GMTech Inc Volatility
| GMTHDelisted Stock | 0.1 0 1.20% |
We have found thirty technical indicators for GMTech Inc, which you can use to evaluate the volatility of the firm. Please check out GMTech's market risk adjusted performance of (0.99), and Risk Adjusted Performance of 0.096 to validate if the risk estimate we provide is consistent with the expected return of 0.0%.
GMTech |
GMTech 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 GMTech daily returns, and it is calculated using variance and standard deviation. We also use GMTech's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of GMTech volatility.
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of GMTech at lower prices. For example, an investor can purchase GMTech stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes. Main indicators related to GMTech's market risk premium analysis include:
Moving against GMTech Pink Sheet
| 0.72 | GAM | General American Inv | PairCorr |
| 0.68 | TSM | Taiwan Semiconductor | PairCorr |
| 0.67 | EDRVF | EDP Renovaveis | PairCorr |
| 0.66 | MLSPF | Melrose Industries PLC | PairCorr |
| 0.59 | DTE | DTE Energy | PairCorr |
| 0.56 | PSPSF | PSP Swiss Property | PairCorr |
| 0.55 | CLOEF | Cloetta AB ser | PairCorr |
| 0.54 | TKR | Timken Company | PairCorr |
| 0.51 | BHPLF | BHP Group Limited | PairCorr |
| 0.51 | SWGAY | Swatch Group AG | PairCorr |
GMTech Market Sensitivity And Downside Risk
GMTech's beta coefficient measures the volatility of GMTech 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 GMTech pink sheet's returns against your selected market. In other words, GMTech's beta of -4.31 provides an investor with an approximation of how much risk GMTech pink sheet can potentially add to one of your existing portfolios. GMTech Inc is showing large volatility of returns over the selected time horizon. GMTech Inc is a penny stock. Although GMTech may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in GMTech Inc. 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 GMTech instrument if you perfectly time your entry and exit. However, remember that penny pink sheets 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 GMTech Inc Demand TrendCheck current 90 days GMTech correlation with market (Dow Jones Industrial)GMTech Volatility and Downside Risk
GMTech 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.
GMTech Inc Pink Sheet Volatility Analysis
Volatility refers to the frequency at which GMTech pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with GMTech's price changes. Investors will then calculate the volatility of GMTech'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 GMTech's volatility:
Historical Volatility
This type of pink sheet volatility measures GMTech's fluctuations based on previous trends. It's commonly used to predict GMTech'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 GMTech'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 GMTech'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.
GMTech Projected Return Density Against Market
Given the investment horizon of 90 days GMTech Inc has a beta of -4.3089 . This usually indicates as returns on its benchmark rise, returns on holding GMTech Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, GMTech 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 GMTech or GMTech 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 GMTech'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 GMTech 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.
Predicted Return Density |
| Returns |
What Drives a GMTech 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.GMTech Pink Sheet Return Volatility
GMTech historical daily return volatility represents how much of GMTech 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 0.765% 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 GMTech Pink Sheet performing well and GMTech 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 GMTech'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CETX | 9.52 | (0.25) | 0.00 | (0.17) | 0.00 | 15.71 | 165.95 | |||
| YAAS | 3.57 | (0.07) | 0.00 | (0.07) | 0.00 | 5.47 | 53.68 | |||
| AMOD | 6.29 | (0.17) | 0.00 | 0.16 | 0.00 | 13.58 | 47.72 | |||
| MSAI | 5.24 | (1.18) | 0.00 | (0.24) | 0.00 | 10.71 | 36.59 | |||
| MYSE | 3.98 | (0.24) | 0.00 | (0.27) | 0.00 | 8.37 | 25.91 | |||
| DTST | 1.78 | (0.07) | 0.00 | (0.08) | 0.00 | 3.55 | 24.27 | |||
| SYTA | 12.04 | 4.68 | 0.87 | (7.02) | 4.11 | 15.38 | 296.98 | |||
| GDEV | 4.93 | (0.16) | 0.00 | (0.39) | 0.00 | 12.02 | 58.11 | |||
| TAOP | 4.93 | (0.59) | 0.00 | (3.96) | 0.00 | 11.26 | 51.37 | |||
| MTEK | 3.77 | 0.37 | 0.09 | 0.18 | 4.51 | 7.45 | 19.38 |
GMTech Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than GMTech Inc. 0 percent of all equities and portfolios are less risky than GMTech. You can use GMTech Inc to protect your portfolios against small market fluctuations. The pink sheet experiences a bearish sentiment with high volatility. Check odds of GMTech to be traded at 0.0958 in 90 days.Excellent diversification
The correlation between GMTech Inc and DJI is -0.53 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GMTech Inc and DJI in the same portfolio, assuming nothing else is changed.
GMTech Additional Risk Indicators
The analysis of GMTech'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 GMTech's investment and either accepting that risk or mitigating it. Along with some common measures of GMTech 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 | 0.096 | |||
| Market Risk Adjusted Performance | (0.99) | |||
| Mean Deviation | 23.33 | |||
| Semi Deviation | 23.13 | |||
| Downside Deviation | 30.88 | |||
| Coefficient Of Variation | 874.79 | |||
| Standard Deviation | 37.9 |
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.
GMTech 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 GMTech 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. GMTech'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, GMTech'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 GMTech Inc.
Check out Risk vs Return Analysis 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 population. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Other Consideration for investing in GMTech Pink Sheet
If you are still planning to invest in GMTech Inc 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 GMTech's history and understand the potential risks before investing.
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