Jaco Electronics Stock Volatility
| JACO Stock | USD 0.0001 0.00 0.00% |
We have found three technical indicators for Jaco Electronics, which you can use to evaluate the volatility of the firm.
Sharpe Ratio = 0.0
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Based on monthly moving average Jaco Electronics 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 Jaco Electronics by adding Jaco Electronics to a well-diversified portfolio.
Key indicators related to Jaco Electronics' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Jaco Electronics 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 Jaco daily returns, and it is calculated using variance and standard deviation. We also use Jaco's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Jaco Electronics volatility.
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Jaco Electronics Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Jaco Electronics pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Jaco Electronics' price changes. Investors will then calculate the volatility of Jaco Electronics' 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 Jaco Electronics' volatility:
Historical Volatility
This type of pink sheet volatility measures Jaco Electronics' fluctuations based on previous trends. It's commonly used to predict Jaco Electronics' 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 Jaco Electronics' 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 Jaco Electronics' 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. Jaco Electronics 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.
Jaco Electronics Projected Return Density Against Market
Given the investment horizon of 90 days Jaco Electronics has a beta that is very close to zero . This indicates the returns on DOW JONES INDUSTRIAL and Jaco Electronics do not appear to be highly 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 Jaco Electronics or Electronic Equipment, Instruments & Components 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 Jaco Electronics' 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 Jaco 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.
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What Drives a Jaco Electronics 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.Jaco Electronics Pink Sheet Return Volatility
Jaco Electronics historical daily return volatility represents how much of Jaco Electronics pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8192% 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 Jaco Pink Sheet performing well and Jaco Electronics 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 Jaco Electronics' 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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| KLGG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BETSF | 31.35 | 10.14 | 0.18 | 1.46 | 18.17 | 0.00 | 970.00 | |||
| SEDN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RTNB | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FUEG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RIVX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SCDA | 57.96 | 28.42 | 0.00 | 1.64 | 0.00 | 0.00 | 1,900 | |||
| SPDC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| NXTP | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ISOL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About Jaco Electronics Volatility
Volatility is a rate at which the price of Jaco Electronics 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 Jaco Electronics may increase or decrease. In other words, similar to Jaco's beta indicator, it measures the risk of Jaco Electronics and helps estimate the fluctuations that may happen in a short period of time. So if prices of Jaco Electronics 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.Jaco Electronics Inc. distributes displays and embedded systems. Jaco Electronics Inc. was founded in 1961 and is headquartered in Hauppauge, New York. JACO ELECTRONICS operates under Electronics Computer Distribution classification in the United States and is traded on PNK Exchange. It employs 194 people.
Jaco Electronics' 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 Jaco Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Jaco Electronics' price varies over time.
3 ways to utilize Jaco Electronics' volatility to invest better
Higher Jaco Electronics' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Jaco Electronics 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. Jaco Electronics 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 Jaco Electronics investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Jaco Electronics' 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 Jaco Electronics' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Jaco Electronics Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.82 and is 9.223372036854776E16 times more volatile than Jaco Electronics. 0 percent of all equities and portfolios are less risky than Jaco Electronics. You can use Jaco Electronics to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Jaco Electronics to be traded at $1.0E-4 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.
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies | |
| HPE | Hewlett Packard Enterprise |
Jaco Electronics 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 Jaco Electronics 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. Jaco Electronics' 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, Jaco Electronics' 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 Jaco Electronics.
Other Information on Investing in Jaco Pink Sheet
Jaco Electronics financial ratios help investors to determine whether Jaco 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 Jaco with respect to the benefits of owning Jaco Electronics security.