Image Protect Stock Volatility

IMTL Stock  USD 0.0001  0.0001  50.00%   
Image Protect is out of control given 3 months investment horizon. Image Protect holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for nineteen different technical indicators, which can help you to evaluate if expected returns of 16.41% are justified by taking the suggested risk. Use Image Protect Standard Deviation of 23.91, market risk adjusted performance of (1.13), and Risk Adjusted Performance of 0.0822 to evaluate company specific risk that cannot be diversified away. Key indicators related to Image Protect's volatility include:
720 Days Market Risk
Chance Of Distress
720 Days Economic Sensitivity
Image Protect 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 Image daily returns, and it is calculated using variance and standard deviation. We also use Image's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Image Protect 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 Image Protect at lower prices. For example, an investor can purchase Image 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.

Moving together with Image Pink Sheet

  0.71SAP SAP SE ADR Fiscal Year End 28th of January 2025 PairCorr
  0.71SAPGF SAP SEPairCorr

Moving against Image Pink Sheet

  0.63AMIX Autonomix Medical, Common TrendingPairCorr
  0.43VNTN VentureNet CapitalPairCorr

Image Protect Market Sensitivity And Downside Risk

Image Protect's beta coefficient measures the volatility of Image 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 Image pink sheet's returns against your selected market. In other words, Image Protect's beta of -1.98 provides an investor with an approximation of how much risk Image Protect pink sheet can potentially add to one of your existing portfolios. Image Protect is displaying above-average volatility over the selected time horizon. Image Protect appears to be a penny stock. Although Image Protect may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Image Protect or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Image 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 Image Protect Demand Trend
Check current 90 days Image Protect correlation with market (Dow Jones Industrial)

Image Beta

    
  -1.98  
Image 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.

Standard Deviation

    
  127.88  
It is essential to understand the difference between upside risk (as represented by Image Protect's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Image Protect's daily returns or price. Since the actual investment returns on holding a position in image pink sheet tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Image Protect.

Image Protect Pink Sheet Volatility Analysis

Volatility refers to the frequency at which Image Protect pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Image Protect's price changes. Investors will then calculate the volatility of Image Protect'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 Image Protect's volatility:

Historical Volatility

This type of pink sheet volatility measures Image Protect's fluctuations based on previous trends. It's commonly used to predict Image Protect'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 Image Protect'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 Image Protect'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. Image Protect 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.

Image Protect Projected Return Density Against Market

Given the investment horizon of 90 days Image Protect has a beta of -1.9768 . This usually indicates as returns on its benchmark rise, returns on holding Image Protect are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Image Protect 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 Image Protect or Technology 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 Image Protect'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 Image 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.
Image Protect has an alpha of 2.4594, implying that it can generate a 2.46 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Image Protect's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how image pink sheet's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an Image Protect 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.

Image Protect Pink Sheet Risk Measures

Given the investment horizon of 90 days the coefficient of variation of Image Protect is 779.47. The daily returns are distributed with a variance of 16353.55 and standard deviation of 127.88. The mean deviation of Image Protect is currently at 38.57. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α
Alpha over Dow Jones
2.46
β
Beta against Dow Jones-1.98
σ
Overall volatility
127.88
Ir
Information ratio 0.09

Image Protect Pink Sheet Return Volatility

Image Protect historical daily return volatility represents how much of Image Protect pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 127.881% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7685% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Image Protect Volatility

Volatility is a rate at which the price of Image Protect 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 Image Protect may increase or decrease. In other words, similar to Image's beta indicator, it measures the risk of Image Protect and helps estimate the fluctuations that may happen in a short period of time. So if prices of Image Protect 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.
Image Protect, Inc., a tech and media company, focuses on microcap news, information, and disclosures. The company also engages in the crypto, blockchain, and streaming digital assets activities. Image Tech operates under SoftwareApplication classification in the United States and is traded on OTC Exchange. It employs 4 people.
Image Protect'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 Image Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Image Protect's price varies over time.

3 ways to utilize Image Protect's volatility to invest better

Higher Image Protect's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Image Protect 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. Image Protect 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 Image Protect investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Image Protect'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 Image Protect's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Image Protect Investment Opportunity

Image Protect has a volatility of 127.88 and is 166.08 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Image Protect is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Image Protect to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Image Protect to be traded at $1.0E-4 in 90 days.

Good diversification

The correlation between Image Protect and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Image Protect and DJI in the same portfolio, assuming nothing else is changed.

Image Protect Additional Risk Indicators

The analysis of Image Protect'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 Image Protect's investment and either accepting that risk or mitigating it. Along with some common measures of Image Protect 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.
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.

Image Protect 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 Image Protect 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. Image Protect'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, Image Protect'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 Image Protect.

Other Information on Investing in Image Pink Sheet

Image Protect financial ratios help investors to determine whether Image Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Image with respect to the benefits of owning Image Protect security.