Lamperd Less Lethal Stock Volatility
| LLLI Stock | USD 0.01 0.0001 1.92% |
Lamperd Less appears to be out of control, given 3 months investment horizon. Lamperd Less Lethal has Sharpe Ratio of 0.0259, which conveys that the firm had a 0.0259 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lamperd Less, which you can use to evaluate the volatility of the firm. Please exercise Lamperd Less' Downside Deviation of 11.09, mean deviation of 5.11, and Risk Adjusted Performance of 0.0121 to check out if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.0259
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Based on monthly moving average Lamperd Less is performing at about 2% 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 Lamperd Less by adding it to a well-diversified portfolio.
Key indicators related to Lamperd Less' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Lamperd Less 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 Lamperd daily returns, and it is calculated using variance and standard deviation. We also use Lamperd's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Lamperd Less volatility.
Lamperd |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Lamperd Less at lower prices. For example, an investor can purchase Lamperd 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 Lamperd Less' market risk premium analysis include:
Beta (1.08) | Alpha 0.13 | Risk 9.08 | Sharpe Ratio 0.0259 | Expected Return 0.24 |
Moving together with Lamperd Pink Sheet
| 0.71 | TRNR | Interactive Strength | PairCorr |
| 0.67 | APVO | Aptevo Therapeutics | PairCorr |
| 0.64 | VLCN | VLCN Old Symbol Change | PairCorr |
Moving against Lamperd Pink Sheet
| 0.69 | AIZ | Assurant | PairCorr |
| 0.65 | KEYS | Keysight Technologies | PairCorr |
| 0.56 | WNC | Wabash National | PairCorr |
| 0.53 | KGC | Kinross Gold Aggressive Push | PairCorr |
| 0.52 | RTX | Raytheon Technologies Earnings Call This Week | PairCorr |
| 0.37 | BA | Boeing Earnings Call This Week | PairCorr |
| 0.32 | CYCC | CYCC Old Symbol Change | PairCorr |
| 0.31 | KAEPY | Kansai Electric Power Earnings Call This Week | PairCorr |
Lamperd Less Market Sensitivity And Downside Risk
Lamperd Less' beta coefficient measures the volatility of Lamperd 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 Lamperd pink sheet's returns against your selected market. In other words, Lamperd Less's beta of -1.08 provides an investor with an approximation of how much risk Lamperd Less pink sheet can potentially add to one of your existing portfolios. Lamperd Less Lethal is showing large volatility of returns over the selected time horizon. Lamperd Less Lethal is a penny stock. Even though Lamperd Less 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 Lamperd Less Lethal 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 Lamperd 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 Lamperd Less Lethal Demand TrendCheck current 90 days Lamperd Less correlation with market (Dow Jones Industrial)Lamperd Less Volatility and Downside Risk
Lamperd 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.
Lamperd Less Lethal Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Lamperd Less pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Lamperd Less' price changes. Investors will then calculate the volatility of Lamperd Less' 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 Lamperd Less' volatility:
Historical Volatility
This type of pink sheet volatility measures Lamperd Less' fluctuations based on previous trends. It's commonly used to predict Lamperd Less' 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 Lamperd Less' 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 Lamperd Less' 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. Lamperd Less Lethal 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.
Lamperd Less Projected Return Density Against Market
Given the investment horizon of 90 days Lamperd Less Lethal has a beta of -1.0801 . This indicatesMost 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 Lamperd Less 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 Lamperd Less' 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 Lamperd 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.
Lamperd Less Lethal has an alpha of 0.128, implying that it can generate a 0.13 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
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What Drives a Lamperd Less 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.Lamperd Less Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Lamperd Less is 3856.45. The daily returns are distributed with a variance of 82.47 and standard deviation of 9.08. The mean deviation of Lamperd Less Lethal is currently at 5.08. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | 0.13 | |
β | Beta against Dow Jones | -1.08 | |
σ | Overall volatility | 9.08 | |
Ir | Information ratio | -0.0074 |
Lamperd Less Pink Sheet Return Volatility
Lamperd Less historical daily return volatility represents how much of Lamperd Less pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 9.0812% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7399% 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 Lamperd Pink Sheet performing well and Lamperd Less 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 Lamperd Less' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HWKE | 3.83 | 0.06 | 0.01 | 0.13 | 6.04 | 20.00 | 67.86 | |||
| GBLTF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PTNYF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GRHI | 18.96 | 4.54 | 0.09 | 1.38 | 17.17 | 100.00 | 174.55 | |||
| UNDR | 135.35 | 62.48 | 0.00 | 1.46 | 0.00 | 0.00 | 2,396 | |||
| FTRS | 9.57 | 3.13 | 0.00 | 1.34 | 0.00 | 0.00 | 415.51 | |||
| IMJX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PMDP | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PMEA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| OZSC | 27.03 | 6.43 | 0.13 | (0.77) | 21.56 | 100.00 | 150.00 |
About Lamperd Less Volatility
Volatility is a rate at which the price of Lamperd Less 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 Lamperd Less may increase or decrease. In other words, similar to Lamperd's beta indicator, it measures the risk of Lamperd Less and helps estimate the fluctuations that may happen in a short period of time. So if prices of Lamperd Less 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.Lamperd Less Lethal, Inc. designs, develops, manufactures, and sells civil and military defense equipment worldwide. Lamperd Less Lethal, Inc. was founded in 1969 and is based in Sarnia, Canada. Lamperd Less operates under Aerospace Defense classification in the United States and is traded on OTC Exchange.
Lamperd Less' 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 Lamperd Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Lamperd Less' price varies over time.
3 ways to utilize Lamperd Less' volatility to invest better
Higher Lamperd Less' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Lamperd Less Lethal 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. Lamperd Less Lethal 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 Lamperd Less Lethal investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Lamperd Less' 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 Lamperd Less' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Lamperd Less Investment Opportunity
Lamperd Less Lethal has a volatility of 9.08 and is 12.27 times more volatile than Dow Jones Industrial. 81 percent of all equities and portfolios are less risky than Lamperd Less. You can use Lamperd Less Lethal to enhance the returns of your portfolios. The pink sheet experiences a large bullish trend. Check odds of Lamperd Less to be traded at $0.0058 in 90 days.Excellent diversification
The correlation between Lamperd Less Lethal and DJI is -0.62 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lamperd Less Lethal and DJI in the same portfolio, assuming nothing else is changed.
Lamperd Less Additional Risk Indicators
The analysis of Lamperd Less' 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 Lamperd Less' investment and either accepting that risk or mitigating it. Along with some common measures of Lamperd Less 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 | 0.0121 | |||
| Market Risk Adjusted Performance | (0.01) | |||
| Mean Deviation | 5.11 | |||
| Semi Deviation | 6.4 | |||
| Downside Deviation | 11.09 | |||
| Coefficient Of Variation | 24977.71 | |||
| Standard Deviation | 9.11 |
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.
Lamperd Less 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 Lamperd Less 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. Lamperd Less' 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, Lamperd Less' 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 Lamperd Less Lethal.
Complementary Tools for Lamperd Pink Sheet analysis
When running Lamperd Less' price analysis, check to measure Lamperd Less' 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 Lamperd Less is operating at the current time. Most of Lamperd Less' value examination focuses on studying past and present price action to predict the probability of Lamperd Less' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lamperd Less' price. Additionally, you may evaluate how the addition of Lamperd Less to your portfolios can decrease your overall portfolio volatility.
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