The Very Good Stock Volatility
| VGFCQ Stock | 0.01 0.00 0.00% |
Very Good owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23 % return per unit of risk over the last 3 months. We were able to break down three different technical indicators, which can help you to evaluate if expected returns of 59.02% are justified by taking the suggested risk.
Sharpe Ratio = 0.2337
| High Returns | Best Equity | VGFCQ | ||
| Good Returns | ||||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Based on monthly moving average Very Good is performing at about 18% 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 Very Good by adding it to a well-diversified portfolio.
Key indicators related to Very Good's volatility include:360 Days Market Risk | Chance Of Distress | 360 Days Economic Sensitivity |
Very Good 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 Very daily returns, and it is calculated using variance and standard deviation. We also use Very's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Very Good volatility.
Very |
Very Good Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Very Good pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Very Good's price changes. Investors will then calculate the volatility of Very Good'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 Very Good's volatility:
Historical Volatility
This type of pink sheet volatility measures Very Good's fluctuations based on previous trends. It's commonly used to predict Very Good'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 Very Good'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 Very Good'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. Developed by Larry Williams, the Weighted Close is the average of Very Good high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Very Good closing price as input.
Very Good Projected Return Density Against Market
Assuming the 90 days horizon Very Good has a beta that is very close to zero . This entails the returns on DOW JONES INDUSTRIAL and Very Good do not appear to be sensible.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 Very Good or Very 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 Very Good'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 Very 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.
It does not look like Very Good's alpha can have any bearing on the current valuation. Predicted Return Density |
| Returns |
What Drives a Very Good 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.Very Good Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Very Good is 427.97. The daily returns are distributed with a variance of 63792.35 and standard deviation of 252.57. The mean deviation of The Very Good is currently at 123.41. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.69
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 252.57 | |
Ir | Information ratio | 0.00 |
Very Good Pink Sheet Return Volatility
Very Good historical daily return volatility represents how much of Very Good pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise shows 252.5715% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7248% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.0 | 0.0 | -1.0 | 1.0 | -1.0 | SYNJ | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | FLTLF | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | HTOCF | ||
| -1.0 | 0.0 | 0.0 | -1.0 | 1.0 | INREF | ||
| 1.0 | 0.0 | 0.0 | -1.0 | -1.0 | EBODF | ||
| -1.0 | 0.0 | 0.0 | 1.0 | -1.0 | PKSGY | ||
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 Very Pink Sheet performing well and Very Good 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 Very Good'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SYNJ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FLTLF | 0.98 | 0.01 | (0.01) | 0.11 | 1.64 | 2.40 | 12.28 | |||
| HTOCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| INREF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EBODF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PKSGY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About Very Good Volatility
Volatility is a rate at which the price of Very Good 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 Very Good may increase or decrease. In other words, similar to Very's beta indicator, it measures the risk of Very Good and helps estimate the fluctuations that may happen in a short period of time. So if prices of Very Good 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 Very Good's volatility to invest better
Higher Very Good's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Very Good 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. Very Good 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 Very Good investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Very Good'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 Very Good's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Very Good Investment Opportunity
The Very Good has a volatility of 252.57 and is 350.79 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Very Good. You can use The Very Good to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Very Good to be traded at 0.005 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
| GOOG | Alphabet Inc Class C | |
| V | Visa Class A | |
| MSFT | Microsoft | |
| GOOG | Alphabet Inc Class C | |
| GM | General Motors | |
| F | Ford Motor |
Very Good 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 Very Good 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. Very Good'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, Very Good'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 The Very Good.
Additional Tools for Very Pink Sheet Analysis
When running Very Good's price analysis, check to measure Very Good'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 Very Good is operating at the current time. Most of Very Good's value examination focuses on studying past and present price action to predict the probability of Very Good's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Very Good's price. Additionally, you may evaluate how the addition of Very Good to your portfolios can decrease your overall portfolio volatility.