Escalon Medical Corp Volatility
| ESMCDelisted Stock | USD 0.06 0.00 0.00% |
We have found nineteen technical indicators for Escalon Medical Corp, which you can use to evaluate the volatility of the firm. Please confirm Escalon Medical's Coefficient Of Variation of (1,698), standard deviation of 9.59, and Mean Deviation of 4.76 to check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Escalon Medical's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Escalon Medical 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 Escalon daily returns, and it is calculated using variance and standard deviation. We also use Escalon's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Escalon Medical volatility.
Escalon |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Escalon Medical 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 Escalon Medical at lower prices to lower their average cost per share. Similarly, when the prices of Escalon Medical's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Escalon OTC Stock
Moving against Escalon OTC Stock
| 0.59 | PEN | Penumbra | PairCorr |
| 0.57 | NXL | Nexalin Technology | PairCorr |
| 0.55 | VREX | Varex Imaging Corp | PairCorr |
| 0.55 | ECOR | Electrocore LLC | PairCorr |
| 0.51 | OM | Outset Medical | PairCorr |
| 0.49 | VMD | Viemed Healthcare | PairCorr |
| 0.48 | XAIR | Beyond Air | PairCorr |
| 0.44 | ELMD | Electromed | PairCorr |
| 0.42 | MYO | Myomo Inc | PairCorr |
Escalon Medical Market Sensitivity And Downside Risk
Escalon Medical's beta coefficient measures the volatility of Escalon 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 Escalon otc stock's returns against your selected market. In other words, Escalon Medical's beta of 0.87 provides an investor with an approximation of how much risk Escalon Medical otc stock can potentially add to one of your existing portfolios. Escalon Medical Corp is displaying above-average volatility over the selected time horizon. Escalon Medical Corp is a penny stock. Although Escalon Medical may be in fact a good investment, many penny otc stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Escalon Medical Corp. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Escalon instrument if you perfectly time your entry and exit. However, remember that penny otcs 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 Escalon Medical Corp Demand TrendCheck current 90 days Escalon Medical correlation with market (Dow Jones Industrial)Escalon Beta |
Escalon 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 Escalon Medical's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Escalon Medical's daily returns or price. Since the actual investment returns on holding a position in escalon 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 Escalon Medical.
Escalon Medical Corp OTC Stock Volatility Analysis
Volatility refers to the frequency at which Escalon Medical otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Escalon Medical's price changes. Investors will then calculate the volatility of Escalon Medical'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 Escalon Medical's volatility:
Historical Volatility
This type of otc volatility measures Escalon Medical's fluctuations based on previous trends. It's commonly used to predict Escalon Medical'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 Escalon Medical'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 Escalon Medical's to be redeemed at a future date.Transformation |
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Escalon Medical Projected Return Density Against Market
Given the investment horizon of 90 days Escalon Medical has a beta of 0.8664 suggesting Escalon Medical Corp market returns are highly-sensitive to returns on the market. As the market goes up or down, Escalon Medical is expected to follow.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 Escalon Medical or Health Care Equipment & Supplies 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 Escalon Medical'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 Escalon 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.
Escalon Medical Corp has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives an Escalon Medical 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.Escalon Medical OTC Stock Return Volatility
Escalon Medical historical daily return volatility represents how much of Escalon Medical otc'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 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Escalon Medical Volatility
Volatility is a rate at which the price of Escalon Medical 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 Escalon Medical may increase or decrease. In other words, similar to Escalon's beta indicator, it measures the risk of Escalon Medical and helps estimate the fluctuations that may happen in a short period of time. So if prices of Escalon Medical 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.Escalon Medical Corp. develops, manufactures, markets, and distributes medical devices and pharmaceuticals in the area of ophthalmology in the United States and internationally. Escalon Medical Corp. was incorporated in 1987 and is based in Wayne, Pennsylvania. Escalon Med operates under Medical Devices classification in the United States and is traded on OTC Exchange. It employs 41 people.
Escalon Medical'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 Escalon OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Escalon Medical's price varies over time.
3 ways to utilize Escalon Medical's volatility to invest better
Higher Escalon Medical's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Escalon Medical Corp 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. Escalon Medical Corp 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 Escalon Medical Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Escalon Medical'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 Escalon Medical's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Escalon Medical Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.74 and is 9.223372036854776E16 times more volatile than Escalon Medical Corp. 0 percent of all equities and portfolios are less risky than Escalon Medical. You can use Escalon Medical Corp to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Escalon Medical to be traded at $0.0594 in 90 days.Significant diversification
The correlation between Escalon Medical Corp and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Escalon Medical Corp and DJI in the same portfolio, assuming nothing else is changed.
Escalon Medical Additional Risk Indicators
The analysis of Escalon Medical'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 Escalon Medical's investment and either accepting that risk or mitigating it. Along with some common measures of Escalon Medical 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 | (0.04) | |||
| Market Risk Adjusted Performance | (0.65) | |||
| Mean Deviation | 4.76 | |||
| Coefficient Of Variation | (1,698) | |||
| Standard Deviation | 9.59 | |||
| Variance | 92.06 | |||
| Information Ratio | (0.07) |
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.
Escalon Medical 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 Escalon Medical 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. Escalon Medical'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, Escalon Medical'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 Escalon Medical Corp.
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Other Consideration for investing in Escalon OTC Stock
If you are still planning to invest in Escalon Medical Corp 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 Escalon Medical's history and understand the potential risks before investing.
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