IMPACT MIN (Germany) Volatility
| IUB Stock | EUR 0.03 0.00 0.00% |
IMPACT MIN appears to be out of control, given 3 months investment horizon. IMPACT MIN holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of volatility over the last 3 months. By analyzing IMPACT MIN's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please utilize IMPACT MIN's market risk adjusted performance of (1.57), and Risk Adjusted Performance of 0.0893 to validate if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.1129
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Estimated Market Risk
| 8.03 actual daily | 72 72% of assets are less volatile |
Expected Return
| 0.91 actual daily | 18 82% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average IMPACT MIN is performing at about 8% 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 IMPACT MIN by adding it to a well-diversified portfolio.
Key indicators related to IMPACT MIN's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
IMPACT MIN Stock 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 IMPACT daily returns, and it is calculated using variance and standard deviation. We also use IMPACT's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of IMPACT MIN volatility.
IMPACT |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as IMPACT MIN 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 IMPACT MIN at lower prices to lower their average cost per share. Similarly, when the prices of IMPACT MIN's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to IMPACT MIN's market risk premium analysis include:
Beta (0.51) | Alpha 0.82 | Risk 8.03 | Sharpe Ratio 0.11 | Expected Return 0.91 |
Moving together with IMPACT Stock
| 0.77 | 4I1 | Philip Morris Intern Earnings Call Today | PairCorr |
| 0.77 | SEH | SHIN ETSU CHEMICAL | PairCorr |
| 0.8 | DP4B | AP Mller | PairCorr |
| 0.91 | FPMB | FREEPORT MCMORAN | PairCorr |
| 0.82 | XMF | STOMO MITSUI FINL | PairCorr |
| 0.82 | SCL | Schlumberger Limited | PairCorr |
| 0.77 | JMI | Deep Yellow Limited | PairCorr |
| 0.85 | XSI | Sanyo Chemical Industries | PairCorr |
| 0.87 | 4OQ1 | AGNC Investment Corp | PairCorr |
| 0.65 | UUEC | United Utilities | PairCorr |
| 0.72 | 8SF | SLIGRO FOOD GROUP | PairCorr |
| 0.71 | E908 | Lyxor 1 | PairCorr |
| 0.79 | DBPE | Xtrackers LevDAX | PairCorr |
Moving against IMPACT Stock
| 0.8 | DBPD | Xtrackers ShortDAX | PairCorr |
| 0.59 | ABL | Abbott Laboratories | PairCorr |
| 0.39 | HK2C | Hong Kong Exchanges | PairCorr |
| 0.34 | SNB1 | SOCKET MOBILE NEW | PairCorr |
IMPACT MIN Market Sensitivity And Downside Risk
IMPACT MIN's beta coefficient measures the volatility of IMPACT stock 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 IMPACT stock's returns against your selected market. In other words, IMPACT MIN's beta of -0.51 provides an investor with an approximation of how much risk IMPACT MIN stock can potentially add to one of your existing portfolios. IMPACT MIN is displaying above-average volatility over the selected time horizon. IMPACT MIN is a penny stock. Although IMPACT MIN may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in IMPACT MIN. 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 IMPACT instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 IMPACT MIN Demand TrendCheck current 90 days IMPACT MIN correlation with market (Dow Jones Industrial)IMPACT MIN Volatility and Downside Risk
IMPACT 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.
IMPACT MIN Stock Volatility Analysis
Volatility refers to the frequency at which IMPACT MIN stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with IMPACT MIN's price changes. Investors will then calculate the volatility of IMPACT MIN's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 IMPACT MIN's volatility:
Historical Volatility
This type of stock volatility measures IMPACT MIN's fluctuations based on previous trends. It's commonly used to predict IMPACT MIN's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for IMPACT MIN's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on IMPACT MIN'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. IMPACT MIN 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.
IMPACT MIN Projected Return Density Against Market
Assuming the 90 days trading horizon IMPACT MIN has a beta of -0.5054 . This usually indicates as returns on the benchmark increase, returns on holding IMPACT MIN are expected to decrease at a much lower rate. During a bear market, however, IMPACT MIN 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 IMPACT MIN or Metals & Mining 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 IMPACT MIN's price will be affected by overall stock 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 IMPACT stock'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 an IMPACT MIN Price Volatility?
Several factors can influence a stock'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.IMPACT MIN Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of IMPACT MIN is 885.97. The daily returns are distributed with a variance of 64.43 and standard deviation of 8.03. The mean deviation of IMPACT MIN is currently at 2.71. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.75
α | Alpha over Dow Jones | 0.82 | |
β | Beta against Dow Jones | -0.51 | |
σ | Overall volatility | 8.03 | |
Ir | Information ratio | 0.10 |
IMPACT MIN Stock Return Volatility
IMPACT MIN historical daily return volatility represents how much of IMPACT MIN stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 8.0268% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.8192% 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
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Risk-Adjusted Indicators
There is a big difference between IMPACT Stock performing well and IMPACT MIN 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 IMPACT MIN'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ABL | 1.05 | (0.22) | 0.00 | 1.11 | 0.00 | 1.91 | 14.56 | |||
| AMD | 2.85 | (0.40) | 0.00 | (2.24) | 0.00 | 6.13 | 24.55 | |||
| 4I1 | 1.15 | 0.30 | 0.17 | 1.54 | 1.23 | 2.89 | 7.67 | |||
| AMG | 1.52 | 0.34 | 0.17 | 241.66 | 1.47 | 3.98 | 12.15 | |||
| HK2C | 0.59 | (0.10) | 0.00 | (0.30) | 0.00 | 1.49 | 5.73 | |||
| DP4B | 0.88 | 0.08 | 0.02 | 1.19 | 1.24 | 2.57 | 7.59 | |||
| FPMB | 1.26 | 0.34 | 0.12 | 2.01 | 1.44 | 3.93 | 9.65 | |||
| PRU | 1.32 | 0.19 | 0.08 | 0.42 | 1.53 | 3.13 | 9.24 |
About IMPACT MIN Volatility
Volatility is a rate at which the price of IMPACT MIN 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 IMPACT MIN may increase or decrease. In other words, similar to IMPACT's beta indicator, it measures the risk of IMPACT MIN and helps estimate the fluctuations that may happen in a short period of time. So if prices of IMPACT MIN 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 IMPACT MIN's volatility to invest better
Higher IMPACT MIN's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of IMPACT MIN 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. IMPACT MIN 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 IMPACT MIN investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in IMPACT MIN'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 IMPACT MIN's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
IMPACT MIN Investment Opportunity
IMPACT MIN has a volatility of 8.03 and is 9.79 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of IMPACT MIN is higher than 72 percent of all global equities and portfolios over the last 90 days. You can use IMPACT MIN to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of IMPACT MIN to be traded at €0.0287 in 90 days.Poor diversification
The correlation between IMPACT MIN and DJI is 0.78 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding IMPACT MIN and DJI in the same portfolio, assuming nothing else is changed.
IMPACT MIN Additional Risk Indicators
The analysis of IMPACT MIN'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 IMPACT MIN's investment and either accepting that risk or mitigating it. Along with some common measures of IMPACT MIN stock'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 | 0.0893 | |||
| Market Risk Adjusted Performance | (1.57) | |||
| Mean Deviation | 2.44 | |||
| Coefficient Of Variation | 936.84 | |||
| Standard Deviation | 7.59 | |||
| Variance | 57.57 | |||
| Information Ratio | 0.1008 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
IMPACT MIN 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 IMPACT MIN 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. IMPACT MIN'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, IMPACT MIN'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 IMPACT MIN.
Complementary Tools for IMPACT Stock analysis
When running IMPACT MIN's price analysis, check to measure IMPACT MIN'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 IMPACT MIN is operating at the current time. Most of IMPACT MIN's value examination focuses on studying past and present price action to predict the probability of IMPACT MIN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IMPACT MIN's price. Additionally, you may evaluate how the addition of IMPACT MIN to your portfolios can decrease your overall portfolio volatility.
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