InCapta Volatility
| INCTDelisted Stock | USD 2.51 0.07 2.71% |
InCapta retains Efficiency (Sharpe Ratio) of -0.14, which attests that the entity had a -0.14 % return per unit of return volatility over the last 3 months. InCapta exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out InCapta's Coefficient Of Variation of 812.41, market risk adjusted performance of (15.19), and Downside Deviation of 23.6 to validate the risk estimate we provide. Key indicators related to InCapta's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
InCapta 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 InCapta daily returns, and it is calculated using variance and standard deviation. We also use InCapta's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of InCapta volatility.
InCapta |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as InCapta 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 InCapta at lower prices. For example, an investor can purchase InCapta 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 InCapta'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.
InCapta Market Sensitivity And Downside Risk
InCapta's beta coefficient measures the volatility of InCapta 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 InCapta pink sheet's returns against your selected market. In other words, InCapta's beta of -4985.09 provides an investor with an approximation of how much risk InCapta pink sheet can potentially add to one of your existing portfolios. InCapta is showing large volatility of returns over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure InCapta's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact InCapta's pink sheet price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze InCapta Demand TrendCheck current 90 days InCapta correlation with market (Dow Jones Industrial)InCapta Beta |
InCapta 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 | 11.21 |
It is essential to understand the difference between upside risk (as represented by InCapta's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of InCapta's daily returns or price. Since the actual investment returns on holding a position in incapta 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 InCapta.
InCapta Pink Sheet Volatility Analysis
Volatility refers to the frequency at which InCapta pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with InCapta's price changes. Investors will then calculate the volatility of InCapta'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 InCapta's volatility:
Historical Volatility
This type of pink sheet volatility measures InCapta's fluctuations based on previous trends. It's commonly used to predict InCapta'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 InCapta'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 InCapta's to be redeemed at a future date.Transformation |
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InCapta Projected Return Density Against Market
Given the investment horizon of 90 days InCapta has a beta of -4985.0935 . This usually indicates as returns on its benchmark rise, returns on holding InCapta are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, InCapta 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 InCapta or Communication Services 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 InCapta'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 InCapta 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.
InCapta has an alpha of 75853.4642, implying that it can generate a 75853.46 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an InCapta 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.InCapta Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of InCapta is -717.19. The daily returns are distributed with a variance of 125.65 and standard deviation of 11.21. The mean deviation of InCapta is currently at 7.66. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α | Alpha over Dow Jones | 75,853 | |
β | Beta against Dow Jones | -4,985 | |
σ | Overall volatility | 11.21 | |
Ir | Information ratio | 0.12 |
InCapta Pink Sheet Return Volatility
InCapta historical daily return volatility represents how much of InCapta pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 11.2096% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8538% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About InCapta Volatility
Volatility is a rate at which the price of InCapta 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 InCapta may increase or decrease. In other words, similar to InCapta's beta indicator, it measures the risk of InCapta and helps estimate the fluctuations that may happen in a short period of time. So if prices of InCapta 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.It is primarily involved in the pre-production of two full-length movies development of a weekly half hour television show and production of a radio talk show with LeadingEdgeRadio.com. Incapta operates under Broadcasting classification in the United States and is traded on OTC Exchange. It employs 2 people.
InCapta'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 InCapta Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much InCapta's price varies over time.
3 ways to utilize InCapta's volatility to invest better
Higher InCapta's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of InCapta 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. InCapta 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 InCapta investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in InCapta'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 InCapta's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
InCapta Investment Opportunity
InCapta has a volatility of 11.21 and is 13.19 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than InCapta. You can use InCapta to protect your portfolios against small market fluctuations. The pink sheet experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of InCapta to be traded at $2.41 in 90 days.Good diversification
The correlation between InCapta and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding InCapta and DJI in the same portfolio, assuming nothing else is changed.
InCapta Additional Risk Indicators
The analysis of InCapta'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 InCapta's investment and either accepting that risk or mitigating it. Along with some common measures of InCapta 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 | 0.1129 | |||
| Market Risk Adjusted Performance | (15.19) | |||
| Mean Deviation | 149216.51 | |||
| Downside Deviation | 23.6 | |||
| Coefficient Of Variation | 812.41 | |||
| Standard Deviation | 615445.24 | |||
| Variance | 3.7877284677591E11 |
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.
InCapta 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.
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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 InCapta 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. InCapta'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, InCapta'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 InCapta.
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 main economic indicators. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Other Consideration for investing in InCapta Pink Sheet
If you are still planning to invest in InCapta 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 InCapta's history and understand the potential risks before investing.
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