Exeo Entertainment Stock Volatility
| EXEO Stock | USD 0.0001 0.00 0.00% |
Exeo Entertainment is out of control given 3 months investment horizon. Exeo Entertainment secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We were able to analyze and collect data for sixteen different technical indicators, which can help you to evaluate if expected returns of 12.91% are justified by taking the suggested risk. Use Exeo Entertainment Standard Deviation of 603.62, variance of 364353.2, and Mean Deviation of 146.31 to evaluate company specific risk that cannot be diversified away. Key indicators related to Exeo Entertainment's volatility include:
360 Days Market Risk | Chance Of Distress | 360 Days Economic Sensitivity |
Exeo Entertainment 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 Exeo daily returns, and it is calculated using variance and standard deviation. We also use Exeo's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Exeo Entertainment volatility.
Exeo |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Exeo Entertainment can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Exeo Entertainment at lower prices. For example, an investor can purchase Exeo stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Exeo Entertainment's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving against Exeo OTC Stock
| 0.61 | PPERY | Bank Mandiri Persero | PairCorr |
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| 0.54 | KB | KB Financial Group | PairCorr |
| 0.51 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.51 | AKAM | Akamai Technologies | PairCorr |
| 0.47 | CHACR | Crane Harbor Acquisition | PairCorr |
| 0.47 | RLMD | Relmada Therapeutics | PairCorr |
| 0.43 | BKRKY | Bank Rakyat | PairCorr |
| 0.43 | WF | Woori Financial Group | PairCorr |
Exeo Entertainment Market Sensitivity And Downside Risk
Exeo Entertainment's beta coefficient measures the volatility of Exeo 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 Exeo otc stock's returns against your selected market. In other words, Exeo Entertainment's beta of -98.56 provides an investor with an approximation of how much risk Exeo Entertainment otc stock can potentially add to one of your existing portfolios. Exeo Entertainment is displaying above-average volatility over the selected time horizon. Exeo Entertainment appears to be a penny stock. Although Exeo Entertainment may be, in fact, a solid short-term or long term investment, many penny otc stocks are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Exeo Entertainment or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Exeo 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 Exeo Entertainment Demand TrendCheck current 90 days Exeo Entertainment correlation with market (Dow Jones Industrial)Exeo Beta |
Exeo 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 | 125.15 |
It is essential to understand the difference between upside risk (as represented by Exeo Entertainment's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Exeo Entertainment's daily returns or price. Since the actual investment returns on holding a position in exeo 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 Exeo Entertainment.
Exeo Entertainment OTC Stock Volatility Analysis
Volatility refers to the frequency at which Exeo Entertainment otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Exeo Entertainment's price changes. Investors will then calculate the volatility of Exeo Entertainment'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 Exeo Entertainment's volatility:
Historical Volatility
This type of otc volatility measures Exeo Entertainment's fluctuations based on previous trends. It's commonly used to predict Exeo Entertainment'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 Exeo Entertainment'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 Exeo Entertainment'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 Exeo Entertainment price series.
Exeo Entertainment Projected Return Density Against Market
Given the investment horizon of 90 days Exeo Entertainment has a beta of -98.5596 suggesting as returns on its benchmark rise, returns on holding Exeo Entertainment are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Exeo Entertainment is expected to outperform its benchmark.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 Exeo Entertainment or Household Durables 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 Exeo Entertainment'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 Exeo 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.
Exeo Entertainment has an alpha of 79.213, implying that it can generate a 79.21 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Exeo Entertainment 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.Exeo Entertainment OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Exeo Entertainment is 969.21. The daily returns are distributed with a variance of 15663.16 and standard deviation of 125.15. The mean deviation of Exeo Entertainment is currently at 30.37. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.7
α | Alpha over Dow Jones | 79.21 | |
β | Beta against Dow Jones | -98.56 | |
σ | Overall volatility | 125.15 | |
Ir | Information ratio | 0.12 |
Exeo Entertainment OTC Stock Return Volatility
Exeo Entertainment historical daily return volatility represents how much of Exeo Entertainment otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 125.1525% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7066% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Exeo Entertainment Volatility
Volatility is a rate at which the price of Exeo Entertainment 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 Exeo Entertainment may increase or decrease. In other words, similar to Exeo's beta indicator, it measures the risk of Exeo Entertainment and helps estimate the fluctuations that may happen in a short period of time. So if prices of Exeo Entertainment 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.Exeo Entertainment, Inc. designs, develops, licenses, manufactures, and markets consumer electronics in the video gaming, music, and smart TV sector. Exeo Entertainment, Inc. was incorporated in 2011 and is based in Las Vegas, Nevada. Exeo Entertainment is traded on OTC Exchange in the United States.
Exeo Entertainment'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 Exeo OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Exeo Entertainment's price varies over time.
3 ways to utilize Exeo Entertainment's volatility to invest better
Higher Exeo Entertainment's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Exeo Entertainment 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. Exeo Entertainment 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 Exeo Entertainment investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Exeo Entertainment'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 Exeo Entertainment's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Exeo Entertainment Investment Opportunity
Exeo Entertainment has a volatility of 125.15 and is 176.27 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Exeo Entertainment. You can use Exeo Entertainment to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Exeo Entertainment to be traded at $1.0E-4 in 90 days.Good diversification
The correlation between Exeo Entertainment and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Exeo Entertainment and DJI in the same portfolio, assuming nothing else is changed.
Exeo Entertainment Additional Risk Indicators
The analysis of Exeo Entertainment'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 Exeo Entertainment's investment and either accepting that risk or mitigating it. Along with some common measures of Exeo Entertainment 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 | 0.0934 | |||
| Market Risk Adjusted Performance | (0.72) | |||
| Mean Deviation | 146.31 | |||
| Coefficient Of Variation | 840.6 | |||
| Standard Deviation | 603.62 | |||
| Variance | 364353.2 | |||
| Information Ratio | 0.1188 |
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.
Exeo Entertainment 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 Exeo Entertainment 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. Exeo Entertainment'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, Exeo Entertainment'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 Exeo Entertainment.
Other Information on Investing in Exeo OTC Stock
Exeo Entertainment financial ratios help investors to determine whether Exeo OTC Stock 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 Exeo with respect to the benefits of owning Exeo Entertainment security.