DecisionPoint Systems Volatility
| DPSIDelisted Stock | USD 10.23 0.03 0.29% |
We have found thirty technical indicators for DecisionPoint Systems, which you can use to evaluate the volatility of the firm. Please confirm DecisionPoint Systems' Downside Deviation of 1.15, mean deviation of 1.03, and Semi Deviation of 0.6038 to check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to DecisionPoint Systems' volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
DecisionPoint Systems 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 DecisionPoint daily returns, and it is calculated using variance and standard deviation. We also use DecisionPoint's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of DecisionPoint Systems volatility.
DecisionPoint |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of DecisionPoint Systems at lower prices. For example, an investor can purchase DecisionPoint stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with DecisionPoint Stock
Moving against DecisionPoint Stock
| 0.81 | BKRKY | Bank Rakyat | PairCorr |
| 0.78 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.76 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.74 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.74 | EC | Ecopetrol SA ADR Sell-off Trend | PairCorr |
| 0.72 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.56 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.54 | PFE | Pfizer Inc Aggressive Push | PairCorr |
| 0.44 | PBCRY | Bank Central Asia | PairCorr |
DecisionPoint Systems Market Sensitivity And Downside Risk
DecisionPoint Systems' beta coefficient measures the volatility of DecisionPoint 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 DecisionPoint stock's returns against your selected market. In other words, DecisionPoint Systems's beta of -0.12 provides an investor with an approximation of how much risk DecisionPoint Systems stock can potentially add to one of your existing portfolios. DecisionPoint Systems has relatively low volatility with skewness of 6.87 and kurtosis of 52.46. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure DecisionPoint Systems' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact DecisionPoint Systems' 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 DecisionPoint Systems Demand TrendCheck current 90 days DecisionPoint Systems correlation with market (Dow Jones Industrial)DecisionPoint Beta |
DecisionPoint 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by DecisionPoint Systems's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of DecisionPoint Systems' daily returns or price. Since the actual investment returns on holding a position in decisionpoint 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 DecisionPoint Systems.
DecisionPoint Systems Stock Volatility Analysis
Volatility refers to the frequency at which DecisionPoint Systems delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with DecisionPoint Systems' price changes. Investors will then calculate the volatility of DecisionPoint Systems' 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 DecisionPoint Systems' volatility:
Historical Volatility
This type of delisted stock volatility measures DecisionPoint Systems' fluctuations based on previous trends. It's commonly used to predict DecisionPoint Systems' 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 DecisionPoint Systems' 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 DecisionPoint Systems' to be redeemed at a future date.Transformation |
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DecisionPoint Systems Projected Return Density Against Market
Given the investment horizon of 90 days DecisionPoint Systems has a beta of -0.1222 suggesting as returns on the benchmark increase, returns on holding DecisionPoint Systems are expected to decrease at a much lower rate. During a bear market, however, DecisionPoint Systems 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 DecisionPoint Systems or IT 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 DecisionPoint Systems' 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 DecisionPoint 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.
DecisionPoint Systems has an alpha of 0.2954, implying that it can generate a 0.3 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a DecisionPoint Systems 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.DecisionPoint Systems Stock Return Volatility
DecisionPoint Systems historical daily return volatility represents how much of DecisionPoint Systems delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7502% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About DecisionPoint Systems Volatility
Volatility is a rate at which the price of DecisionPoint Systems 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 DecisionPoint Systems may increase or decrease. In other words, similar to DecisionPoint's beta indicator, it measures the risk of DecisionPoint Systems and helps estimate the fluctuations that may happen in a short period of time. So if prices of DecisionPoint Systems 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.Decisionpoint Systems, Inc. provides and integrates enterprise mobility and wireless applications solutions that delivers improved productivity and operational advantages to its clients by helping to move business decision points closer to its customers. In addition, it provides MobileConductor, a software platform that provides complete in-vehicles solutions VizeTrace, a software platform that manages RFID installations and custom software development services, as well as resells specialized independent software vendors applications. Decisionpoint Systems operates under SoftwareApplication classification in the United States and is traded on AMEX Exchange. It employs 100 people.
DecisionPoint Systems' 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 DecisionPoint Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much DecisionPoint Systems' price varies over time.
3 ways to utilize DecisionPoint Systems' volatility to invest better
Higher DecisionPoint Systems' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of DecisionPoint Systems 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. DecisionPoint Systems 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 DecisionPoint Systems investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in DecisionPoint Systems' 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 DecisionPoint Systems' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
DecisionPoint Systems Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.75 and is 9.223372036854776E16 times more volatile than DecisionPoint Systems. 0 percent of all equities and portfolios are less risky than DecisionPoint Systems. You can use DecisionPoint Systems to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of DecisionPoint Systems to be traded at $10.74 in 90 days.Good diversification
The correlation between DecisionPoint Systems and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding DecisionPoint Systems and DJI in the same portfolio, assuming nothing else is changed.
DecisionPoint Systems Additional Risk Indicators
The analysis of DecisionPoint Systems' 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 DecisionPoint Systems' investment and either accepting that risk or mitigating it. Along with some common measures of DecisionPoint Systems 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 | 0.077 | |||
| Market Risk Adjusted Performance | (2.28) | |||
| Mean Deviation | 1.03 | |||
| Semi Deviation | 0.6038 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 1101.91 | |||
| Standard Deviation | 3.19 |
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.
DecisionPoint Systems 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 DecisionPoint Systems 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. DecisionPoint Systems' 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, DecisionPoint Systems' 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 DecisionPoint Systems.
Check out Investing Opportunities 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 state. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Other Consideration for investing in DecisionPoint Stock
If you are still planning to invest in DecisionPoint Systems 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 DecisionPoint Systems' history and understand the potential risks before investing.
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