Green Shift Commodities Stock Volatility
| GCOM Stock | 0.05 0.02 66.67% |
Green Shift is out of control given 3 months investment horizon. Green Shift Commodities holds Efficiency (Sharpe) Ratio of 0.094, which attests that the entity had a 0.094 % return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.5% are justified by taking the suggested risk. Use Green Shift Commodities Downside Deviation of 25.13, market risk adjusted performance of 0.3888, and Risk Adjusted Performance of 0.06 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.094
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 15.99 actual daily | 96 96% of assets are less volatile |
Expected Return
| 1.5 actual daily | 30 70% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Green Shift is performing at about 7% 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 Green Shift by adding it to a well-diversified portfolio.
Key indicators related to Green Shift's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Green Shift 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 Green daily returns, and it is calculated using variance and standard deviation. We also use Green's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Green Shift volatility.
Green |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Green Shift 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 Green Shift at lower prices. For example, an investor can purchase Green 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 Green Shift'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 Green Shift's market risk premium analysis include:
Beta 2.97 | Alpha 0.8 | Risk 15.99 | Sharpe Ratio 0.094 | Expected Return 1.5 |
Moving against Green Stock
| 0.49 | MFC | Manulife Financial Corp | PairCorr |
| 0.49 | CM | Canadian Imperial Bank | PairCorr |
| 0.48 | BNS | Bank of Nova Scotia | PairCorr |
| 0.4 | ATH | Athabasca Oil Corp | PairCorr |
| 0.35 | AX-UN | Artis Real Estate | PairCorr |
| 0.34 | TD | Toronto Dominion Bank | PairCorr |
| 0.34 | TRP | TC Energy Corp | PairCorr |
Green Shift Market Sensitivity And Downside Risk
Green Shift's beta coefficient measures the volatility of Green 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 Green stock's returns against your selected market. In other words, Green Shift's beta of 2.97 provides an investor with an approximation of how much risk Green Shift stock can potentially add to one of your existing portfolios. Green Shift Commodities is showing large volatility of returns over the selected time horizon. Green Shift Commodities is a penny stock. Although Green Shift may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Green Shift Commodities. 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 Green instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 Green Shift Commodities Demand TrendCheck current 90 days Green Shift correlation with market (Dow Jones Industrial)Green Shift Volatility and Downside Risk
Green 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.
Green Shift Commodities Stock Volatility Analysis
Volatility refers to the frequency at which Green Shift stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Green Shift's price changes. Investors will then calculate the volatility of Green Shift'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 Green Shift's volatility:
Historical Volatility
This type of stock volatility measures Green Shift's fluctuations based on previous trends. It's commonly used to predict Green Shift'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 Green Shift'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 Green Shift'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. Green Shift Commodities 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.
Green Shift Projected Return Density Against Market
Assuming the 90 days trading horizon the stock has the beta coefficient of 2.9738 . 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, Green Shift 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 Green Shift or Metals & Mining 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 Green Shift'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 Green 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.
Green Shift Commodities has an alpha of 0.7989, implying that it can generate a 0.8 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Green Shift 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.Green Shift Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Green Shift is 1064.33. The daily returns are distributed with a variance of 255.81 and standard deviation of 15.99. The mean deviation of Green Shift Commodities is currently at 8.4. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.71
α | Alpha over Dow Jones | 0.80 | |
β | Beta against Dow Jones | 2.97 | |
σ | Overall volatility | 15.99 | |
Ir | Information ratio | 0.06 |
Green Shift Stock Return Volatility
Green Shift historical daily return volatility represents how much of Green Shift stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture assumes 15.9939% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7087% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.08 | -0.47 | 0.67 | 0.48 | NRN | ||
| 0.08 | 0.31 | 0.14 | -0.35 | VLI | ||
| -0.47 | 0.31 | -0.25 | -0.65 | NZP | ||
| 0.67 | 0.14 | -0.25 | 0.17 | RKR | ||
| 0.48 | -0.35 | -0.65 | 0.17 | MQM | ||
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 Green Stock performing well and Green Shift 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 Green Shift'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NRN | 6.99 | 0.55 | 0.03 | 0.41 | 8.05 | 20.00 | 52.50 | |||
| VLI | 4.51 | 0.27 | 0.00 | 0.42 | 0.00 | 0.00 | 83.33 | |||
| NZP | 3.03 | (0.05) | 0.00 | (0.02) | 0.00 | 25.00 | 45.00 | |||
| RKR | 6.18 | 0.33 | 0.02 | 0.54 | 7.17 | 20.00 | 64.77 | |||
| MQM | 7.86 | 1.84 | 0.23 | 0.88 | 6.13 | 17.65 | 53.85 |
About Green Shift Volatility
Volatility is a rate at which the price of Green Shift 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 Green Shift may increase or decrease. In other words, similar to Green's beta indicator, it measures the risk of Green Shift and helps estimate the fluctuations that may happen in a short period of time. So if prices of Green Shift 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.| Last Reported | Projected for Next Year | ||
| Market Cap | 6.6 M | 6.2 M |
Green Shift'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 Green Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Green Shift's price varies over time.
3 ways to utilize Green Shift's volatility to invest better
Higher Green Shift's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Green Shift Commodities 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. Green Shift Commodities 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 Green Shift Commodities investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Green Shift'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 Green Shift's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Green Shift Investment Opportunity
Green Shift Commodities has a volatility of 15.99 and is 22.52 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Green Shift Commodities is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Green Shift Commodities to enhance the returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of Green Shift to be traded at 0.0625 in 90 days.Average diversification
The correlation between Green Shift Commodities 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 Green Shift Commodities and DJI in the same portfolio, assuming nothing else is changed.
Green Shift Additional Risk Indicators
The analysis of Green Shift'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 Green Shift's investment and either accepting that risk or mitigating it. Along with some common measures of Green Shift 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 | 0.06 | |||
| Market Risk Adjusted Performance | 0.3888 | |||
| Mean Deviation | 8.41 | |||
| Semi Deviation | 9.35 | |||
| Downside Deviation | 25.13 | |||
| Coefficient Of Variation | 1401.16 | |||
| Standard Deviation | 15.92 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Green Shift 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.
| Dupont De vs. Green Shift | ||
| Alphabet vs. Green Shift | ||
| Ford vs. Green Shift | ||
| GM vs. Green Shift | ||
| Visa vs. Green Shift | ||
| Microsoft vs. Green Shift | ||
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 Green Shift 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. Green Shift'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, Green Shift'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 Green Shift Commodities.
Additional Tools for Green Stock Analysis
When running Green Shift's price analysis, check to measure Green Shift'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 Green Shift is operating at the current time. Most of Green Shift's value examination focuses on studying past and present price action to predict the probability of Green Shift's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Green Shift's price. Additionally, you may evaluate how the addition of Green Shift to your portfolios can decrease your overall portfolio volatility.