CUBA Old Volatility
| CUBADelisted Stock | USD 2.47 0.03 1.20% |
We have found twenty-nine technical indicators for CUBA Old, which you can use to evaluate the volatility of the firm. Please confirm CUBA Old's market risk adjusted performance of (0.22), and Coefficient Of Variation of 3042.69 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.
Sharpe Ratio = 0.0
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Based on monthly moving average CUBA Old 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 CUBA Old by adding CUBA Old to a well-diversified portfolio.
Key indicators related to CUBA Old's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
CUBA Old 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 CUBA daily returns, and it is calculated using variance and standard deviation. We also use CUBA's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of CUBA Old volatility.
CUBA |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as CUBA Old 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 CUBA Old at lower prices to lower their average cost per share. Similarly, when the prices of CUBA Old's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to CUBA Old's market risk premium analysis include:
Beta (0.22) | Alpha 0.0685 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Moving together with CUBA Stock
| 0.68 | NVDA | NVIDIA Sell-off Trend | PairCorr |
Moving against CUBA Stock
CUBA Old Market Sensitivity And Downside Risk
CUBA Old's beta coefficient measures the volatility of CUBA 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 CUBA stock's returns against your selected market. In other words, CUBA Old's beta of -0.22 provides an investor with an approximation of how much risk CUBA Old stock can potentially add to one of your existing portfolios. CUBA Old currently demonstrates below-average downside deviation. It has Information Ratio of -0.02 and Jensen Alpha of 0.07. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure CUBA Old's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact CUBA Old's 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 CUBA Old Demand TrendCheck current 90 days CUBA Old correlation with market (Dow Jones Industrial)CUBA Old Volatility and Downside Risk
CUBA 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.
CUBA Old Stock Volatility Analysis
Volatility refers to the frequency at which CUBA Old delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with CUBA Old's price changes. Investors will then calculate the volatility of CUBA Old's stock to predict their future moves. A delisted stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile delisted stock 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 CUBA Old's volatility:
Historical Volatility
This type of delisted stock volatility measures CUBA Old's fluctuations based on previous trends. It's commonly used to predict CUBA Old's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for CUBA Old's current market price. This means that the delisted stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on CUBA Old's to be redeemed at a future date.Transformation |
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CUBA Old Projected Return Density Against Market
Given the investment horizon of 90 days CUBA Old has a beta of -0.2207 suggesting as returns on the benchmark increase, returns on holding CUBA Old are expected to decrease at a much lower rate. During a bear market, however, CUBA Old 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 CUBA Old or Financial Services 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 CUBA Old's price will be affected by overall 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 CUBA delisted stock'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.
CUBA Old has an alpha of 0.0685, implying that it can generate a 0.0685 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
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What Drives a CUBA Old Price Volatility?
Several factors can influence a delisted stock'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.CUBA Old Stock Return Volatility
CUBA Old historical daily return volatility represents how much of CUBA Old delisted stock'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 0.6973% 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 CUBA Stock performing well and CUBA Old 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 CUBA Old'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MXASX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EDFAX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MTQIX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| WTIFX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ICMAX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ICMZX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| OMOIX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SASWX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SSEMX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MFV | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About CUBA Old Volatility
Volatility is a rate at which the price of CUBA Old 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 CUBA Old may increase or decrease. In other words, similar to CUBA's beta indicator, it measures the risk of CUBA Old and helps estimate the fluctuations that may happen in a short period of time. So if prices of CUBA Old 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.The Herzfeld Caribbean Basin Fund Inc. is a closed-ended equity mutual fund launched by Thomas J. The Herzfeld Caribbean Basin Fund Inc. was formed on March 10, 1992 and is domiciled in the United States. Herzfeld Caribbean operates under Asset Management classification in the United States and is traded on NASDAQ Exchange.
CUBA Old'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 CUBA Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much CUBA Old's price varies over time.
3 ways to utilize CUBA Old's volatility to invest better
Higher CUBA Old's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of CUBA Old 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. CUBA Old 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 CUBA Old investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in CUBA Old'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 CUBA Old's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
CUBA Old Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than CUBA Old. 0 percent of all equities and portfolios are less risky than CUBA Old. You can use CUBA Old to protect your portfolios against small market fluctuations. The stock experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of CUBA Old to be traded at $2.4 in 90 days.Good diversification
The correlation between CUBA Old and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CUBA Old and DJI in the same portfolio, assuming nothing else is changed.
CUBA Old Additional Risk Indicators
The analysis of CUBA Old'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 CUBA Old's investment and either accepting that risk or mitigating it. Along with some common measures of CUBA Old 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 | 0.0304 | |||
| Market Risk Adjusted Performance | (0.22) | |||
| Mean Deviation | 1.24 | |||
| Semi Deviation | 1.56 | |||
| Downside Deviation | 2.08 | |||
| Coefficient Of Variation | 3042.69 | |||
| Standard Deviation | 1.82 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar delisted stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
CUBA Old 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 CUBA Old 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. CUBA Old'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, CUBA Old'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 CUBA Old.
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 bureau of labor statistics. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Other Consideration for investing in CUBA Stock
If you are still planning to invest in CUBA Old 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 CUBA Old's history and understand the potential risks before investing.
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