Leone Asset Management Stock Volatility
| LEON Stock | USD 0 0.00 0.00% |
Leone Asset is out of control given 3 months investment horizon. Leone Asset Management has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to break down and interpolate data for eighteen different technical indicators, which can help you to evaluate if expected returns of 15.02% are justified by taking the suggested risk. Use Leone Asset Management Standard Deviation of 529.99, risk adjusted performance of 0.0956, and Mean Deviation of 128.43 to evaluate company specific risk that cannot be diversified away. Key indicators related to Leone Asset's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Leone Asset 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 Leone daily returns, and it is calculated using variance and standard deviation. We also use Leone's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Leone Asset volatility.
Leone |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Leone Asset can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Leone Asset at lower prices. For example, an investor can purchase Leone stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Leone Asset's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Leone Pink Sheet
Moving against Leone Pink Sheet
| 0.74 | MMM | 3M Company | PairCorr |
| 0.6 | AAVMY | ABN AMRO Bank Normal Trading | PairCorr |
| 0.54 | SWZNF | Schweizerische Nationalbank Earnings Call This Week | PairCorr |
| 0.46 | NTRP | NextTrip Symbol Change | PairCorr |
| 0.44 | HYMTF | Hyundai Motor | PairCorr |
| 0.37 | BRK-A | Berkshire Hathaway | PairCorr |
| 0.37 | BRK-B | Berkshire Hathaway | PairCorr |
| 0.32 | COST | Costco Wholesale Corp | PairCorr |
Leone Asset Market Sensitivity And Downside Risk
Leone Asset's beta coefficient measures the volatility of Leone 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 Leone pink sheet's returns against your selected market. In other words, Leone Asset's beta of -34.43 provides an investor with an approximation of how much risk Leone Asset pink sheet can potentially add to one of your existing portfolios. Leone Asset Management is displaying above-average volatility over the selected time horizon. Leone Asset Management is a penny stock. Even though Leone Asset 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 Leone Asset Management 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 Leone 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 Leone Asset Management Demand TrendCheck current 90 days Leone Asset correlation with market (Dow Jones Industrial)Leone Beta |
Leone 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 | 132.25 |
It is essential to understand the difference between upside risk (as represented by Leone Asset's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Leone Asset's daily returns or price. Since the actual investment returns on holding a position in leone pink sheet 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 Leone Asset.
Leone Asset Management Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Leone Asset pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Leone Asset's price changes. Investors will then calculate the volatility of Leone Asset'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 Leone Asset's volatility:
Historical Volatility
This type of pink sheet volatility measures Leone Asset's fluctuations based on previous trends. It's commonly used to predict Leone Asset'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 Leone Asset'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 Leone Asset'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. Leone Asset Management 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.
Leone Asset Projected Return Density Against Market
Given the investment horizon of 90 days Leone Asset Management has a beta of -34.4319 . This indicates as returns on its benchmark rise, returns on holding Leone Asset Management are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Leone Asset 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 Leone Asset or Industrials 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 Leone Asset'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 Leone 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.
Leone Asset Management has an alpha of 61.8831, implying that it can generate a 61.88 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Leone Asset 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.Leone Asset Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Leone Asset is 880.2. The daily returns are distributed with a variance of 17488.95 and standard deviation of 132.25. The mean deviation of Leone Asset Management is currently at 33.96. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 61.88 | |
β | Beta against Dow Jones | -34.43 | |
σ | Overall volatility | 132.25 | |
Ir | Information ratio | 0.12 |
Leone Asset Pink Sheet Return Volatility
Leone Asset historical daily return volatility represents how much of Leone Asset pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 132.2458% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7366% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Leone Asset Volatility
Volatility is a rate at which the price of Leone Asset 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 Leone Asset may increase or decrease. In other words, similar to Leone's beta indicator, it measures the risk of Leone Asset and helps estimate the fluctuations that may happen in a short period of time. So if prices of Leone Asset 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.Leone Asset Management, Inc., through its subsidiaries, provides financial advisory and consulting services in the United States and internationally. The company was formerly known as Sloud, Inc. and changed its name to Leone Asset Management, Inc. in August 2013. Leone Asset operates under Conglomerates classification in the United States and is traded on OTC Exchange. It employs 4 people.
Leone Asset'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 Leone Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Leone Asset's price varies over time.
3 ways to utilize Leone Asset's volatility to invest better
Higher Leone Asset's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Leone Asset Management 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. Leone Asset Management 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 Leone Asset Management investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Leone Asset'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 Leone Asset's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Leone Asset Investment Opportunity
Leone Asset Management has a volatility of 132.25 and is 178.72 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Leone Asset. You can use Leone Asset Management to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Leone Asset to be traded at $0.001 in 90 days.Good diversification
The correlation between Leone Asset Management and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Leone Asset Management and DJI in the same portfolio, assuming nothing else is changed.
Leone Asset Additional Risk Indicators
The analysis of Leone Asset'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 Leone Asset's investment and either accepting that risk or mitigating it. Along with some common measures of Leone Asset 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 | 0.0956 | |||
| Market Risk Adjusted Performance | (1.78) | |||
| Mean Deviation | 128.43 | |||
| Coefficient Of Variation | 858.67 | |||
| Standard Deviation | 529.99 | |||
| Variance | 280893.46 | |||
| Information Ratio | 0.1164 |
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.
Leone Asset 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 Leone Asset 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. Leone Asset'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, Leone Asset'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 Leone Asset Management.
Other Information on Investing in Leone Pink Sheet
Leone Asset financial ratios help investors to determine whether Leone 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 Leone with respect to the benefits of owning Leone Asset security.