1812 Brewing Stock Volatility
| KEGS Stock | USD 0.0001 0.00 0.00% |
1812 Brewing is out of control given 3 months investment horizon. 1812 Brewing retains Efficiency (Sharpe Ratio) of 0.2, which signifies that the company had a 0.2% return per unit of price deviation over the last 3 months. We were able to analyze and collect data for five different technical indicators, which can help you to evaluate if expected returns of 42.86% are justified by taking the suggested risk. Use 1812 Brewing day typical price of 1.0E-4, and Rate Of Daily Change of 9223372 T to evaluate company specific risk that cannot be diversified away. Key indicators related to 1812 Brewing's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
1812 Brewing 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 1812 daily returns, and it is calculated using variance and standard deviation. We also use 1812's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of 1812 Brewing volatility.
1812 |
1812 Brewing Pink Sheet Volatility Analysis
Volatility refers to the frequency at which 1812 Brewing pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with 1812 Brewing's price changes. Investors will then calculate the volatility of 1812 Brewing'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 1812 Brewing's volatility:
Historical Volatility
This type of pink sheet volatility measures 1812 Brewing's fluctuations based on previous trends. It's commonly used to predict 1812 Brewing'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 1812 Brewing'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 1812 Brewing'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. 1812 Brewing 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.
1812 Brewing Projected Return Density Against Market
Given the investment horizon of 90 days 1812 Brewing has a beta that is very close to zero . This indicates the returns on DOW JONES INDUSTRIAL and 1812 Brewing do not appear to be related.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 1812 Brewing 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 1812 Brewing'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 1812 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 1812 Brewing's alpha can have any bearing on the current valuation. Predicted Return Density |
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What Drives a 1812 Brewing 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.1812 Brewing Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of 1812 Brewing is 505.88. The daily returns are distributed with a variance of 47004.61 and standard deviation of 216.81. The mean deviation of 1812 Brewing is currently at 91.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 216.81 | |
Ir | Information ratio | 0.00 |
1812 Brewing Pink Sheet Return Volatility
1812 Brewing historical daily return volatility represents how much of 1812 Brewing pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 216.8055% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7796% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About 1812 Brewing Volatility
Volatility is a rate at which the price of 1812 Brewing 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 1812 Brewing may increase or decrease. In other words, similar to 1812's beta indicator, it measures the risk of 1812 Brewing and helps estimate the fluctuations that may happen in a short period of time. So if prices of 1812 Brewing 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.1812 Brewing Company Inc. is a venture capital and private equity firm specializing in, early venture, mid venture, late venture, emerging growth and restructuring investments. It seeks to exit its investments after two to five years. 1812 Brewing Company Inc. was founded in 2002 and is based in Gouverneur, New York. 1812 Brewing operates under Asset Management classification in the United States and is traded on OTC Exchange. It employs 16 people.
1812 Brewing'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 1812 Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much 1812 Brewing's price varies over time.
3 ways to utilize 1812 Brewing's volatility to invest better
Higher 1812 Brewing's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of 1812 Brewing 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. 1812 Brewing 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 1812 Brewing investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in 1812 Brewing'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 1812 Brewing's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
1812 Brewing Investment Opportunity
1812 Brewing has a volatility of 216.81 and is 277.96 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of 1812 Brewing is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use 1812 Brewing to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of 1812 Brewing 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.
1812 Brewing 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 1812 Brewing 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. 1812 Brewing'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, 1812 Brewing'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 1812 Brewing.
Additional Tools for 1812 Pink Sheet Analysis
When running 1812 Brewing's price analysis, check to measure 1812 Brewing'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 1812 Brewing is operating at the current time. Most of 1812 Brewing's value examination focuses on studying past and present price action to predict the probability of 1812 Brewing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 1812 Brewing's price. Additionally, you may evaluate how the addition of 1812 Brewing to your portfolios can decrease your overall portfolio volatility.