FrankSpeech Network Volatility
| FSBNDelisted Stock | 2.69 0.69 34.50% |
We have found thirty technical indicators for FrankSpeech Network, which you can use to evaluate the volatility of the firm. Please confirm FrankSpeech Network's Semi Deviation of 11.93, downside deviation of 14.2, and Mean Deviation of 10.65 to check if the risk estimate we provide is consistent with the expected return of 0.0%.
FrankSpeech |
FrankSpeech Network 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 FrankSpeech daily returns, and it is calculated using variance and standard deviation. We also use FrankSpeech's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of FrankSpeech Network volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as FrankSpeech Network 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 FrankSpeech Network at lower prices. For example, an investor can purchase FrankSpeech 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 FrankSpeech Network'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 FrankSpeech Network's market risk premium analysis include:
Moving against FrankSpeech Pink Sheet
| 0.63 | AAPL | Apple Inc | PairCorr |
| 0.58 | CSCO | Cisco Systems | PairCorr |
| 0.4 | GOOG | Alphabet Class C | PairCorr |
| 0.38 | MCD | McDonalds | PairCorr |
| 0.35 | BMYMP | Bristol Myers Squibb | PairCorr |
| 0.35 | IBM | International Business | PairCorr |
| 0.34 | WSFS | WSFS Financial | PairCorr |
| 0.32 | DD | Dupont De Nemours | PairCorr |
FrankSpeech Network Market Sensitivity And Downside Risk
FrankSpeech Network's beta coefficient measures the volatility of FrankSpeech 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 FrankSpeech pink sheet's returns against your selected market. In other words, FrankSpeech Network's beta of 2.54 provides an investor with an approximation of how much risk FrankSpeech Network pink sheet can potentially add to one of your existing portfolios. FrankSpeech Network is showing large volatility of returns 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 FrankSpeech Network'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 FrankSpeech Network'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 FrankSpeech Network Demand TrendCheck current 90 days FrankSpeech Network correlation with market (Dow Jones Industrial)FrankSpeech Network Volatility and Downside Risk
FrankSpeech 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.
FrankSpeech Network Pink Sheet Volatility Analysis
Volatility refers to the frequency at which FrankSpeech Network pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with FrankSpeech Network's price changes. Investors will then calculate the volatility of FrankSpeech Network'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 FrankSpeech Network's volatility:
Historical Volatility
This type of pink sheet volatility measures FrankSpeech Network's fluctuations based on previous trends. It's commonly used to predict FrankSpeech Network'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 FrankSpeech Network'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 FrankSpeech Network's to be redeemed at a future date.Transformation |
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FrankSpeech Network Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 2.5354 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, FrankSpeech Network will likely underperform.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 FrankSpeech Network or FrankSpeech 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 FrankSpeech Network'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 FrankSpeech 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.
FrankSpeech Network has an alpha of 1.3293, implying that it can generate a 1.33 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a FrankSpeech Network 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.FrankSpeech Network Pink Sheet Return Volatility
FrankSpeech Network historical daily return volatility represents how much of FrankSpeech Network pink sheet'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 0.7071% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between FrankSpeech Pink Sheet performing well and FrankSpeech Network 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 FrankSpeech Network'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TNGPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| LESAF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IDGBF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FRHHF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GFIZF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TAPCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| KEYR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ANAV | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DTC | 6.90 | (3.50) | 0.00 | 1.43 | 0.00 | 7.78 | 71.41 | |||
| CGROF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
FrankSpeech Network Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.71 and is 9.223372036854776E16 times more volatile than FrankSpeech Network. 0 percent of all equities and portfolios are less risky than FrankSpeech Network. You can use FrankSpeech Network to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of FrankSpeech Network to be traded at 3.36 in 90 days.Average diversification
The correlation between FrankSpeech Network and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FrankSpeech Network and DJI in the same portfolio, assuming nothing else is changed.
FrankSpeech Network Additional Risk Indicators
The analysis of FrankSpeech Network'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 FrankSpeech Network's investment and either accepting that risk or mitigating it. Along with some common measures of FrankSpeech Network 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 | 0.0861 | |||
| Market Risk Adjusted Performance | 0.6083 | |||
| Mean Deviation | 10.65 | |||
| Semi Deviation | 11.93 | |||
| Downside Deviation | 14.2 | |||
| Coefficient Of Variation | 970.19 | |||
| Standard Deviation | 14.81 |
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.
FrankSpeech Network 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 FrankSpeech Network 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. FrankSpeech Network'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, FrankSpeech Network'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 FrankSpeech Network.
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 bureau of labor statistics. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Other Consideration for investing in FrankSpeech Pink Sheet
If you are still planning to invest in FrankSpeech Network 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 FrankSpeech Network's history and understand the potential risks before investing.
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