Green Planet Bio Stock Volatility
| GPLB Stock | USD 0.02 0.00 0.00% |
Green Planet appears to be out of control, given 3 months investment horizon. Green Planet Bio holds Efficiency (Sharpe) Ratio of 0.0634, which attests that the entity had a 0.0634 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Green Planet Bio, which you can use to evaluate the volatility of the firm. Please utilize Green Planet's Standard Deviation of 5.09, risk adjusted performance of 0.042, and Market Risk Adjusted Performance of (0.69) to validate if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.0634
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | GPLB | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Based on monthly moving average Green Planet is performing at about 5% 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 Planet by adding it to a well-diversified portfolio.
Key indicators related to Green Planet's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Green Planet 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 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 Planet volatility.
Green |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Green Planet 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 Green Planet at lower prices to lower their average cost per share. Similarly, when the prices of Green Planet's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to Green Planet's market risk premium analysis include:
Beta (0.29) | Alpha 0.22 | Risk 5.24 | Sharpe Ratio 0.0634 | Expected Return 0.33 |
Moving together with Green Pink Sheet
Moving against Green Pink Sheet
Green Planet Market Sensitivity And Downside Risk
Green Planet's beta coefficient measures the volatility of Green 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 Green pink sheet's returns against your selected market. In other words, Green Planet's beta of -0.29 provides an investor with an approximation of how much risk Green Planet pink sheet can potentially add to one of your existing portfolios. Green Planet Bio exhibits very low volatility with skewness of 5.21 and kurtosis of 44.09. Green Planet Bio is a penny stock. Although Green Planet 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 Green Planet Bio. 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 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 Green Planet Bio Demand TrendCheck current 90 days Green Planet correlation with market (Dow Jones Industrial)Green Planet 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 Planet Bio Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Green Planet pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Green Planet's price changes. Investors will then calculate the volatility of Green Planet'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 Green Planet's volatility:
Historical Volatility
This type of pink sheet volatility measures Green Planet's fluctuations based on previous trends. It's commonly used to predict Green Planet'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 Green Planet'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 Green Planet'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 Planet Bio 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 Planet Projected Return Density Against Market
Given the investment horizon of 90 days Green Planet Bio has a beta of -0.2899 . This usually indicates as returns on the benchmark increase, returns on holding Green Planet are expected to decrease at a much lower rate. During a bear market, however, Green Planet Bio is likely to outperform the market.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 Planet or Other 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 Planet'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 Green 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 Green Planet 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.Green Planet Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Green Planet is 1577.16. The daily returns are distributed with a variance of 27.41 and standard deviation of 5.24. The mean deviation of Green Planet Bio is currently at 1.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 0.22 | |
β | Beta against Dow Jones | -0.29 | |
σ | Overall volatility | 5.24 | |
Ir | Information ratio | 0.03 |
Green Planet Pink Sheet Return Volatility
Green Planet historical daily return volatility represents how much of Green Planet pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 5.2352% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7702% 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
|
Risk-Adjusted Indicators
There is a big difference between Green Pink Sheet performing well and Green Planet 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 Planet'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RAHGF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| NOHO | 31.79 | 14.51 | 0.00 | (100.32) | 0.00 | 0.00 | 1,000.00 | |||
| TGIC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TCNT | 2.05 | 0.88 | 0.00 | 0.42 | 0.00 | 0.00 | 66.67 | |||
| XSVT | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DKGH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GAFL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MAJCQ | 4.54 | 2.14 | 0.00 | 0.71 | 0.00 | 0.00 | 100.00 | |||
| CDIV | 2.88 | (1.29) | 0.00 | 0.47 | 0.00 | 0.00 | 96.67 |
About Green Planet Volatility
Volatility is a rate at which the price of Green Planet 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 Planet may increase or decrease. In other words, similar to Green's beta indicator, it measures the risk of Green Planet and helps estimate the fluctuations that may happen in a short period of time. So if prices of Green Planet 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.3 ways to utilize Green Planet's volatility to invest better
Higher Green Planet'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 Planet Bio 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 Planet Bio 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 Planet Bio investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Green Planet'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 Planet's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Green Planet Investment Opportunity
Green Planet Bio has a volatility of 5.24 and is 6.81 times more volatile than Dow Jones Industrial. 47 percent of all equities and portfolios are less risky than Green Planet. You can use Green Planet Bio to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Green Planet to be traded at $0.0169 in 90 days.Average diversification
The correlation between Green Planet Bio and DJI is 0.18 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Green Planet Bio and DJI in the same portfolio, assuming nothing else is changed.
Green Planet Additional Risk Indicators
The analysis of Green Planet'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 Planet's investment and either accepting that risk or mitigating it. Along with some common measures of Green Planet 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 | 0.042 | |||
| Market Risk Adjusted Performance | (0.69) | |||
| Mean Deviation | 1.12 | |||
| Coefficient Of Variation | 2402.19 | |||
| Standard Deviation | 5.09 | |||
| Variance | 25.96 | |||
| Information Ratio | 0.0279 |
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.
Green Planet 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 Green Planet 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 Planet'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 Planet'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 Planet Bio.
Complementary Tools for Green Pink Sheet analysis
When running Green Planet's price analysis, check to measure Green Planet'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 Planet is operating at the current time. Most of Green Planet's value examination focuses on studying past and present price action to predict the probability of Green Planet'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 Planet's price. Additionally, you may evaluate how the addition of Green Planet to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |