Li Metal Corp Stock Volatility
| LIMFF Stock | USD 0 0.00 0.00% |
Li-Metal Corp is out of control given 3 months investment horizon. Li Metal Corp retains Efficiency (Sharpe Ratio) of 0.0747, which conveys that the firm had a 0.0747 % return per unit of price deviation over the last 3 months. We were able to analyze and collect data for sixteen different technical indicators, which can help you to evaluate if expected returns of 1.54% are justified by taking the suggested risk. Use Li Metal Corp Mean Deviation of 4.56, market risk adjusted performance of 1.17, and Information Ratio of 0.0411 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.0747
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Based on monthly moving average Li-Metal Corp is performing at about 5% of its full potential. 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 Li-Metal Corp by adding it to a well-diversified portfolio.
Key indicators related to Li-Metal Corp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Li-Metal Corp 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 Li-Metal daily returns, and it is calculated using variance and standard deviation. We also use Li-Metal's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Li-Metal Corp volatility.
Li-Metal |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Li-Metal Corp 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 Li-Metal Corp at lower prices to lower their average cost per share. Similarly, when the prices of Li-Metal Corp's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to Li-Metal Corp's market risk premium analysis include:
Beta 0.79 | Alpha 0.85 | Risk 20.6 | Sharpe Ratio 0.0747 | Expected Return 1.54 |
Li-Metal Corp Market Sensitivity And Downside Risk
Li-Metal Corp's beta coefficient measures the volatility of Li-Metal 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 Li-Metal pink sheet's returns against your selected market. In other words, Li-Metal Corp's beta of 0.79 provides an investor with an approximation of how much risk Li-Metal Corp pink sheet can potentially add to one of your existing portfolios. Li Metal Corp is displaying above-average volatility over the selected time horizon. Li Metal Corp is a penny stock. Even though Li-Metal Corp 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 Li Metal Corp 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 Li-Metal 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 Li Metal Corp Demand TrendCheck current 90 days Li-Metal Corp correlation with market (Dow Jones Industrial)Li-Metal Corp Volatility and Downside Risk
Li-Metal 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.
Li Metal Corp Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Li-Metal Corp pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Li-Metal Corp's price changes. Investors will then calculate the volatility of Li-Metal Corp'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 Li-Metal Corp's volatility:
Historical Volatility
This type of pink sheet volatility measures Li-Metal Corp's fluctuations based on previous trends. It's commonly used to predict Li-Metal Corp'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 Li-Metal Corp'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 Li-Metal Corp'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. Li Metal 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.
Li-Metal Corp Projected Return Density Against Market
Assuming the 90 days horizon Li-Metal Corp has a beta of 0.7862 . This indicates as returns on the market go up, Li-Metal Corp average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Li Metal Corp will be expected to be much smaller as well.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 Li-Metal Corp or Basic Materials 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 Li-Metal Corp'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 Li-Metal 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.
Predicted Return Density |
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What Drives a Li-Metal Corp 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.Li-Metal Corp Pink Sheet Return Volatility
Li-Metal Corp historical daily return volatility represents how much of Li-Metal Corp pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 20.6003% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7767% 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 Li-Metal Pink Sheet performing well and Li-Metal Corp 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 Li-Metal Corp'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BSHVF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ATCMF | 4.34 | 0.89 | 0.14 | 0.61 | 3.75 | 12.50 | 24.35 | |||
| WTRNF | 2.66 | (1.44) | 0.00 | (1.18) | 0.00 | 0.00 | 89.22 | |||
| SMREF | 4.43 | 0.01 | 0.02 | 0.08 | 5.78 | 10.24 | 51.55 | |||
| USREF | 2.02 | (0.03) | 0.00 | 0.14 | 0.00 | 5.15 | 14.89 | |||
| ANLBF | 3.90 | 1.48 | 0.00 | (4.41) | 0.00 | 14.71 | 66.00 | |||
| UREQF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MNXXF | 4.74 | 0.68 | 0.09 | (5.60) | 5.30 | 10.53 | 30.33 | |||
| ARIZF | 0.85 | 0.45 | 0.00 | (1.07) | 0.00 | 0.00 | 28.57 | |||
| JUGRF | 3.89 | 0.86 | 0.18 | 0.70 | 4.10 | 8.33 | 39.03 |
About Li-Metal Corp Volatility
Volatility is a rate at which the price of Li-Metal Corp 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 Li-Metal Corp may increase or decrease. In other words, similar to Li-Metal's beta indicator, it measures the risk of Li-Metal Corp and helps estimate the fluctuations that may happen in a short period of time. So if prices of Li-Metal Corp 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.3 ways to utilize Li-Metal Corp's volatility to invest better
Higher Li-Metal Corp's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Li Metal 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. Li Metal 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 Li Metal Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Li-Metal Corp'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 Li-Metal Corp's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Li-Metal Corp Investment Opportunity
Li Metal Corp has a volatility of 20.6 and is 26.41 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Li Metal Corp is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Li Metal Corp to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Li-Metal Corp to be traded at $0.0041 in 90 days.Good diversification
The correlation between Li Metal Corp and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Li Metal Corp and DJI in the same portfolio, assuming nothing else is changed.
Li-Metal Corp Additional Risk Indicators
The analysis of Li-Metal Corp'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 Li-Metal Corp's investment and either accepting that risk or mitigating it. Along with some common measures of Li-Metal Corp 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 | 0.0462 | |||
| Market Risk Adjusted Performance | 1.17 | |||
| Mean Deviation | 4.56 | |||
| Coefficient Of Variation | 2218.14 | |||
| Standard Deviation | 20.39 | |||
| Variance | 415.66 | |||
| Information Ratio | 0.0411 |
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.
Li-Metal Corp 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 Li-Metal Corp 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. Li-Metal Corp'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, Li-Metal Corp'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 Li Metal Corp.
Complementary Tools for Li-Metal Pink Sheet analysis
When running Li-Metal Corp's price analysis, check to measure Li-Metal Corp'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 Li-Metal Corp is operating at the current time. Most of Li-Metal Corp's value examination focuses on studying past and present price action to predict the probability of Li-Metal Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Li-Metal Corp's price. Additionally, you may evaluate how the addition of Li-Metal Corp to your portfolios can decrease your overall portfolio volatility.
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