Xcelplus International Stock Volatility
| XLPI Stock | USD 0.01 0.00 0.00% |
XcelPlus International is out of control given 3 months investment horizon. XcelPlus International shows Sharpe Ratio of 0.14, which attests that the company had a 0.14 % return per unit of risk over the last 3 months. We were able to interpolate data for seventeen different technical indicators, which can help you to evaluate if expected returns of 9.27% are justified by taking the suggested risk. Use XcelPlus International Market Risk Adjusted Performance of (1.04), mean deviation of 18.41, and Standard Deviation of 66.0 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.1362
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Based on monthly moving average XcelPlus International is performing at about 10% 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 XcelPlus International by adding it to a well-diversified portfolio.
Key indicators related to XcelPlus International's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
XcelPlus International 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 XcelPlus daily returns, and it is calculated using variance and standard deviation. We also use XcelPlus's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of XcelPlus International volatility.
XcelPlus |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of XcelPlus International at lower prices. For example, an investor can purchase XcelPlus 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 XcelPlus International's market risk premium analysis include:
Beta (8.27) | Alpha 9.24 | Risk 68.09 | Sharpe Ratio 0.14 | Expected Return 9.27 |
Moving together with XcelPlus Pink Sheet
| 0.72 | UMICY | Umicore SA ADR | PairCorr |
| 0.69 | UMICF | Umicore SA | PairCorr |
| 0.61 | KTWIF | Kurita Water Industries Earnings Call This Week | PairCorr |
| 0.74 | ATMU | Atmus Filtration Tec | PairCorr |
| 0.62 | WF | Woori Financial Group | PairCorr |
| 0.73 | BIOA | BioAge Labs | PairCorr |
| 0.74 | CET | Central Securities | PairCorr |
| 0.64 | SHTLF | South32 Limited | PairCorr |
| 0.76 | LINC | Lincoln Educational | PairCorr |
| 0.82 | EGTIF | eGuarantee | PairCorr |
| 0.64 | ONDS | Ondas Holdings | PairCorr |
| 0.67 | LC | LendingClub Corp | PairCorr |
| 0.86 | GLASF | Glass House Brands | PairCorr |
Moving against XcelPlus Pink Sheet
| 0.7 | PBCRY | Bank Central Asia | PairCorr |
| 0.6 | PBCRF | PT Bank Central | PairCorr |
| 0.55 | BKRKF | PT Bank Rakyat | PairCorr |
XcelPlus International Market Sensitivity And Downside Risk
XcelPlus International's beta coefficient measures the volatility of XcelPlus 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 XcelPlus pink sheet's returns against your selected market. In other words, XcelPlus International's beta of -8.27 provides an investor with an approximation of how much risk XcelPlus International pink sheet can potentially add to one of your existing portfolios. XcelPlus International is displaying above-average volatility over the selected time horizon. XcelPlus International is a penny stock. Even though XcelPlus International may be a good instrument to invest, many penny pink sheets are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in XcelPlus International or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on XcelPlus 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.
| α | 9.24 | β | -8.27 | Check current 90 days XcelPlus International correlation with market (Dow Jones Industrial)
XcelPlus International Volatility and Downside Risk
XcelPlus 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.
XcelPlus International Pink Sheet Volatility Analysis
Volatility refers to the frequency at which XcelPlus International pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with XcelPlus International's price changes. Investors will then calculate the volatility of XcelPlus International'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 XcelPlus International's volatility:
Historical Volatility
This type of pink sheet volatility measures XcelPlus International's fluctuations based on previous trends. It's commonly used to predict XcelPlus International'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 XcelPlus International'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 XcelPlus 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. XcelPlus 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.
XcelPlus International Projected Return Density Against Market
Given the investment horizon of 90 days XcelPlus International has a beta of -8.27 . This entails as returns on its benchmark rise, returns on holding XcelPlus International are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, XcelPlus International is expected to outperform its benchmark.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 XcelPlus International 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 XcelPlus International'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 XcelPlus 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.
XcelPlus International has an alpha of 9.2388, implying that it can generate a 9.24 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a XcelPlus International 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.XcelPlus International Pink Sheet Return Volatility
XcelPlus International historical daily return volatility represents how much of XcelPlus International pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 68.0877% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7548% 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 XcelPlus Pink Sheet performing well and XcelPlus International 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 XcelPlus International'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EVSV | 8.77 | (0.80) | 0.00 | (0.43) | 0.00 | 23.08 | 88.53 | |||
| ETII | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EKSN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PERL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| WOAM | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PCHK | 5.97 | 3.06 | 0.00 | (4.56) | 0.00 | 0.00 | 200.00 | |||
| PRTR | 2.98 | 1.51 | 0.00 | (10.58) | 0.00 | 0.00 | 0.00 | |||
| EAWD | 44.44 | 22.80 | 0.00 | (0.71) | 0.00 | 100.00 | 990.00 | |||
| BWOWF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| UVSS | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About XcelPlus International Volatility
Volatility is a rate at which the price of XcelPlus 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 XcelPlus International may increase or decrease. In other words, similar to XcelPlus's beta indicator, it measures the risk of XcelPlus International and helps estimate the fluctuations that may happen in a short period of time. So if prices of XcelPlus 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.XcelPlus International, Inc. distributes chemicals, lubricants, and alternative fuel technologies in the United States. XcelPlus International, Inc. operates as a subsidiary of Clean Energy Pathways, Inc. Xcelplus Intl operates under Pollution Treatment Controls classification in the United States and is traded on OTC Exchange.
XcelPlus 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 XcelPlus Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much XcelPlus International's price varies over time.
3 ways to utilize XcelPlus International's volatility to invest better
Higher XcelPlus 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 XcelPlus 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. XcelPlus 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 XcelPlus International investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in XcelPlus 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 XcelPlus International's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
XcelPlus International Investment Opportunity
XcelPlus International has a volatility of 68.09 and is 90.79 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than XcelPlus International. You can use XcelPlus International to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of XcelPlus International to be traded at $0.005 in 90 days.Poor diversification
The correlation between XcelPlus International and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding XcelPlus International and DJI in the same portfolio, assuming nothing else is changed.
XcelPlus International Additional Risk Indicators
The analysis of XcelPlus 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 XcelPlus International's investment and either accepting that risk or mitigating it. Along with some common measures of XcelPlus International 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 | 0.107 | |||
| Market Risk Adjusted Performance | (1.04) | |||
| Mean Deviation | 18.41 | |||
| Coefficient Of Variation | 757.53 | |||
| Standard Deviation | 66.0 | |||
| Variance | 4355.62 | |||
| Information Ratio | 0.1309 |
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.
XcelPlus 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 XcelPlus 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. XcelPlus 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, XcelPlus 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 XcelPlus International.
Complementary Tools for XcelPlus Pink Sheet analysis
When running XcelPlus International's price analysis, check to measure XcelPlus 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 XcelPlus International is operating at the current time. Most of XcelPlus International's value examination focuses on studying past and present price action to predict the probability of XcelPlus 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 XcelPlus International's price. Additionally, you may evaluate how the addition of XcelPlus International to your portfolios can decrease your overall portfolio volatility.
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