Non Invasive Monitoring Systems Stock Volatility
| NIMU Stock | USD 0.01 0 23.47% |
Non-Invasive Monitoring is out of control given 3 months investment horizon. Non Invasive Monitoring has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We have collected data for eighteen different technical indicators, which can help you to evaluate if expected returns of 4.86% are justified by taking the suggested risk. Use Non Invasive Monitoring Standard Deviation of 25.85, mean deviation of 10.06, and Risk Adjusted Performance of 0.1602 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.188
| High Returns | Best Equity | NIMU | ||
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Based on monthly moving average Non-Invasive Monitoring is performing at about 14% 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 Non-Invasive Monitoring by adding it to a well-diversified portfolio.
Key indicators related to Non-Invasive Monitoring's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Non-Invasive Monitoring 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 Non-Invasive daily returns, and it is calculated using variance and standard deviation. We also use Non-Invasive's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Non-Invasive Monitoring volatility.
Non-Invasive |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Non-Invasive Monitoring 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 Non-Invasive Monitoring at lower prices. For example, an investor can purchase Non-Invasive 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 Non-Invasive Monitoring'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 Non-Invasive Monitoring's market risk premium analysis include:
Beta 0.13 | Alpha 4.84 | Risk 25.85 | Sharpe Ratio 0.19 | Expected Return 4.86 |
Moving together with Non-Invasive Pink Sheet
Moving against Non-Invasive Pink Sheet
Non-Invasive Monitoring Market Sensitivity And Downside Risk
Non-Invasive Monitoring's beta coefficient measures the volatility of Non-Invasive 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 Non-Invasive pink sheet's returns against your selected market. In other words, Non-Invasive Monitoring's beta of 0.13 provides an investor with an approximation of how much risk Non-Invasive Monitoring pink sheet can potentially add to one of your existing portfolios. Non Invasive Monitoring Systems is displaying above-average volatility over the selected time horizon. Non Invasive Monitoring Systems is a penny stock. Although Non-Invasive Monitoring may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Non Invasive Monitoring Systems. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Non-Invasive 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.
| α | 4.84 | β | 0.13 | Check current 90 days Non-Invasive Monitoring correlation with market (Dow Jones Industrial)
Non-Invasive Monitoring Volatility and Downside Risk
Non-Invasive 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.
Non Invasive Monitoring Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Non-Invasive Monitoring pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Non-Invasive Monitoring's price changes. Investors will then calculate the volatility of Non-Invasive Monitoring'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 Non-Invasive Monitoring's volatility:
Historical Volatility
This type of pink sheet volatility measures Non-Invasive Monitoring's fluctuations based on previous trends. It's commonly used to predict Non-Invasive Monitoring'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 Non-Invasive Monitoring'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 Non-Invasive Monitoring'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. Non Invasive Monitoring 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.
Non-Invasive Monitoring Projected Return Density Against Market
Given the investment horizon of 90 days Non-Invasive Monitoring has a beta of 0.1263 . This indicates as returns on the market go up, Non-Invasive Monitoring average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Non Invasive Monitoring Systems 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 Non-Invasive Monitoring or Health Care Equipment & Supplies 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 Non-Invasive Monitoring'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 Non-Invasive 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 Non-Invasive Monitoring 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.Non-Invasive Monitoring Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Non-Invasive Monitoring is 532.04. The daily returns are distributed with a variance of 668.1 and standard deviation of 25.85. The mean deviation of Non Invasive Monitoring Systems is currently at 10.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 4.84 | |
β | Beta against Dow Jones | 0.13 | |
σ | Overall volatility | 25.85 | |
Ir | Information ratio | 0.18 |
Non-Invasive Monitoring Pink Sheet Return Volatility
Non-Invasive Monitoring historical daily return volatility represents how much of Non-Invasive Monitoring pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 25.8476% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8099% 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 Non-Invasive Pink Sheet performing well and Non-Invasive Monitoring 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 Non-Invasive Monitoring'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 | ||
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| GYGC | 4.99 | 0.75 | 0.00 | 0.50 | 0.00 | 14.29 | 119.78 | |||
| TLIF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PUGE | 32.83 | 10.95 | 0.00 | 0.31 | 0.00 | 0.00 | 1,000.00 | |||
| TMXN | 8.25 | 1.55 | 0.08 | (6.53) | 8.13 | 25.00 | 83.33 | |||
| FCIC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CLOW | 3.09 | 0.59 | 0.00 | 1.66 | 0.00 | 5.88 | 63.68 | |||
| APSI | 3.30 | (0.27) | 0.00 | (0.27) | 0.00 | 13.45 | 40.43 | |||
| CAMG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MHYR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SRBT | 5.21 | 0.00 | 0.00 | 0.08 | 9.35 | 7.69 | 133.33 |
About Non-Invasive Monitoring Volatility
Volatility is a rate at which the price of Non-Invasive Monitoring 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 Non-Invasive Monitoring may increase or decrease. In other words, similar to Non-Invasive's beta indicator, it measures the risk of Non-Invasive Monitoring and helps estimate the fluctuations that may happen in a short period of time. So if prices of Non-Invasive Monitoring 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.Non-Invasive Monitoring Systems, Inc. does not have significant operations. The company was incorporated in 1980 and is based in Miami, Florida. Non-Invasive Monitoring operates under Shell Companies classification in the United States and is traded on OTC Exchange.
Non-Invasive Monitoring'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 Non-Invasive Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Non-Invasive Monitoring's price varies over time.
3 ways to utilize Non-Invasive Monitoring's volatility to invest better
Higher Non-Invasive Monitoring's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Non Invasive Monitoring 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. Non Invasive Monitoring 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 Non Invasive Monitoring investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Non-Invasive Monitoring'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 Non-Invasive Monitoring's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Non-Invasive Monitoring Investment Opportunity
Non Invasive Monitoring Systems has a volatility of 25.85 and is 31.91 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Non-Invasive Monitoring. You can use Non Invasive Monitoring Systems to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Non-Invasive Monitoring to be traded at $0.0143 in 90 days.Modest diversification
The correlation between Non Invasive Monitoring System and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Non Invasive Monitoring System and DJI in the same portfolio, assuming nothing else is changed.
Non-Invasive Monitoring Additional Risk Indicators
The analysis of Non-Invasive Monitoring'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 Non-Invasive Monitoring's investment and either accepting that risk or mitigating it. Along with some common measures of Non-Invasive Monitoring 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 | 0.1602 | |||
| Market Risk Adjusted Performance | 38.4 | |||
| Mean Deviation | 10.06 | |||
| Coefficient Of Variation | 532.04 | |||
| Standard Deviation | 25.85 | |||
| Variance | 668.1 | |||
| Information Ratio | 0.1844 |
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.
Non-Invasive Monitoring 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 Non-Invasive Monitoring 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. Non-Invasive Monitoring'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, Non-Invasive Monitoring'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 Non Invasive Monitoring Systems.
Additional Tools for Non-Invasive Pink Sheet Analysis
When running Non-Invasive Monitoring's price analysis, check to measure Non-Invasive Monitoring'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 Non-Invasive Monitoring is operating at the current time. Most of Non-Invasive Monitoring's value examination focuses on studying past and present price action to predict the probability of Non-Invasive Monitoring's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Non-Invasive Monitoring's price. Additionally, you may evaluate how the addition of Non-Invasive Monitoring to your portfolios can decrease your overall portfolio volatility.