Falcon Gold Corp Stock Volatility
| FGLDF Stock | USD 0.03 0.0002 0.80% |
Falcon Gold appears to be out of control, given 3 months investment horizon. Falcon Gold Corp secures Sharpe Ratio (or Efficiency) of 0.0535, which denotes the company had a 0.0535% return per unit of risk over the last 3 months. By reviewing Falcon Gold's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize Falcon Gold's Coefficient Of Variation of 1932.03, mean deviation of 8.04, and Downside Deviation of 11.57 to check if our risk estimates are consistent with your expectations. Key indicators related to Falcon Gold's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Falcon Gold 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 Falcon daily returns, and it is calculated using variance and standard deviation. We also use Falcon's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Falcon Gold volatility.
Falcon |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Falcon Gold 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 Falcon Gold at lower prices to lower their average cost per share. Similarly, when the prices of Falcon Gold's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Falcon OTC Stock
Falcon Gold Market Sensitivity And Downside Risk
Falcon Gold's beta coefficient measures the volatility of Falcon 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 Falcon otc stock's returns against your selected market. In other words, Falcon Gold's beta of -2.34 provides an investor with an approximation of how much risk Falcon Gold otc stock can potentially add to one of your existing portfolios. Falcon Gold Corp is showing large volatility of returns over the selected time horizon. Falcon Gold Corp is a penny stock. Although Falcon Gold 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 Falcon Gold 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 Falcon 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 Falcon Gold Corp Demand TrendCheck current 90 days Falcon Gold correlation with market (Dow Jones Industrial)Falcon Beta |
Falcon 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 | 11.33 |
It is essential to understand the difference between upside risk (as represented by Falcon Gold's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Falcon Gold's daily returns or price. Since the actual investment returns on holding a position in falcon 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 Falcon Gold.
Falcon Gold Corp OTC Stock Volatility Analysis
Volatility refers to the frequency at which Falcon Gold otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Falcon Gold's price changes. Investors will then calculate the volatility of Falcon Gold'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 Falcon Gold's volatility:
Historical Volatility
This type of otc volatility measures Falcon Gold's fluctuations based on previous trends. It's commonly used to predict Falcon Gold'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 Falcon Gold'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 Falcon Gold'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. Falcon Gold Corp 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.
Falcon Gold Projected Return Density Against Market
Assuming the 90 days horizon Falcon Gold Corp has a beta of -2.3351 . This usually indicates as returns on its benchmark rise, returns on holding Falcon Gold Corp are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Falcon Gold 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 Falcon Gold or Basic Materials 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 Falcon Gold'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 Falcon 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.
Falcon Gold Corp has an alpha of 0.8061, implying that it can generate a 0.81 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Falcon Gold 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.Falcon Gold OTC Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of Falcon Gold is 1869.64. The daily returns are distributed with a variance of 128.4 and standard deviation of 11.33. The mean deviation of Falcon Gold Corp is currently at 8.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.81 | |
β | Beta against Dow Jones | -2.34 | |
σ | Overall volatility | 11.33 | |
Ir | Information ratio | 0.04 |
Falcon Gold OTC Stock Return Volatility
Falcon Gold historical daily return volatility represents how much of Falcon Gold otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 11.3313% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7685% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Falcon Gold Volatility
Volatility is a rate at which the price of Falcon Gold 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 Falcon Gold may increase or decrease. In other words, similar to Falcon's beta indicator, it measures the risk of Falcon Gold and helps estimate the fluctuations that may happen in a short period of time. So if prices of Falcon Gold 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.Falcon Gold Corp. engages in the acquisition and exploration of mineral properties in the Americas. Falcon Gold Corp. was incorporated in 2006 and is headquartered in Vancouver, Canada. FALCON GOLD operates under Gold classification in the United States and is traded on OTC Exchange.
Falcon Gold'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 Falcon OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Falcon Gold's price varies over time.
3 ways to utilize Falcon Gold's volatility to invest better
Higher Falcon Gold's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Falcon Gold 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. Falcon Gold 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 Falcon Gold Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Falcon Gold'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 Falcon Gold's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Falcon Gold Investment Opportunity
Falcon Gold Corp has a volatility of 11.33 and is 14.71 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Falcon Gold Corp is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Falcon Gold Corp to enhance the returns of your portfolios. The otc stock experiences a moderate upward volatility. Check odds of Falcon Gold to be traded at $0.0277 in 90 days.Good diversification
The correlation between Falcon Gold Corp and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Falcon Gold Corp and DJI in the same portfolio, assuming nothing else is changed.
Falcon Gold Additional Risk Indicators
The analysis of Falcon Gold'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 Falcon Gold's investment and either accepting that risk or mitigating it. Along with some common measures of Falcon Gold 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 | 0.0488 | |||
| Market Risk Adjusted Performance | (0.24) | |||
| Mean Deviation | 8.04 | |||
| Semi Deviation | 8.71 | |||
| Downside Deviation | 11.57 | |||
| Coefficient Of Variation | 1932.03 | |||
| Standard Deviation | 11.28 |
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.
Falcon Gold 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 Falcon Gold 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. Falcon Gold'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, Falcon Gold'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 Falcon Gold Corp.
Complementary Tools for Falcon OTC Stock analysis
When running Falcon Gold's price analysis, check to measure Falcon Gold'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 Falcon Gold is operating at the current time. Most of Falcon Gold's value examination focuses on studying past and present price action to predict the probability of Falcon Gold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Falcon Gold's price. Additionally, you may evaluate how the addition of Falcon Gold to your portfolios can decrease your overall portfolio volatility.
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