Spark I Acquisition Stock Volatility
| SPKL Stock | 11.38 0.04 0.35% |
As of now, Spark Stock is very steady. Spark I Acquisition owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0546, which indicates the firm had a 0.0546 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Spark I Acquisition, which you can use to evaluate the volatility of the company. Please validate Spark I's Semi Deviation of 0.3794, coefficient of variation of 4292.34, and Risk Adjusted Performance of 0.0131 to confirm if the risk estimate we provide is consistent with the expected return of 0.0285%.
Sharpe Ratio = 0.0546
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPKL |
Based on monthly moving average Spark I is performing at about 4% 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 Spark I by adding it to a well-diversified portfolio.
Key indicators related to Spark I's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Spark I Stock 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 Spark daily returns, and it is calculated using variance and standard deviation. We also use Spark's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Spark I volatility.
ESG Sustainability
While most ESG disclosures are voluntary, Spark I's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Spark I's managers and investors.Environmental | Governance | Social |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Spark I at lower prices. For example, an investor can purchase Spark 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 Spark I's market risk premium analysis include:
Beta 0.0117 | Alpha 0.001292 | Risk 0.52 | Sharpe Ratio 0.0546 | Expected Return 0.0285 |
Moving together with Spark Stock
| 0.63 | DHIL | Diamond Hill Investment | PairCorr |
| 0.7 | HHI | Henderson High Income | PairCorr |
| 0.67 | BK | Bank of New York | PairCorr |
| 0.67 | WT | WisdomTree | PairCorr |
| 0.75 | MNG | MG Plc | PairCorr |
| 0.79 | MIGO | Migo Opportunities Trust | PairCorr |
| 0.65 | VCTR | Victory Capital Holdings Normal Trading | PairCorr |
| 0.71 | MNTN | Schiehallion Fund | PairCorr |
Moving against Spark Stock
Spark I Market Sensitivity And Downside Risk
Spark I's beta coefficient measures the volatility of Spark stock 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 Spark stock's returns against your selected market. In other words, Spark I's beta of 0.0117 provides an investor with an approximation of how much risk Spark I stock can potentially add to one of your existing portfolios. Spark I Acquisition exhibits relatively low volatility with skewness of 0.21 and kurtosis of 5.25. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Spark I's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Spark I's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Spark I Acquisition Demand TrendCheck current 90 days Spark I correlation with market (Dow Jones Industrial)Spark I Volatility and Downside Risk
Spark 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.
Spark I Acquisition Stock Volatility Analysis
Volatility refers to the frequency at which Spark I stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Spark I's price changes. Investors will then calculate the volatility of Spark I's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 Spark I's volatility:
Historical Volatility
This type of stock volatility measures Spark I's fluctuations based on previous trends. It's commonly used to predict Spark I's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Spark I's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Spark I'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. Spark I Acquisition 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.
Spark I Projected Return Density Against Market
Given the investment horizon of 90 days Spark I has a beta of 0.0117 . This usually implies as returns on the market go up, Spark I average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Spark I Acquisition 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 Spark I or Capital Markets 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 Spark I's price will be affected by overall stock 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 Spark stock'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 |
| Returns |
What Drives a Spark I Price Volatility?
Several factors can influence a stock'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.Spark I Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Spark I is 1832.6. The daily returns are distributed with a variance of 0.27 and standard deviation of 0.52. The mean deviation of Spark I Acquisition is currently at 0.29. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 0 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.52 | |
Ir | Information ratio | -0.11 |
Spark I Stock Return Volatility
Spark I historical daily return volatility represents how much of Spark I stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 0.5223% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7551% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between Spark Stock performing well and Spark I 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 Spark I'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HSPT | 0.80 | 0.32 | 0.21 | (2.07) | 0.54 | 1.62 | 7.00 | |||
| FGMC | 0.09 | 0.00 | (0.36) | (0.15) | 0.00 | 0.20 | 0.60 | |||
| CHPG | 0.12 | 0.01 | (0.16) | 0.52 | 0.00 | 0.39 | 0.98 | |||
| KVAC | 0.34 | 0.02 | (0.05) | (0.45) | 0.44 | 1.27 | 3.29 | |||
| FSHP | 0.16 | 0.01 | (0.09) | (0.82) | 0.19 | 0.75 | 1.66 | |||
| ASPC | 8.97 | 1.29 | 0.12 | (1.14) | 7.84 | 29.42 | 99.90 | |||
| COLA | 0.21 | (0.01) | (0.23) | (0.05) | 0.20 | 0.39 | 1.83 | |||
| LCCC | 0.07 | 0.01 | (0.33) | (0.23) | 0.00 | 0.20 | 0.49 |
About Spark I Volatility
Volatility is a rate at which the price of Spark I 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 Spark I may increase or decrease. In other words, similar to Spark's beta indicator, it measures the risk of Spark I and helps estimate the fluctuations that may happen in a short period of time. So if prices of Spark I 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.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 756.1 K | 389.2 K | |
| Market Cap | 149.9 M | 132.6 M |
Spark I'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 Spark Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Spark I's price varies over time.
3 ways to utilize Spark I's volatility to invest better
Higher Spark I's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Spark I Acquisition 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. Spark I Acquisition 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 Spark I Acquisition investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Spark I'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 Spark I's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Spark I Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.76 and is 1.46 times more volatile than Spark I Acquisition. Compared to the overall equity markets, volatility of historical daily returns of Spark I Acquisition is lower than 4 percent of all global equities and portfolios over the last 90 days. You can use Spark I Acquisition to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend and little activity. Check odds of Spark I to be traded at 11.27 in 90 days.Poor diversification
The correlation between Spark I Acquisition and DJI is 0.7 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Spark I Acquisition and DJI in the same portfolio, assuming nothing else is changed.
Spark I Additional Risk Indicators
The analysis of Spark I'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 Spark I's investment and either accepting that risk or mitigating it. Along with some common measures of Spark I stock'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 | 0.0131 | |||
| Market Risk Adjusted Performance | 0.1804 | |||
| Mean Deviation | 0.2802 | |||
| Semi Deviation | 0.3794 | |||
| Downside Deviation | 0.671 | |||
| Coefficient Of Variation | 4292.34 | |||
| Standard Deviation | 0.5148 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Spark I 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 Spark I 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. Spark I'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, Spark I'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 Spark I Acquisition.
When determining whether Spark I Acquisition is a strong investment it is important to analyze Spark I's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Spark I's future performance. For an informed investment choice regarding Spark Stock, refer to the following important reports: Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Spark I Acquisition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in industry. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Spark I. If investors know Spark will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. Comprehensive Spark I assessment requires weighing all these inputs, though not all factors influence outcomes equally.
Investors evaluate Spark I Acquisition using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Spark I's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Spark I's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Spark I's value and its price as these two are different measures arrived at by different means. Investors typically determine if Spark I is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Spark I's market price signifies the transaction level at which participants voluntarily complete trades.