Voyager Acquisition Corp Stock Volatility
| VACH Stock | 10.07 0.04 0.40% |
Voyager Acquisition is very steady at the moment. Voyager Acquisition Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0885, which indicates the firm had a 0.0885 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Voyager Acquisition Corp, which you can use to evaluate the volatility of the company. Please validate Voyager Acquisition's Downside Deviation of 0.2218, risk adjusted performance of 0.0501, and Standard Deviation of 0.1735 to confirm if the risk estimate we provide is consistent with the expected return of 0.0153%. Key indicators related to Voyager Acquisition's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Voyager Acquisition 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 Voyager daily returns, and it is calculated using variance and standard deviation. We also use Voyager's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Voyager Acquisition volatility.
Voyager |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Voyager Acquisition at lower prices. For example, an investor can purchase Voyager 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 against Voyager Stock
Voyager Acquisition Market Sensitivity And Downside Risk
Voyager Acquisition's beta coefficient measures the volatility of Voyager 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 Voyager stock's returns against your selected market. In other words, Voyager Acquisition's beta of -0.0094 provides an investor with an approximation of how much risk Voyager Acquisition stock can potentially add to one of your existing portfolios. Voyager Acquisition Corp exhibits very low volatility with skewness of 0.25 and kurtosis of 2.96. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Voyager Acquisition'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 Voyager Acquisition'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 Voyager Acquisition Corp Demand TrendCheck current 90 days Voyager Acquisition correlation with market (Dow Jones Industrial)Voyager Beta |
Voyager 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 | 0.17 |
It is essential to understand the difference between upside risk (as represented by Voyager Acquisition's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Voyager Acquisition's daily returns or price. Since the actual investment returns on holding a position in voyager 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 Voyager Acquisition.
Voyager Acquisition Corp Stock Volatility Analysis
Volatility refers to the frequency at which Voyager Acquisition stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Voyager Acquisition's price changes. Investors will then calculate the volatility of Voyager Acquisition'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 Voyager Acquisition's volatility:
Historical Volatility
This type of stock volatility measures Voyager Acquisition's fluctuations based on previous trends. It's commonly used to predict Voyager Acquisition'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 Voyager Acquisition'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 Voyager Acquisition'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. Voyager Acquisition Corp 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.
Voyager Acquisition Projected Return Density Against Market
Given the investment horizon of 90 days Voyager Acquisition Corp has a beta of -0.0094 . This entails as returns on the benchmark increase, returns on holding Voyager Acquisition are expected to decrease at a much lower rate. During a bear market, however, Voyager Acquisition Corp 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 Voyager Acquisition or Industrials 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 Voyager Acquisition'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 Voyager 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.
Voyager Acquisition Corp has an alpha of 0.0085, implying that it can generate a 0.0085 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Voyager Acquisition 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.Voyager Acquisition Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Voyager Acquisition is 1130.33. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.17. The mean deviation of Voyager Acquisition Corp is currently at 0.11. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.0094 | |
σ | Overall volatility | 0.17 | |
Ir | Information ratio | -0.11 |
Voyager Acquisition Stock Return Volatility
Voyager Acquisition historical daily return volatility represents how much of Voyager Acquisition stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.173% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8666% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Voyager Acquisition Volatility
Volatility is a rate at which the price of Voyager Acquisition 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 Voyager Acquisition may increase or decrease. In other words, similar to Voyager's beta indicator, it measures the risk of Voyager Acquisition and helps estimate the fluctuations that may happen in a short period of time. So if prices of Voyager Acquisition 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.3 ways to utilize Voyager Acquisition's volatility to invest better
Higher Voyager Acquisition's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Voyager Acquisition Corp 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. Voyager Acquisition Corp 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 Voyager Acquisition Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Voyager Acquisition'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 Voyager Acquisition's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Voyager Acquisition Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.87 and is 5.12 times more volatile than Voyager Acquisition Corp. 1 percent of all equities and portfolios are less risky than Voyager Acquisition. You can use Voyager Acquisition Corp to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend and little activity. Check odds of Voyager Acquisition to be traded at 9.97 in 90 days.Good diversification
The correlation between Voyager Acquisition Corp and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Voyager Acquisition Corp and DJI in the same portfolio, assuming nothing else is changed.
Voyager Acquisition Additional Risk Indicators
The analysis of Voyager Acquisition'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 Voyager Acquisition's investment and either accepting that risk or mitigating it. Along with some common measures of Voyager Acquisition 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 | 0.0501 | |||
| Market Risk Adjusted Performance | (0.87) | |||
| Mean Deviation | 0.1147 | |||
| Downside Deviation | 0.2218 | |||
| Coefficient Of Variation | 951.23 | |||
| Standard Deviation | 0.1735 | |||
| Variance | 0.0301 |
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.
Voyager Acquisition 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 Voyager Acquisition 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. Voyager Acquisition'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, Voyager Acquisition'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 Voyager Acquisition Corp.
Complementary Tools for Voyager Stock analysis
When running Voyager Acquisition's price analysis, check to measure Voyager Acquisition'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 Voyager Acquisition is operating at the current time. Most of Voyager Acquisition's value examination focuses on studying past and present price action to predict the probability of Voyager Acquisition's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Voyager Acquisition's price. Additionally, you may evaluate how the addition of Voyager Acquisition to your portfolios can decrease your overall portfolio volatility.
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