Triboron International (Sweden) Volatility

TRIBO-B Stock  SEK 0.34  0.01  2.86%   
Triboron International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17 % return per unit of risk over the last 3 months. Triboron International AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Triboron International's Variance of 10.92, risk adjusted performance of (0.14), and Coefficient Of Variation of (562.45) to confirm the risk estimate we provide. Key indicators related to Triboron International's volatility include:
150 Days Market Risk
Chance Of Distress
150 Days Economic Sensitivity
Triboron International 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 Triboron daily returns, and it is calculated using variance and standard deviation. We also use Triboron's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Triboron International volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Triboron International 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 Triboron International at lower prices to lower their average cost per share. Similarly, when the prices of Triboron International's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.

Moving together with Triboron Stock

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Moving against Triboron Stock

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  0.81SKA-B Skanska AB Earnings Call This WeekPairCorr
  0.41VOLCAR-B Volvo Car AB Earnings Call This WeekPairCorr
  0.38ERIC-A TelefonaktiebolagetPairCorr
  0.35VOLV-B AB VolvoPairCorr
  0.32PCAT Photocat ASPairCorr

Triboron International Market Sensitivity And Downside Risk

Triboron International's beta coefficient measures the volatility of Triboron 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 Triboron stock's returns against your selected market. In other words, Triboron International's beta of -0.7 provides an investor with an approximation of how much risk Triboron International stock can potentially add to one of your existing portfolios. Triboron International AB exhibits very low volatility with skewness of -0.1 and kurtosis of 1.32. Triboron International AB is a potential penny stock. Although Triboron International may be in fact a good instrument to invest, many penny stocks 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 Triboron International AB. 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 Triboron instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 Triboron International Demand Trend
Check current 90 days Triboron International correlation with market (Dow Jones Industrial)

Triboron Beta

    
  -0.7  
Triboron 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

    
  3.46  
It is essential to understand the difference between upside risk (as represented by Triboron International's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Triboron International's daily returns or price. Since the actual investment returns on holding a position in triboron stock 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 Triboron International.

Triboron International Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Triboron International's fluctuations based on previous trends. It's commonly used to predict Triboron International'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 Triboron International'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 Triboron International'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. Triboron International 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.

Triboron International Projected Return Density Against Market

Assuming the 90 days trading horizon Triboron International AB has a beta of -0.6984 . This usually implies as returns on the benchmark increase, returns on holding Triboron International are expected to decrease at a much lower rate. During a bear market, however, Triboron International AB is likely to outperform the market.
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 Triboron International or Basic Materials 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 Triboron International'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 Triboron 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.
Triboron International AB 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  
Triboron International's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how triboron stock'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 Triboron International 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 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.

Triboron International Stock Risk Measures

Assuming the 90 days trading horizon the coefficient of variation of Triboron International is -572.95. The daily returns are distributed with a variance of 11.95 and standard deviation of 3.46. The mean deviation of Triboron International AB is currently at 2.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α
Alpha over Dow Jones
-0.53
β
Beta against Dow Jones-0.7
σ
Overall volatility
3.46
Ir
Information ratio -0.21

Triboron International Stock Return Volatility

Triboron International historical daily return volatility represents how much of Triboron International stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 3.4572% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8521% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Triboron International Volatility

Volatility is a rate at which the price of Triboron International 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 Triboron International may increase or decrease. In other words, similar to Triboron's beta indicator, it measures the risk of Triboron International and helps estimate the fluctuations that may happen in a short period of time. So if prices of Triboron International 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.
Triboron International AB operates as a green technology company in Sweden. It offers consumer and professional fuel formulas, two-stroke formula concentrates, and two-stroke injection formulas that are mixed with fuel to reduce friction, as well as improve the efficiency of the engine and emission control system under the Triboron brand name. Triboron International is traded on Stockholm Stock Exchange in Sweden.
Triboron International'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 Triboron Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Triboron International's price varies over time.

3 ways to utilize Triboron International's volatility to invest better

Higher Triboron International's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Triboron International 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. Triboron International 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 Triboron International investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Triboron International'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 Triboron International's 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.

Triboron International Investment Opportunity

Triboron International AB has a volatility of 3.46 and is 4.07 times more volatile than Dow Jones Industrial. 30 percent of all equities and portfolios are less risky than Triboron International. You can use Triboron International AB to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Triboron International to be traded at kr0.3264 in 90 days.

Good diversification

The correlation between Triboron International AB and DJI is -0.18 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Triboron International AB and DJI in the same portfolio, assuming nothing else is changed.

Triboron International Additional Risk Indicators

The analysis of Triboron International'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 Triboron International's investment and either accepting that risk or mitigating it. Along with some common measures of Triboron International 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.
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.

Triboron International 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 Triboron International 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. Triboron International'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, Triboron International'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 Triboron International AB.

Complementary Tools for Triboron Stock analysis

When running Triboron International's price analysis, check to measure Triboron International'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 Triboron International is operating at the current time. Most of Triboron International's value examination focuses on studying past and present price action to predict the probability of Triboron International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Triboron International's price. Additionally, you may evaluate how the addition of Triboron International to your portfolios can decrease your overall portfolio volatility.
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