Pargesa Holding SA Volatility
| PARGDelisted Stock | 0.01 0.00 0.00% |
We have found twenty-five technical indicators for Pargesa Holding SA, which you can use to evaluate the volatility of the company. Please check Pargesa Holding's Risk Adjusted Performance of 0.0288, coefficient of variation of 4006.41, and Semi Deviation of 18.91 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Pargesa Holding's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Pargesa Holding 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 Pargesa daily returns, and it is calculated using variance and standard deviation. We also use Pargesa's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Pargesa Holding volatility.
Pargesa |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Pargesa Holding 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 Pargesa Holding at lower prices to lower their average cost per share. Similarly, when the prices of Pargesa Holding's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Pargesa Pink Sheet
Moving against Pargesa Pink Sheet
Pargesa Holding Market Sensitivity And Downside Risk
Pargesa Holding's beta coefficient measures the volatility of Pargesa 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 Pargesa pink sheet's returns against your selected market. In other words, Pargesa Holding's beta of 4.93 provides an investor with an approximation of how much risk Pargesa Holding pink sheet can potentially add to one of your existing portfolios. Pargesa Holding SA is showing large volatility of returns over the selected time horizon. Pargesa Holding SA is a penny stock. Although Pargesa Holding 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 Pargesa Holding SA. 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 Pargesa 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 Pargesa Holding SA Demand TrendCheck current 90 days Pargesa Holding correlation with market (Dow Jones Industrial)Pargesa Beta |
Pargesa 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.
Standard Deviation | 0.0 |
It is essential to understand the difference between upside risk (as represented by Pargesa Holding's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Pargesa Holding's daily returns or price. Since the actual investment returns on holding a position in pargesa pink sheet tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Pargesa Holding.
Pargesa Holding SA Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Pargesa Holding pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Pargesa Holding's price changes. Investors will then calculate the volatility of Pargesa Holding'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 Pargesa Holding's volatility:
Historical Volatility
This type of pink sheet volatility measures Pargesa Holding's fluctuations based on previous trends. It's commonly used to predict Pargesa Holding'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 Pargesa Holding'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 Pargesa Holding's to be redeemed at a future date.Transformation |
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Pargesa Holding Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 4.9285 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Pargesa Holding 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 Pargesa Holding or Shell Companies 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 Pargesa Holding'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 Pargesa 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.
Pargesa Holding SA has an alpha of 0.0388, implying that it can generate a 0.0388 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Pargesa Holding 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.Pargesa Holding Pink Sheet Return Volatility
Pargesa Holding historical daily return volatility represents how much of Pargesa Holding pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Pargesa Holding Volatility
Volatility is a rate at which the price of Pargesa Holding 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 Pargesa Holding may increase or decrease. In other words, similar to Pargesa's beta indicator, it measures the risk of Pargesa Holding and helps estimate the fluctuations that may happen in a short period of time. So if prices of Pargesa Holding 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 Pargesa Holding's volatility to invest better
Higher Pargesa Holding's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Pargesa Holding SA 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. Pargesa Holding SA 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 Pargesa Holding SA investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Pargesa Holding'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 Pargesa Holding's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Pargesa Holding Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.74 and is 9.223372036854776E16 times more volatile than Pargesa Holding SA. Compared to the overall equity markets, volatility of historical daily returns of Pargesa Holding SA is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Pargesa Holding SA to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Pargesa Holding to be traded at 0.0101 in 90 days.Average diversification
The correlation between Pargesa Holding SA and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pargesa Holding SA and DJI in the same portfolio, assuming nothing else is changed.
Pargesa Holding Additional Risk Indicators
The analysis of Pargesa Holding'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 Pargesa Holding's investment and either accepting that risk or mitigating it. Along with some common measures of Pargesa Holding 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 | 0.0288 | |||
| Market Risk Adjusted Performance | 0.1455 | |||
| Mean Deviation | 12.22 | |||
| Semi Deviation | 18.91 | |||
| Downside Deviation | 40.76 | |||
| Coefficient Of Variation | 4006.41 | |||
| Standard Deviation | 27.15 |
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.
Pargesa Holding 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 Pargesa Holding 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. Pargesa Holding'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, Pargesa Holding'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 Pargesa Holding SA.
Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Other Consideration for investing in Pargesa Pink Sheet
If you are still planning to invest in Pargesa Holding SA check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Pargesa Holding's history and understand the potential risks before investing.
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