Transnational Group Stock Volatility
| TAMG Stock | USD 0.90 0.00 0.00% |
Transnational is out of control given 3 months investment horizon. Transnational Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.34, which indicates the firm had a 0.34% return per unit of risk over the last 3 months. We have collected data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 115.38% are justified by taking the suggested risk. Use Transnational Group Standard Deviation of 11050.04, risk adjusted performance of 0.3194, and Downside Deviation of 86.58 to evaluate company specific risk that cannot be diversified away. Key indicators related to Transnational's volatility include:
180 Days Market Risk | Chance Of Distress | 180 Days Economic Sensitivity |
Transnational 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 Transnational daily returns, and it is calculated using variance and standard deviation. We also use Transnational's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Transnational volatility.
Transnational |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Transnational 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 Transnational at lower prices to lower their average cost per share. Similarly, when the prices of Transnational's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Transnational Market Sensitivity And Downside Risk
Transnational's beta coefficient measures the volatility of Transnational 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 Transnational pink sheet's returns against your selected market. In other words, Transnational's beta of -105.49 provides an investor with an approximation of how much risk Transnational pink sheet can potentially add to one of your existing portfolios. Transnational Group is showing large volatility of returns over the selected time horizon. Transnational Group is a potential penny stock. Although Transnational may be in fact a good instrument to invest, many penny pink sheets are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Transnational Group. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Transnational 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 Transnational Group Demand TrendCheck current 90 days Transnational correlation with market (Dow Jones Industrial)Transnational Beta |
Transnational 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 | 343.72 |
It is essential to understand the difference between upside risk (as represented by Transnational's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Transnational's daily returns or price. Since the actual investment returns on holding a position in transnational 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 Transnational.
Transnational Group Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Transnational pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Transnational's price changes. Investors will then calculate the volatility of Transnational'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 Transnational's volatility:
Historical Volatility
This type of pink sheet volatility measures Transnational's fluctuations based on previous trends. It's commonly used to predict Transnational'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 Transnational'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 Transnational'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. Transnational Group 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.
Transnational Projected Return Density Against Market
Given the investment horizon of 90 days Transnational Group has a beta of -105.4866 . This usually implies as returns on its benchmark rise, returns on holding Transnational Group are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Transnational is expected to outperform its benchmark.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 Transnational or Communication Services 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 Transnational'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 Transnational 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.
Transnational Group has an alpha of 4473.4862, implying that it can generate a 4473.49 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Transnational 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.Transnational Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Transnational is 297.89. The daily returns are distributed with a variance of 118140.33 and standard deviation of 343.72. The mean deviation of Transnational Group is currently at 229.26. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 4,473 | |
β | Beta against Dow Jones | -105.49 | |
σ | Overall volatility | 343.72 | |
Ir | Information ratio | 0.40 |
Transnational Pink Sheet Return Volatility
Transnational historical daily return volatility represents how much of Transnational pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 343.7155% 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 Transnational Volatility
Volatility is a rate at which the price of Transnational 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 Transnational may increase or decrease. In other words, similar to Transnational's beta indicator, it measures the risk of Transnational and helps estimate the fluctuations that may happen in a short period of time. So if prices of Transnational 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.Transnational Group, Inc. does not have significant operations. Transnational Group, Inc. was founded in 1999 and is headquartered in Salt Lake, Utah. Transnatl Auto operates under Entertainment classification in the United States and is traded on OTC Exchange. It employs 2 people.
Transnational'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 Transnational Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Transnational's price varies over time.
3 ways to utilize Transnational's volatility to invest better
Higher Transnational's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Transnational Group 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. Transnational Group 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 Transnational Group investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Transnational'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 Transnational's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Transnational Investment Opportunity
Transnational Group has a volatility of 343.72 and is 464.49 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Transnational Group is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Transnational Group to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Transnational to be traded at $0.891 in 90 days.Good diversification
The correlation between Transnational Group and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Transnational Group and DJI in the same portfolio, assuming nothing else is changed.
Transnational Additional Risk Indicators
The analysis of Transnational'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 Transnational's investment and either accepting that risk or mitigating it. Along with some common measures of Transnational 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 | 0.3194 | |||
| Market Risk Adjusted Performance | (42.28) | |||
| Mean Deviation | 7598.92 | |||
| Downside Deviation | 86.58 | |||
| Coefficient Of Variation | 247.69 | |||
| Standard Deviation | 11050.04 | |||
| Variance | 1.2210330217E8 |
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.
Transnational 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.
| Alphabet vs. Transnational | ||
| GM vs. Transnational | ||
| Ford vs. Transnational | ||
| Citigroup vs. Transnational | ||
| Visa vs. Transnational | ||
| Bank of America vs. Transnational | ||
| Microsoft vs. Transnational | ||
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 Transnational 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. Transnational'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, Transnational'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 Transnational Group.
Complementary Tools for Transnational Pink Sheet analysis
When running Transnational's price analysis, check to measure Transnational'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 Transnational is operating at the current time. Most of Transnational's value examination focuses on studying past and present price action to predict the probability of Transnational's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Transnational's price. Additionally, you may evaluate how the addition of Transnational to your portfolios can decrease your overall portfolio volatility.
| Stocks Directory Find actively traded stocks across global markets | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |