Techcom Stock Volatility
| TCRI Stock | USD 0.11 0.00 0.00% |
TechCom is out of control given 3 months investment horizon. TechCom owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 13.92% are justified by taking the suggested risk. Use TechCom Coefficient Of Variation of 835.04, risk adjusted performance of 0.0966, and Semi Deviation of 14.16 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.1089
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Based on monthly moving average TechCom is performing at about 8% 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 TechCom by adding it to a well-diversified portfolio.
Key indicators related to TechCom's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
TechCom 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 TechCom daily returns, and it is calculated using variance and standard deviation. We also use TechCom's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of TechCom volatility.
TechCom |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of TechCom at lower prices. For example, an investor can purchase TechCom 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 TechCom's market risk premium analysis include:
Beta 95 | Alpha 57.63 | Risk 127.88 | Sharpe Ratio 0.11 | Expected Return 13.92 |
Moving together with TechCom Pink Sheet
Moving against TechCom Pink Sheet
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TechCom Market Sensitivity And Downside Risk
TechCom's beta coefficient measures the volatility of TechCom 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 TechCom pink sheet's returns against your selected market. In other words, TechCom's beta of 95.0 provides an investor with an approximation of how much risk TechCom pink sheet can potentially add to one of your existing portfolios. TechCom is showing large volatility of returns over the selected time horizon. TechCom is a potential penny stock. Although TechCom 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 TechCom. 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 TechCom 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 TechCom Demand TrendCheck current 90 days TechCom correlation with market (Dow Jones Industrial)TechCom Volatility and Downside Risk
TechCom 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.
TechCom Pink Sheet Volatility Analysis
Volatility refers to the frequency at which TechCom pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with TechCom's price changes. Investors will then calculate the volatility of TechCom'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 TechCom's volatility:
Historical Volatility
This type of pink sheet volatility measures TechCom's fluctuations based on previous trends. It's commonly used to predict TechCom'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 TechCom'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 TechCom'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. TechCom 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.
TechCom Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 95.0 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, TechCom 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 TechCom or Financial 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 TechCom'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 TechCom 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.
TechCom has an alpha of 57.6327, implying that it can generate a 57.63 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a TechCom 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.TechCom Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of TechCom is 918.68. The daily returns are distributed with a variance of 16353.01 and standard deviation of 127.88. The mean deviation of TechCom is currently at 34.92. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α | Alpha over Dow Jones | 57.63 | |
β | Beta against Dow Jones | 95.00 | |
σ | Overall volatility | 127.88 | |
Ir | Information ratio | 0.12 |
TechCom Pink Sheet Return Volatility
TechCom historical daily return volatility represents how much of TechCom pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 127.8789% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7413% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
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 TechCom Pink Sheet performing well and TechCom 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 TechCom'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LNMG | 10.97 | 3.48 | 0.09 | (4.27) | 10.68 | 48.00 | 165.77 | |||
| SPUP | 1.99 | (1.06) | 0.00 | (0.95) | 0.00 | 0.00 | 66.67 | |||
| BOREF | 9.90 | 1.87 | 0.11 | 1.62 | 9.60 | 42.86 | 98.67 | |||
| ITRX | 6.53 | 2.79 | 0.00 | (1.43) | 0.00 | 13.77 | 151.43 | |||
| PSCO | 33.73 | 15.02 | 0.00 | (1.54) | 0.00 | 55.34 | 457.24 | |||
| SLTN | 12.63 | 4.49 | 0.10 | (0.23) | 13.39 | 25.00 | 255.77 | |||
| ABVN | 0.54 | 0.02 | 0.00 | (0.01) | 0.00 | 0.00 | 24.88 | |||
| DPXCF | 2.42 | 0.80 | 0.11 | (0.74) | 1.65 | 8.14 | 32.51 | |||
| MFDB | 0.53 | 0.14 | 0.00 | (0.31) | 0.00 | 2.16 | 11.49 | |||
| GFOO | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About TechCom Volatility
Volatility is a rate at which the price of TechCom 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 TechCom may increase or decrease. In other words, similar to TechCom's beta indicator, it measures the risk of TechCom and helps estimate the fluctuations that may happen in a short period of time. So if prices of TechCom 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.Previously, it was engaged in research and development of broadband technology. TechCom, Inc. was founded in 2000 and is based in Wilmington, Delaware. Techcom is traded on OTC Exchange in the United States.
TechCom'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 TechCom Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much TechCom's price varies over time.
3 ways to utilize TechCom's volatility to invest better
Higher TechCom's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of TechCom 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. TechCom 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 TechCom investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in TechCom'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 TechCom's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
TechCom Investment Opportunity
TechCom has a volatility of 127.88 and is 172.81 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than TechCom. You can use TechCom to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of TechCom to be traded at $0.1089 in 90 days.Excellent diversification
The correlation between TechCom and DJI is -0.65 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding TechCom and DJI in the same portfolio, assuming nothing else is changed.
TechCom Additional Risk Indicators
The analysis of TechCom'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 TechCom's investment and either accepting that risk or mitigating it. Along with some common measures of TechCom 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 | 0.0966 | |||
| Market Risk Adjusted Performance | 0.6516 | |||
| Mean Deviation | 123.93 | |||
| Semi Deviation | 14.16 | |||
| Downside Deviation | 41.95 | |||
| Coefficient Of Variation | 835.04 | |||
| Standard Deviation | 509.06 |
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.
TechCom 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 TechCom 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. TechCom'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, TechCom'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 TechCom.
Complementary Tools for TechCom Pink Sheet analysis
When running TechCom's price analysis, check to measure TechCom'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 TechCom is operating at the current time. Most of TechCom's value examination focuses on studying past and present price action to predict the probability of TechCom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TechCom's price. Additionally, you may evaluate how the addition of TechCom to your portfolios can decrease your overall portfolio volatility.
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