Fast Finance Pay Stock Volatility
| FFPP Stock | USD 40.00 0.00 0.00% |
Fast Finance appears to be somewhat reliable, given 3 months investment horizon. Fast Finance Pay secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. By reviewing Fast Finance's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please utilize Fast Finance's Variance of 39.32, standard deviation of 6.27, and Mean Deviation of 1.52 to check if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.127
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Based on monthly moving average Fast Finance is performing at about 10% of its full potential. 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 Fast Finance by adding it to a well-diversified portfolio.
Key indicators related to Fast Finance's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Fast Finance 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 Fast daily returns, and it is calculated using variance and standard deviation. We also use Fast's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Fast Finance volatility.
Fast |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Fast Finance 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 Fast Finance at lower prices. For example, an investor can purchase Fast 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 Fast Finance'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. Main indicators related to Fast Finance's market risk premium analysis include:
Beta (1.07) | Alpha 0.84 | Risk 6.47 | Sharpe Ratio 0.13 | Expected Return 0.82 |
Moving together with Fast Pink Sheet
| 0.64 | CNOB | ConnectOne Bancorp Earnings Call This Week | PairCorr |
| 0.61 | BKKLY | Bangkok Bank PCL | PairCorr |
| 0.63 | DCI | Donaldson | PairCorr |
Moving against Fast Pink Sheet
| 0.89 | MLGO | MicroAlgo Downward Rally | PairCorr |
| 0.89 | ALAR | Alarum Technologies | PairCorr |
| 0.87 | WRDLY | Worldline SA | PairCorr |
| 0.51 | GRLF | Green Leaf Innovations | PairCorr |
| 0.4 | FSTF | First State Financial | PairCorr |
Fast Finance Market Sensitivity And Downside Risk
Fast Finance's beta coefficient measures the volatility of Fast 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 Fast pink sheet's returns against your selected market. In other words, Fast Finance's beta of -1.07 provides an investor with an approximation of how much risk Fast Finance pink sheet can potentially add to one of your existing portfolios. Fast Finance Pay is displaying above-average volatility over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Fast Finance's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Fast Finance's pink sheet 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 Fast Finance Pay Demand TrendCheck current 90 days Fast Finance correlation with market (Dow Jones Industrial)Fast Finance Volatility and Downside Risk
Fast 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.
Fast Finance Pay Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Fast Finance pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Fast Finance's price changes. Investors will then calculate the volatility of Fast Finance'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 Fast Finance's volatility:
Historical Volatility
This type of pink sheet volatility measures Fast Finance's fluctuations based on previous trends. It's commonly used to predict Fast Finance'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 Fast Finance'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 Fast Finance'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. Fast Finance Pay Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Fast Finance Projected Return Density Against Market
Given the investment horizon of 90 days Fast Finance Pay has a beta of -1.0677 . This usually indicatesMost 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 Fast Finance or Technology 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 Fast Finance'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 Fast 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.
Fast Finance Pay has an alpha of 0.8376, implying that it can generate a 0.84 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Fast Finance 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.Fast Finance Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Fast Finance is 787.4. The daily returns are distributed with a variance of 41.86 and standard deviation of 6.47. The mean deviation of Fast Finance Pay is currently at 1.62. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.84 | |
β | Beta against Dow Jones | -1.07 | |
σ | Overall volatility | 6.47 | |
Ir | Information ratio | 0.11 |
Fast Finance Pink Sheet Return Volatility
Fast Finance historical daily return volatility represents how much of Fast Finance pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 6.4698% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7469% 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 Fast Pink Sheet performing well and Fast Finance 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 Fast Finance'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 | ||
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| TYPMF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ABANF | 0.49 | 0.22 | 0.00 | 4.06 | 0.00 | 0.00 | 16.20 | |||
| SPMYY | 0.69 | 0.07 | 0.00 | (1.09) | 0.00 | 1.62 | 13.92 | |||
| SMTEF | 0.42 | 0.08 | 0.00 | (0.37) | 0.00 | 0.00 | 7.82 | |||
| PXPHF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TCYSF | 0.66 | (0.28) | 0.00 | 3.08 | 0.00 | 0.00 | 11.86 | |||
| CMDXF | 1.40 | (0.18) | 0.00 | (0.13) | 0.00 | 3.01 | 8.69 | |||
| APMRF | 1.58 | 0.69 | 0.00 | (0.75) | 0.00 | 0.00 | 51.21 | |||
| NNFTF | 0.42 | (0.25) | 0.00 | (0.54) | 0.00 | 0.00 | 14.00 | |||
| IVUFF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About Fast Finance Volatility
Volatility is a rate at which the price of Fast Finance 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 Fast Finance may increase or decrease. In other words, similar to Fast's beta indicator, it measures the risk of Fast Finance and helps estimate the fluctuations that may happen in a short period of time. So if prices of Fast Finance 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.3 ways to utilize Fast Finance's volatility to invest better
Higher Fast Finance's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Fast Finance Pay 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. Fast Finance Pay 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 Fast Finance Pay investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Fast Finance'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 Fast Finance's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Fast Finance Investment Opportunity
Fast Finance Pay has a volatility of 6.47 and is 8.63 times more volatile than Dow Jones Industrial. 58 percent of all equities and portfolios are less risky than Fast Finance. You can use Fast Finance Pay to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Fast Finance to be traded at $39.6 in 90 days.Weak diversification
The correlation between Fast Finance Pay and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fast Finance Pay and DJI in the same portfolio, assuming nothing else is changed.
Fast Finance Additional Risk Indicators
The analysis of Fast Finance'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 Fast Finance's investment and either accepting that risk or mitigating it. Along with some common measures of Fast Finance 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 | 0.0992 | |||
| Market Risk Adjusted Performance | (0.70) | |||
| Mean Deviation | 1.52 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 6.27 | |||
| Variance | 39.32 | |||
| Information Ratio | 0.1102 |
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.
Fast Finance 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 Fast Finance 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. Fast Finance'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, Fast Finance'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 Fast Finance Pay.
Additional Tools for Fast Pink Sheet Analysis
When running Fast Finance's price analysis, check to measure Fast Finance'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 Fast Finance is operating at the current time. Most of Fast Finance's value examination focuses on studying past and present price action to predict the probability of Fast Finance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fast Finance's price. Additionally, you may evaluate how the addition of Fast Finance to your portfolios can decrease your overall portfolio volatility.