Meatech 3d Stock Volatility
| MTTCF Stock | USD 0 0.00 0.00% |
MeaTech 3D has Sharpe Ratio of -0.0512, which conveys that the firm had a -0.0512 % return per unit of risk over the last 3 months. MeaTech 3D exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MeaTech 3D's Standard Deviation of 7.07, mean deviation of 1.9, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide.
Sharpe Ratio = -0.0512
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Based on monthly moving average MeaTech 3D 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 MeaTech 3D by adding MeaTech 3D to a well-diversified portfolio.
Key indicators related to MeaTech 3D's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
MeaTech 3D 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 MeaTech daily returns, and it is calculated using variance and standard deviation. We also use MeaTech's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MeaTech 3D volatility.
MeaTech |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as MeaTech 3D 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 MeaTech 3D at lower prices to lower their average cost per share. Similarly, when the prices of MeaTech 3D's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to MeaTech 3D's market risk premium analysis include:
Beta 0.94 | Alpha (0.44) | Risk 7.24 | Sharpe Ratio (0.05) | Expected Return (0.37) |
Moving against MeaTech Pink Sheet
| 0.58 | CIADY | China Mengniu Dairy | PairCorr |
| 0.57 | ACN | Accenture plc | PairCorr |
| 0.54 | WF | Woori Financial Group | PairCorr |
| 0.43 | MUFG | Mitsubishi UFJ Financial Normal Trading | PairCorr |
MeaTech 3D Market Sensitivity And Downside Risk
MeaTech 3D's beta coefficient measures the volatility of MeaTech 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 MeaTech pink sheet's returns against your selected market. In other words, MeaTech 3D's beta of 0.94 provides an investor with an approximation of how much risk MeaTech 3D pink sheet can potentially add to one of your existing portfolios. MeaTech 3D is displaying above-average volatility over the selected time horizon. MeaTech 3D is a penny stock. Even though MeaTech 3D 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 MeaTech 3D 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 MeaTech 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 MeaTech 3D Demand TrendCheck current 90 days MeaTech 3D correlation with market (Dow Jones Industrial)MeaTech 3D Volatility and Downside Risk
MeaTech 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.
MeaTech 3D Pink Sheet Volatility Analysis
Volatility refers to the frequency at which MeaTech 3D pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MeaTech 3D's price changes. Investors will then calculate the volatility of MeaTech 3D'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 MeaTech 3D's volatility:
Historical Volatility
This type of pink sheet volatility measures MeaTech 3D's fluctuations based on previous trends. It's commonly used to predict MeaTech 3D'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 MeaTech 3D'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 MeaTech 3D'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. MeaTech 3D 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.
MeaTech 3D Projected Return Density Against Market
Assuming the 90 days horizon MeaTech 3D has a beta of 0.9394 . This indicates MeaTech 3D market returns are reactive to returns on the market. As the market goes up or down, MeaTech 3D 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 MeaTech 3D or Consumer Defensive 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 MeaTech 3D'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 MeaTech 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.
MeaTech 3D has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
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What Drives a MeaTech 3D 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.MeaTech 3D Pink Sheet Return Volatility
MeaTech 3D historical daily return volatility represents how much of MeaTech 3D pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 7.2367% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7029% 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 MeaTech Pink Sheet performing well and MeaTech 3D 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 MeaTech 3D'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BLEG | 15.98 | 3.05 | 0.10 | 1.22 | 14.18 | 50.00 | 133.33 | |||
| NUVM | 7.09 | 2.79 | 0.16 | (4.92) | 4.52 | 2.78 | 262.75 | |||
| DZGH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VGGIF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BLLB | 6.48 | 0.16 | 0.00 | 0.05 | 0.00 | 20.00 | 56.67 | |||
| AMNC | 3.19 | (1.84) | 0.00 | (0.89) | 0.00 | 0.00 | 99.57 | |||
| CULTF | 11.75 | 0.31 | 0.01 | (127.59) | 12.30 | 41.67 | 83.06 | |||
| ALKM | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| NBVG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About MeaTech 3D Volatility
Volatility is a rate at which the price of MeaTech 3D 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 MeaTech 3D may increase or decrease. In other words, similar to MeaTech's beta indicator, it measures the risk of MeaTech 3D and helps estimate the fluctuations that may happen in a short period of time. So if prices of MeaTech 3D 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.MeaTech 3D Ltd., a deep-tech food company, engages in the development of cultivated meat technologies to manufacture cultivated meat without animal slaughter. It intends to license its production technology provide associated products, such as cell lines, printheads, bioreactors, and incubators and offer services, such as technology implementation, training, and engineering support directly and through contractors to food processing and food retail companies. Meat Tech operates under Packaged Foods classification in the United States and is traded on OTC Exchange. It employs 38 people.
MeaTech 3D'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 MeaTech Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much MeaTech 3D's price varies over time.
3 ways to utilize MeaTech 3D's volatility to invest better
Higher MeaTech 3D's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of MeaTech 3D 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. MeaTech 3D 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 MeaTech 3D investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in MeaTech 3D'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 MeaTech 3D's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
MeaTech 3D Investment Opportunity
MeaTech 3D has a volatility of 7.24 and is 10.34 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of MeaTech 3D is higher than 64 percent of all global equities and portfolios over the last 90 days. You can use MeaTech 3D to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of MeaTech 3D to be traded at $0.0016 in 90 days.Average diversification
The correlation between MeaTech 3D and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MeaTech 3D and DJI in the same portfolio, assuming nothing else is changed.
MeaTech 3D Additional Risk Indicators
The analysis of MeaTech 3D'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 MeaTech 3D's investment and either accepting that risk or mitigating it. Along with some common measures of MeaTech 3D 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 | (0.03) | |||
| Market Risk Adjusted Performance | (0.38) | |||
| Mean Deviation | 1.9 | |||
| Coefficient Of Variation | (1,999) | |||
| Standard Deviation | 7.07 | |||
| Variance | 49.96 | |||
| Information Ratio | (0.06) |
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.
MeaTech 3D 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 MeaTech 3D 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. MeaTech 3D'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, MeaTech 3D'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 MeaTech 3D.
Complementary Tools for MeaTech Pink Sheet analysis
When running MeaTech 3D's price analysis, check to measure MeaTech 3D'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 MeaTech 3D is operating at the current time. Most of MeaTech 3D's value examination focuses on studying past and present price action to predict the probability of MeaTech 3D's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MeaTech 3D's price. Additionally, you may evaluate how the addition of MeaTech 3D to your portfolios can decrease your overall portfolio volatility.
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