Loop Media Stock Volatility
| LPTV Stock | USD 0.0002 0.00 0.00% |
Loop Media is out of control given 3 months investment horizon. Loop Media has Sharpe Ratio of 0.0453, which conveys that the firm had a 0.0453 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 1.38% are justified by taking the suggested risk. Use Loop Media Risk Adjusted Performance of 0.0479, downside deviation of 33.78, and Mean Deviation of 17.81 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.0453
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Based on monthly moving average Loop Media is performing at about 3% 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 Loop Media by adding it to a well-diversified portfolio.
Key indicators related to Loop Media's volatility include:720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Loop Media 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 Loop daily returns, and it is calculated using variance and standard deviation. We also use Loop's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Loop Media volatility.
Loop |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Loop Media 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 Loop Media at lower prices. For example, an investor can purchase Loop 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 Loop Media'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. Main indicators related to Loop Media's market risk premium analysis include:
Beta 8.22 | Alpha 0.82 | Risk 30.58 | Sharpe Ratio 0.0453 | Expected Return 1.38 |
Moving together with Loop Pink Sheet
| 0.62 | STI | Solidion Technology | PairCorr |
| 0.68 | PG | Procter Gamble Earnings Call This Week | PairCorr |
| 0.8 | MSFT | Microsoft | PairCorr |
Moving against Loop Pink Sheet
| 0.87 | CSCO | Cisco Systems | PairCorr |
| 0.86 | DD | Dupont De Nemours | PairCorr |
| 0.81 | TRV | The Travelers Companies Earnings Call This Week | PairCorr |
| 0.78 | MRK | Merck Company | PairCorr |
| 0.78 | JNJ | Johnson Johnson Earnings Call This Week | PairCorr |
| 0.75 | PFE | Pfizer Inc | PairCorr |
| 0.71 | XOM | Exxon Mobil Corp Aggressive Push | PairCorr |
| 0.59 | VZ | Verizon Communications | PairCorr |
| 0.55 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.55 | WMT | Walmart Common Stock Sell-off Trend | PairCorr |
Loop Media Market Sensitivity And Downside Risk
Loop Media's beta coefficient measures the volatility of Loop 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 Loop pink sheet's returns against your selected market. In other words, Loop Media's beta of 8.22 provides an investor with an approximation of how much risk Loop Media pink sheet can potentially add to one of your existing portfolios. Loop Media is showing large volatility of returns over the selected time horizon. Loop Media appears to be a penny stock. Although Loop Media may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Loop Media or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Loop 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 Loop Media Demand TrendCheck current 90 days Loop Media correlation with market (Dow Jones Industrial)Loop Media Volatility and Downside Risk
Loop 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.
Loop Media Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Loop Media pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Loop Media's price changes. Investors will then calculate the volatility of Loop Media'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 Loop Media's volatility:
Historical Volatility
This type of pink sheet volatility measures Loop Media's fluctuations based on previous trends. It's commonly used to predict Loop Media'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 Loop Media'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 Loop Media's to be redeemed at a future date.Transformation |
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Loop Media Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 8.2221 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Loop Media will likely underperform.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 Loop Media or Entertainment 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 Loop Media'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 Loop 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.
Loop Media has an alpha of 0.8214, implying that it can generate a 0.82 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Loop Media 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.Loop Media Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Loop Media is 2207.79. The daily returns are distributed with a variance of 934.9 and standard deviation of 30.58. The mean deviation of Loop Media is currently at 16.95. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.71
α | Alpha over Dow Jones | 0.82 | |
β | Beta against Dow Jones | 8.22 | |
σ | Overall volatility | 30.58 | |
Ir | Information ratio | 0.05 |
Loop Media Pink Sheet Return Volatility
Loop Media historical daily return volatility represents how much of Loop Media pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture inherits 30.5762% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7087% 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 Loop Pink Sheet performing well and Loop Media 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 Loop Media'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DIS | 1.15 | 0.04 | (0.04) | 2.09 | 1.87 | 2.20 | 10.07 | |||
| BAC-PE | 0.53 | (0.13) | 0.00 | (0.46) | 0.00 | 0.86 | 2.96 | |||
| ATLKY | 1.31 | 0.06 | 0.06 | 0.16 | 1.31 | 2.75 | 6.08 | |||
| COKE | 1.18 | 0.31 | 0.14 | 259.70 | 1.05 | 3.53 | 9.33 | |||
| MRK | 1.22 | 0.30 | 0.18 | 0.88 | 1.06 | 3.59 | 8.09 | |||
| RCRUY | 1.99 | 0.08 | 0.04 | 0.18 | 2.04 | 4.67 | 15.60 | |||
| WRTBY | 1.87 | 0.40 | 0.11 | (1.36) | 1.85 | 3.96 | 13.63 | |||
| BAC-PB | 0.17 | 0.00 | (0.51) | 0.09 | 0.10 | 0.55 | 1.07 | |||
| AB | 0.96 | 0.03 | (0.07) | (0.42) | 1.27 | 2.22 | 6.01 | |||
| KOS | 3.58 | (0.23) | 0.00 | (1.48) | 0.00 | 10.27 | 20.96 |
About Loop Media Volatility
Volatility is a rate at which the price of Loop Media 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 Loop Media may increase or decrease. In other words, similar to Loop's beta indicator, it measures the risk of Loop Media and helps estimate the fluctuations that may happen in a short period of time. So if prices of Loop Media 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.Loop Media, Inc. operates as a multichannel digital video platform media company. It serves business customers for out of home venues and directly to retail consumers in home and on mobile devices in the United States. Loop Media operates under Broadcasting classification in the United States and is traded on AMEX Exchange. It employs 42 people.
Loop Media'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 Loop Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Loop Media's price varies over time.
3 ways to utilize Loop Media's volatility to invest better
Higher Loop Media's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Loop Media 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. Loop Media 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 Loop Media investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Loop Media'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 Loop Media's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Loop Media Investment Opportunity
Loop Media has a volatility of 30.58 and is 43.07 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Loop Media is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Loop Media to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Loop Media to be traded at $2.0E-4 in 90 days.Average diversification
The correlation between Loop Media and DJI is 0.18 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Loop Media and DJI in the same portfolio, assuming nothing else is changed.
Loop Media Additional Risk Indicators
The analysis of Loop Media'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 Loop Media's investment and either accepting that risk or mitigating it. Along with some common measures of Loop Media 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 | 0.0479 | |||
| Market Risk Adjusted Performance | 0.22 | |||
| Mean Deviation | 17.81 | |||
| Semi Deviation | 19.46 | |||
| Downside Deviation | 33.78 | |||
| Coefficient Of Variation | 1852.93 | |||
| Standard Deviation | 32.18 |
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.
Loop Media 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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| Citigroup vs. Loop Media |
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 Loop Media 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. Loop Media'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, Loop Media'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 Loop Media.
Additional Tools for Loop Pink Sheet Analysis
When running Loop Media's price analysis, check to measure Loop Media'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 Loop Media is operating at the current time. Most of Loop Media's value examination focuses on studying past and present price action to predict the probability of Loop Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Loop Media's price. Additionally, you may evaluate how the addition of Loop Media to your portfolios can decrease your overall portfolio volatility.