Touchmark Bancshares Stock Volatility

TMAK Stock  USD 8.00  0.31  4.03%   
Touchmark Bancshares owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13% return per unit of risk over the last 3 months. Touchmark Bancshares exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Touchmark Bancshares' Variance of 1.76, coefficient of variation of (868.37), and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. Key indicators related to Touchmark Bancshares' volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
Touchmark Bancshares 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 Touchmark daily returns, and it is calculated using variance and standard deviation. We also use Touchmark's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Touchmark Bancshares volatility.
  
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Touchmark Bancshares at lower prices. For example, an investor can purchase Touchmark 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.

Moving together with Touchmark Pink Sheet

  0.7BBDC4 Banco Bradesco SAPairCorr
  0.83BNPQY BNP Paribas SAPairCorr

Moving against Touchmark Pink Sheet

  0.83DIS Walt Disney Aggressive PushPairCorr
  0.75PNC PNC Financial Services Fiscal Year End 21st of January 2025 PairCorr
  0.75PLTR Palantir Technologies Aggressive PushPairCorr
  0.58ARTE Artemis StrategicPairCorr
  0.56APAC Stonebridge Acquisition Symbol ChangePairCorr
  0.51AAC Ares AcquisitionPairCorr
  0.51TRCA Twin Ridge CapitalPairCorr
  0.48USB-PH US BancorpPairCorr
  0.42INTE Integral AcquisitionPairCorr

Touchmark Bancshares Market Sensitivity And Downside Risk

Touchmark Bancshares' beta coefficient measures the volatility of Touchmark 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 Touchmark pink sheet's returns against your selected market. In other words, Touchmark Bancshares's beta of 0.25 provides an investor with an approximation of how much risk Touchmark Bancshares pink sheet can potentially add to one of your existing portfolios. Touchmark Bancshares exhibits very low volatility with skewness of -0.71 and kurtosis of 5.74. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Touchmark Bancshares' pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Touchmark Bancshares' pink sheet 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 Touchmark Bancshares Demand Trend
Check current 90 days Touchmark Bancshares correlation with market (Dow Jones Industrial)

Touchmark Beta

    
  0.25  
Touchmark 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

    
  1.35  
It is essential to understand the difference between upside risk (as represented by Touchmark Bancshares's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Touchmark Bancshares' daily returns or price. Since the actual investment returns on holding a position in touchmark 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 Touchmark Bancshares.

Touchmark Bancshares Pink Sheet Volatility Analysis

Volatility refers to the frequency at which Touchmark Bancshares pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Touchmark Bancshares' price changes. Investors will then calculate the volatility of Touchmark Bancshares' 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 Touchmark Bancshares' volatility:

Historical Volatility

This type of pink sheet volatility measures Touchmark Bancshares' fluctuations based on previous trends. It's commonly used to predict Touchmark Bancshares' 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 Touchmark Bancshares' 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 Touchmark Bancshares' 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. Touchmark Bancshares 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.

Touchmark Bancshares Projected Return Density Against Market

Given the investment horizon of 90 days Touchmark Bancshares has a beta of 0.2478 . This usually implies as returns on the market go up, Touchmark Bancshares average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Touchmark Bancshares 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 Touchmark Bancshares 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 Touchmark Bancshares' 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 Touchmark 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.
Touchmark Bancshares has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   Predicted Return Density   
       Returns  
Touchmark Bancshares' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how touchmark pink sheet's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Touchmark Bancshares 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.

Touchmark Bancshares Pink Sheet Risk Measures

Given the investment horizon of 90 days the coefficient of variation of Touchmark Bancshares is -757.81. The daily returns are distributed with a variance of 1.82 and standard deviation of 1.35. The mean deviation of Touchmark Bancshares is currently at 0.73. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α
Alpha over Dow Jones
-0.19
β
Beta against Dow Jones0.25
σ
Overall volatility
1.35
Ir
Information ratio -0.21

Touchmark Bancshares Pink Sheet Return Volatility

Touchmark Bancshares historical daily return volatility represents how much of Touchmark Bancshares pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 1.3472% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7496% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Touchmark Bancshares Volatility

Volatility is a rate at which the price of Touchmark Bancshares 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 Touchmark Bancshares may increase or decrease. In other words, similar to Touchmark's beta indicator, it measures the risk of Touchmark Bancshares and helps estimate the fluctuations that may happen in a short period of time. So if prices of Touchmark Bancshares 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.
Touchmark Bancshares, Inc. operates as the bank holding company for Touchmark National Bank that provides various banking products and services to individuals and businesses in Georgia. The company was incorporated in 2007 and is headquartered in Alpharetta, Georgia. Touchmark Bancshares is traded on OTC Exchange in the United States.
Touchmark Bancshares' 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 Touchmark Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Touchmark Bancshares' price varies over time.

3 ways to utilize Touchmark Bancshares' volatility to invest better

Higher Touchmark Bancshares' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Touchmark Bancshares 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. Touchmark Bancshares 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 Touchmark Bancshares investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Touchmark Bancshares' 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 Touchmark Bancshares' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Touchmark Bancshares Investment Opportunity

Touchmark Bancshares has a volatility of 1.35 and is 1.8 times more volatile than Dow Jones Industrial. 11 percent of all equities and portfolios are less risky than Touchmark Bancshares. You can use Touchmark Bancshares to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Touchmark Bancshares to be traded at $10.0 in 90 days.

Average diversification

The correlation between Touchmark Bancshares 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 Touchmark Bancshares and DJI in the same portfolio, assuming nothing else is changed.

Touchmark Bancshares Additional Risk Indicators

The analysis of Touchmark Bancshares' 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 Touchmark Bancshares' investment and either accepting that risk or mitigating it. Along with some common measures of Touchmark Bancshares 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.
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.

Touchmark Bancshares 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 Touchmark Bancshares 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. Touchmark Bancshares' 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, Touchmark Bancshares' 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 Touchmark Bancshares.

Other Information on Investing in Touchmark Pink Sheet

Touchmark Bancshares financial ratios help investors to determine whether Touchmark Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Touchmark with respect to the benefits of owning Touchmark Bancshares security.