One Step Vending Stock Volatility
| KOSK Stock | USD 0.01 0.0002 2.63% |
One Step Vending maintains Sharpe Ratio (i.e., Efficiency) of -0.0324, which implies the firm had a -0.0324 % return per unit of risk over the last 3 months. One Step Vending exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check One Step's Risk Adjusted Performance of 0.0317, semi deviation of 12.42, and Coefficient Of Variation of 3286.52 to confirm the risk estimate we provide.
Sharpe Ratio = -0.0324
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| Negative Returns | KOSK |
Based on monthly moving average One Step 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 One Step by adding One Step to a well-diversified portfolio.
Key indicators related to One Step's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
One Step 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 One daily returns, and it is calculated using variance and standard deviation. We also use One's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of One Step volatility.
One |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of One Step at lower prices. For example, an investor can purchase One stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes. Main indicators related to One Step's market risk premium analysis include:
Beta 0.94 | Alpha 0.33 | Risk 12.91 | Sharpe Ratio (0.03) | Expected Return (0.42) |
Moving against One Pink Sheet
| 0.7 | PITAF | Poste Italiane SpA | PairCorr |
| 0.69 | EDVMF | Endeavour Mining Corp | PairCorr |
| 0.69 | MH | McGraw Hill | PairCorr |
| 0.67 | JPSTF | JAPAN POST BANK | PairCorr |
| 0.63 | HL | Hecla Mining Aggressive Push | PairCorr |
| 0.62 | SMEGF | Siemens Energy AG | PairCorr |
| 0.59 | PPERY | Bank Mandiri Persero Normal Trading | PairCorr |
| 0.59 | FSBW | FS Bancorp Earnings Call Today | PairCorr |
| 0.58 | VLY | Valley National Bancorp Earnings Call Today | PairCorr |
| 0.56 | MBFJF | Mitsubishi UFJ Financial Normal Trading | PairCorr |
One Step Market Sensitivity And Downside Risk
One Step's beta coefficient measures the volatility of One pink sheet 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 One pink sheet's returns against your selected market. In other words, One Step's beta of 0.94 provides an investor with an approximation of how much risk One Step pink sheet can potentially add to one of your existing portfolios. One Step Vending is showing large volatility of returns over the selected time horizon. One Step Vending is a penny stock. Even though One Step may be a good instrument to invest, many penny pink sheets are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in One Step Vending or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on One instrument if you perfectly time your entry and exit. However, remember that penny pink sheets 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 One Step Vending Demand TrendCheck current 90 days One Step correlation with market (Dow Jones Industrial)One Step Volatility and Downside Risk
One 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.
One Step Vending Pink Sheet Volatility Analysis
Volatility refers to the frequency at which One Step pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with One Step's price changes. Investors will then calculate the volatility of One Step'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 One Step's volatility:
Historical Volatility
This type of pink sheet volatility measures One Step's fluctuations based on previous trends. It's commonly used to predict One Step'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 One Step'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 One Step'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. Developed by Larry Williams, the Weighted Close is the average of One Step Vending high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only One Step closing price as input.
One Step Projected Return Density Against Market
Given the investment horizon of 90 days One Step has a beta of 0.9367 . This indicates One Step Vending market returns are very sensitive to returns on the market. As the market goes up or down, One Step is expected to follow.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 One Step or Professional 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 One Step'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 One 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.
One Step Vending has an alpha of 0.3335, implying that it can generate a 0.33 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
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What Drives an One Step 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.One Step Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of One Step is -3082.16. The daily returns are distributed with a variance of 166.67 and standard deviation of 12.91. The mean deviation of One Step Vending is currently at 8.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.33 | |
β | Beta against Dow Jones | 0.94 | |
σ | Overall volatility | 12.91 | |
Ir | Information ratio | 0.02 |
One Step Pink Sheet Return Volatility
One Step historical daily return volatility represents how much of One Step pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 12.91% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7362% 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 One Pink Sheet performing well and One Step 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 One Step'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PDRX | 0.69 | 0.25 | 0.00 | (2.38) | 0.00 | 1.75 | 14.83 | |||
| AVTBF | 3.87 | 0.17 | 0.02 | 0.33 | 4.87 | 7.81 | 19.66 | |||
| RPNRF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SRNE | 17.20 | 3.21 | 0.11 | (0.32) | 18.12 | 40.00 | 195.71 | |||
| CANN | 5.13 | 0.03 | 0.00 | 0.12 | 7.41 | 13.31 | 42.10 | |||
| FZMD | 13.38 | 4.26 | 0.00 | (2.65) | 0.00 | 25.00 | 321.43 | |||
| RMSL | 11.80 | 3.02 | 0.30 | (46.12) | 6.97 | 20.00 | 277.08 | |||
| ICBU | 11.10 | 1.01 | 0.10 | 0.48 | 9.32 | 30.77 | 83.53 | |||
| RNVA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MVMDF | 9.55 | 1.17 | 0.06 | (2.07) | 11.43 | 34.95 | 86.13 |
About One Step Volatility
Volatility is a rate at which the price of One Step 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 One Step may increase or decrease. In other words, similar to One's beta indicator, it measures the risk of One Step and helps estimate the fluctuations that may happen in a short period of time. So if prices of One Step 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.One Step Vending Corp., through its subsidiaries, develops, manufactures, and services micro market kiosks for corporations and businesses to provide packaged snacks and beverages along with customer loyalty solutions in the United States. One Step Vending Corp. was founded in 2004 and is headquartered in Harrison, New York. One Step is traded on OTC Exchange in the United States.
One Step'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 One Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much One Step's price varies over time.
3 ways to utilize One Step's volatility to invest better
Higher One Step's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of One Step Vending 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. One Step Vending 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 One Step Vending investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in One Step'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 One Step's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
One Step Investment Opportunity
One Step Vending has a volatility of 12.91 and is 17.45 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than One Step. You can use One Step Vending to protect your portfolios against small market fluctuations. The pink sheet experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of One Step to be traded at $0.0071 in 90 days.Significant diversification
The correlation between One Step Vending and DJI is 0.05 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding One Step Vending and DJI in the same portfolio, assuming nothing else is changed.
One Step Additional Risk Indicators
The analysis of One Step'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 One Step's investment and either accepting that risk or mitigating it. Along with some common measures of One Step pink sheet'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 | 0.0317 | |||
| Market Risk Adjusted Performance | 0.4302 | |||
| Mean Deviation | 8.78 | |||
| Semi Deviation | 12.42 | |||
| Downside Deviation | 15.65 | |||
| Coefficient Of Variation | 3286.52 | |||
| Standard Deviation | 13.26 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
One Step 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.
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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 One Step 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. One Step'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, One Step'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 One Step Vending.
Other Information on Investing in One Pink Sheet
One Step financial ratios help investors to determine whether One 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 One with respect to the benefits of owning One Step security.