom is likely to outperform the market.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 Com GuardCom or Software 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 Com GuardCom'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 Com 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.
Com GuardCom has an alpha of 1.5787, implying that it can generate a 1.58 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Com GuardCom 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.Com GuardCom Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Com GuardCom is 919.15. The daily returns are distributed with a variance of 210.74 and standard deviation of 14.52. The mean deviation of Com GuardCom is currently at 7.91. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.7
α | Alpha over Dow Jones | 1.58 | |
β | Beta against Dow Jones | -0.13 | |
σ | Overall volatility | 14.52 | |
Ir | Information ratio | 0.10 |
Com GuardCom Pink Sheet Return Volatility
Com GuardCom historical daily return volatility represents how much of Com GuardCom pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 14.517% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7065% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Com GuardCom Volatility
Volatility is a rate at which the price of Com GuardCom 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 Com GuardCom may increase or decrease. In other words, similar to Com's beta indicator, it measures the risk of Com GuardCom and helps estimate the fluctuations that may happen in a short period of time. So if prices of Com GuardCom 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.Com-Guard.com, Inc. provides software products for security and tracker applications. Com-Guard.com, Inc. was incorporated in 1998 and is based in Encinitas, California. Com Guard operates under SoftwareApplication classification in the United States and is traded on OTC Exchange. It employs 1 people.
Com GuardCom'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 Com Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Com GuardCom's price varies over time.
3 ways to utilize Com GuardCom's volatility to invest better
Higher Com GuardCom's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Com GuardCom 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. Com GuardCom 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 Com GuardCom investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Com GuardCom'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 Com GuardCom's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Com GuardCom Investment Opportunity
Com GuardCom has a volatility of 14.52 and is 20.45 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Com GuardCom is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Com GuardCom to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Com GuardCom to be traded at $0.0015 in 90 days.Good diversification
The correlation between Com GuardCom and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Com GuardCom and DJI in the same portfolio, assuming nothing else is changed.
Com GuardCom Additional Risk Indicators
The analysis of Com GuardCom'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 Com GuardCom's investment and either accepting that risk or mitigating it. Along with some common measures of Com GuardCom 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 | 0.0861 | |||
| Market Risk Adjusted Performance | (11.83) | |||
| Mean Deviation | 7.91 | |||
| Semi Deviation | 7.82 | |||
| Downside Deviation | 19.23 | |||
| Coefficient Of Variation | 919.15 | |||
| Standard Deviation | 14.52 |
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.
Com GuardCom 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 Com GuardCom 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. Com GuardCom'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, Com GuardCom'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 Com GuardCom.
Complementary Tools for Com Pink Sheet analysis
When running Com GuardCom's price analysis, check to measure Com GuardCom'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 Com GuardCom is operating at the current time. Most of Com GuardCom's value examination focuses on studying past and present price action to predict the probability of Com GuardCom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Com GuardCom's price. Additionally, you may evaluate how the addition of Com GuardCom to your portfolios can decrease your overall portfolio volatility.
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