Kontrol Technologies Corp Stock Volatility
| KNRLF Stock | USD 0.14 0.01 7.69% |
At this point, Kontrol Technologies is out of control. Kontrol Technologies Corp has Sharpe Ratio of 0.0106, which conveys that the firm had a 0.0106% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kontrol Technologies, which you can use to evaluate the volatility of the firm. Please verify Kontrol Technologies' Risk Adjusted Performance of 0.0369, mean deviation of 4.85, and Downside Deviation of 9.33 to check out if the risk estimate we provide is consistent with the expected return of 0.0859%. Key indicators related to Kontrol Technologies' volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Kontrol Technologies OTC 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 Kontrol daily returns, and it is calculated using variance and standard deviation. We also use Kontrol's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Kontrol Technologies volatility.
Kontrol |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Kontrol Technologies 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 Kontrol Technologies at lower prices to lower their average cost per share. Similarly, when the prices of Kontrol Technologies' stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Kontrol OTC Stock
| 0.46 | INFY | Infosys Ltd ADR | PairCorr |
| 0.45 | WF | Woori Financial Group | PairCorr |
| 0.4 | IBM | International Business Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.37 | CGEMY | Capgemini SE ADR | PairCorr |
| 0.36 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.35 | PTBRY | Bank Negara Indonesia | PairCorr |
| 0.33 | SHG | Shinhan Financial | PairCorr |
| 0.31 | BKRKY | Bank Rakyat | PairCorr |
Kontrol Technologies Market Sensitivity And Downside Risk
Kontrol Technologies' beta coefficient measures the volatility of Kontrol otc 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 Kontrol otc stock's returns against your selected market. In other words, Kontrol Technologies's beta of -2.14 provides an investor with an approximation of how much risk Kontrol Technologies otc stock can potentially add to one of your existing portfolios. Kontrol Technologies Corp is showing large volatility of returns over the selected time horizon. Kontrol Technologies Corp is a potential penny stock. Although Kontrol Technologies may be in fact a good instrument to invest, many penny otc stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Kontrol Technologies Corp. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Kontrol instrument if you perfectly time your entry and exit. However, remember that penny otcs 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 Kontrol Technologies Corp Demand TrendCheck current 90 days Kontrol Technologies correlation with market (Dow Jones Industrial)Kontrol Beta |
Kontrol 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 | 8.12 |
It is essential to understand the difference between upside risk (as represented by Kontrol Technologies's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Kontrol Technologies' daily returns or price. Since the actual investment returns on holding a position in kontrol otc stock 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 Kontrol Technologies.
Kontrol Technologies Corp OTC Stock Volatility Analysis
Volatility refers to the frequency at which Kontrol Technologies otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Kontrol Technologies' price changes. Investors will then calculate the volatility of Kontrol Technologies' otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 Kontrol Technologies' volatility:
Historical Volatility
This type of otc volatility measures Kontrol Technologies' fluctuations based on previous trends. It's commonly used to predict Kontrol Technologies' future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Kontrol Technologies' current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Kontrol Technologies' 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. Kontrol Technologies Corp 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.
Kontrol Technologies Projected Return Density Against Market
Assuming the 90 days horizon Kontrol Technologies Corp has a beta of -2.1383 . This indicates as returns on its benchmark rise, returns on holding Kontrol Technologies Corp are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Kontrol Technologies 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 Kontrol Technologies or Technology 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 Kontrol Technologies' price will be affected by overall otc 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 Kontrol otc'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.
Kontrol Technologies Corp has an alpha of 0.528, implying that it can generate a 0.53 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Kontrol Technologies Price Volatility?
Several factors can influence a otc'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.Kontrol Technologies OTC Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of Kontrol Technologies is 9449.6. The daily returns are distributed with a variance of 65.95 and standard deviation of 8.12. The mean deviation of Kontrol Technologies Corp is currently at 4.76. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.53 | |
β | Beta against Dow Jones | -2.14 | |
σ | Overall volatility | 8.12 | |
Ir | Information ratio | 0.02 |
Kontrol Technologies OTC Stock Return Volatility
Kontrol Technologies historical daily return volatility represents how much of Kontrol Technologies otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 8.1211% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7496% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Kontrol Technologies Volatility
Volatility is a rate at which the price of Kontrol Technologies 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 Kontrol Technologies may increase or decrease. In other words, similar to Kontrol's beta indicator, it measures the risk of Kontrol Technologies and helps estimate the fluctuations that may happen in a short period of time. So if prices of Kontrol Technologies 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.Kontrol Technologies Corp., through its subsidiaries, provides energy management, emission compliance, and air quality solutions and services in Canada and the United States. In addition, it offers energy auditing, monitoring and verification, energy project assessment, mechanical, electrical, and renewable design, as well as LEED facilitation services monitoring, operation, and service of essential heating, cooling, ventilation, and utility systems stack emission testing, continuous emission testing, power generation, due diligence, odour assessment and analytics, compliance, and other engineering services and monitoring solutions, services, and product sales. KONTROL TECHNOLOGIES operates under Information Technology Services classification in the United States and is traded on OTC Exchange. It employs 350 people.
Kontrol Technologies' 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 Kontrol OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Kontrol Technologies' price varies over time.
3 ways to utilize Kontrol Technologies' volatility to invest better
Higher Kontrol Technologies' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Kontrol Technologies Corp 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. Kontrol Technologies Corp 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 Kontrol Technologies Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Kontrol Technologies' 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 Kontrol Technologies' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Kontrol Technologies Investment Opportunity
Kontrol Technologies Corp has a volatility of 8.12 and is 10.83 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Kontrol Technologies Corp is higher than 72 percent of all global equities and portfolios over the last 90 days. You can use Kontrol Technologies Corp to enhance the returns of your portfolios. The otc stock experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Kontrol Technologies to be traded at $0.175 in 90 days.Good diversification
The correlation between Kontrol Technologies Corp and DJI is -0.2 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Kontrol Technologies Corp and DJI in the same portfolio, assuming nothing else is changed.
Kontrol Technologies Additional Risk Indicators
The analysis of Kontrol Technologies' 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 Kontrol Technologies' investment and either accepting that risk or mitigating it. Along with some common measures of Kontrol Technologies otc 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 | 0.0369 | |||
| Market Risk Adjusted Performance | (0.12) | |||
| Mean Deviation | 4.85 | |||
| Semi Deviation | 5.36 | |||
| Downside Deviation | 9.33 | |||
| Coefficient Of Variation | 2752.94 | |||
| Standard Deviation | 8.02 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Kontrol Technologies 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 Kontrol Technologies 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. Kontrol Technologies' 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, Kontrol Technologies' 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 Kontrol Technologies Corp.
Complementary Tools for Kontrol OTC Stock analysis
When running Kontrol Technologies' price analysis, check to measure Kontrol Technologies' 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 Kontrol Technologies is operating at the current time. Most of Kontrol Technologies' value examination focuses on studying past and present price action to predict the probability of Kontrol Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kontrol Technologies' price. Additionally, you may evaluate how the addition of Kontrol Technologies to your portfolios can decrease your overall portfolio volatility.
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