First Tri (Pakistan) Volatility
We have found zero technical indicators for First Tri Star Modaraba, which you can use to evaluate the volatility of the firm.
First |
First Tri 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 First daily returns, and it is calculated using variance and standard deviation. We also use First's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of First Tri volatility.
First Tri Star Stock Volatility Analysis
Volatility refers to the frequency at which First Tri stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with First Tri's price changes. Investors will then calculate the volatility of First Tri's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 First Tri's volatility:
Historical Volatility
This type of stock volatility measures First Tri's fluctuations based on previous trends. It's commonly used to predict First Tri's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for First Tri's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on First Tri's to be redeemed at a future date.Transformation |
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
First Tri Projected Return Density Against Market
Assuming the 90 days trading horizon First Tri has a beta that is very close to zero . This usually indicates the returns on DOW JONES INDUSTRIAL and First Tri do not appear to be sensitive.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 First Tri or First 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 First Tri's price will be affected by overall 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 First stock'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.
It does not look like First Tri's alpha can have any bearing on the current valuation. Predicted Return Density |
| Returns |
What Drives a First Tri Price Volatility?
Several factors can influence a stock'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.First Tri Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of First Tri is 0.0. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of First Tri Star Modaraba is currently at 0.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 0.00 | |
Ir | Information ratio | 0.00 |
First Tri Stock Return Volatility
First Tri historical daily return volatility represents how much of First Tri stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 0.0% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7366% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
First Tri Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.74 and is 9.223372036854776E16 times more volatile than First Tri Star Modaraba. 0 percent of all equities and portfolios are less risky than First Tri. You can use First Tri Star Modaraba to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of First Tri to be traded at 19.74 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
First Tri 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.
| Microsoft vs. First Tri | ||
| Walker Dunlop vs. First Tri | ||
| Citigroup vs. First Tri | ||
| NVIDIA vs. First Tri | ||
| Ford vs. First Tri | ||
| Bank of America vs. First Tri | ||
| SentinelOne vs. First Tri | ||
| Salesforce vs. First Tri |
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 First Tri 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. First Tri'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, First Tri'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 First Tri Star Modaraba.
Complementary Tools for First Stock analysis
When running First Tri's price analysis, check to measure First Tri'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 First Tri is operating at the current time. Most of First Tri's value examination focuses on studying past and present price action to predict the probability of First Tri's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move First Tri's price. Additionally, you may evaluate how the addition of First Tri to your portfolios can decrease your overall portfolio volatility.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |