Intrum AB Volatility
| INJJFDelisted Stock | USD 2.40 0.00 0.00% |
We have found three technical indicators for Intrum AB, which you can use to evaluate the volatility of the firm.
Sharpe Ratio = 0.0
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Based on monthly moving average Intrum AB is not performing at its full potential. However, 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 Intrum AB by adding Intrum AB to a well-diversified portfolio.
Key indicators related to Intrum AB's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Intrum AB 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 Intrum daily returns, and it is calculated using variance and standard deviation. We also use Intrum's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Intrum AB volatility.
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Intrum AB Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Intrum AB pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Intrum AB's price changes. Investors will then calculate the volatility of Intrum AB'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 Intrum AB's volatility:
Historical Volatility
This type of pink sheet volatility measures Intrum AB's fluctuations based on previous trends. It's commonly used to predict Intrum AB'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 Intrum AB'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 Intrum AB's to be redeemed at a future date.Transformation |
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Intrum AB Projected Return Density Against Market
Assuming the 90 days horizon Intrum AB has a beta that is very close to zero . This usually indicates the returns on DOW JONES INDUSTRIAL and Intrum AB do not appear to be reactive.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 Intrum AB or Financial 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 Intrum AB'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 Intrum 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.
It does not look like Intrum AB's alpha can have any bearing on the current valuation. Predicted Return Density |
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What Drives an Intrum AB 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.Intrum AB Pink Sheet Return Volatility
Intrum AB historical daily return volatility represents how much of Intrum AB pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.0% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7029% volatility on return distribution over the 90 days horizon. Performance |
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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
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Risk-Adjusted Indicators
There is a big difference between Intrum Pink Sheet performing well and Intrum AB 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 Intrum AB'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 | ||
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| ALEDY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BDVC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| LKADF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| COWN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PHIG | 0.86 | 0.11 | 0.01 | 3.20 | 0.84 | 2.40 | 10.56 | |||
| TFG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| UMTAF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PBBGF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| WNAVF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MGLLF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About Intrum AB Volatility
Volatility is a rate at which the price of Intrum AB 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 Intrum AB may increase or decrease. In other words, similar to Intrum's beta indicator, it measures the risk of Intrum AB and helps estimate the fluctuations that may happen in a short period of time. So if prices of Intrum AB 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.Intrum AB , together with its subsidiaries, provides credit management and financial services in Europe and internationally. Intrum AB was founded in 1923 and is headquartered in Stockholm, Sweden. Intrum Ab operates under Credit Services classification in the United States and is traded on OTC Exchange. It employs 10000 people.
Intrum AB'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 Intrum Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Intrum AB's price varies over time.
3 ways to utilize Intrum AB's volatility to invest better
Higher Intrum AB's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Intrum AB 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. Intrum AB 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 Intrum AB investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Intrum AB'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 Intrum AB's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Intrum AB Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Intrum AB. Compared to the overall equity markets, volatility of historical daily returns of Intrum AB is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Intrum AB to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Intrum AB to be traded at $2.38 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
| GOOG | Alphabet Inc Class C | |
| V | Visa Class A | |
| MSFT | Microsoft | |
| GOOG | Alphabet Inc Class C | |
| GM | General Motors | |
| F | Ford Motor |
Intrum AB 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.
| GM vs. Intrum AB | ||
| Microsoft vs. Intrum AB | ||
| Ford vs. Intrum AB | ||
| Visa vs. Intrum AB | ||
| Dupont De vs. Intrum AB | ||
| Citigroup vs. Intrum AB | ||
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| Walker Dunlop vs. Intrum AB | ||
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 Intrum AB 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. Intrum AB'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, Intrum AB'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 Intrum AB.
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 bureau of economic analysis. You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
Other Consideration for investing in Intrum Pink Sheet
If you are still planning to invest in Intrum AB 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 Intrum AB's history and understand the potential risks before investing.
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