XS Financial Volatility
| XSHLFDelisted Stock | USD 0.04 0.00 0.00% |
XS Financial appears to be out of control, given 3 months investment horizon. XS Financial retains Efficiency (Sharpe Ratio) of 0.21, which attests that the company had a 0.21% return per unit of price deviation over the last 3 months. We have found seventeen technical indicators for XS Financial, which you can use to evaluate the volatility of the company. Please utilize XS Financial's market risk adjusted performance of (0.29), and Information Ratio of 0.0459 to validate if our risk estimates are consistent with your expectations. Key indicators related to XS Financial's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
XS Financial OTC 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 XSHLF daily returns, and it is calculated using variance and standard deviation. We also use XSHLF's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of XS Financial volatility.
XSHLF |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as XS Financial 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 XS Financial at lower prices to lower their average cost per share. Similarly, when the prices of XS Financial's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against XSHLF OTC Stock
| 0.72 | BKRKY | Bank Rakyat | PairCorr |
| 0.67 | IX | Orix Corp Ads | PairCorr |
| 0.65 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.62 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.5 | SHG | Shinhan Financial | PairCorr |
| 0.48 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.48 | PTBRY | Bank Negara Indonesia | PairCorr |
| 0.42 | PBCRY | Bank Central Asia | PairCorr |
| 0.32 | PBCRF | PT Bank Central | PairCorr |
XS Financial Market Sensitivity And Downside Risk
XS Financial's beta coefficient measures the volatility of XSHLF otc 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 XSHLF otc stock's returns against your selected market. In other words, XS Financial's beta of -0.93 provides an investor with an approximation of how much risk XS Financial otc stock can potentially add to one of your existing portfolios. XS Financial exhibits very low volatility with skewness of 0.7 and kurtosis of 11.28. XS Financial is a penny stock. Although XS Financial may be in fact a good investment, many penny otc stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in XS Financial. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on XSHLF instrument if you perfectly time your entry and exit. However, remember that penny otcs 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 XS Financial Demand TrendCheck current 90 days XS Financial correlation with market (Dow Jones Industrial)XSHLF Beta |
XSHLF 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 | 1.72 |
It is essential to understand the difference between upside risk (as represented by XS Financial's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of XS Financial's daily returns or price. Since the actual investment returns on holding a position in xshlf otc 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 XS Financial.
XS Financial OTC Stock Volatility Analysis
Volatility refers to the frequency at which XS Financial otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with XS Financial's price changes. Investors will then calculate the volatility of XS Financial's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 XS Financial's volatility:
Historical Volatility
This type of otc volatility measures XS Financial's fluctuations based on previous trends. It's commonly used to predict XS Financial's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for XS Financial's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on XS Financial's to be redeemed at a future date.Transformation |
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XS Financial Projected Return Density Against Market
Assuming the 90 days horizon XS Financial has a beta of -0.9294 . This entailsMost 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 XS Financial 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 XS Financial's price will be affected by overall otc 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 XSHLF otc'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.
XS Financial has an alpha of 0.3842, implying that it can generate a 0.38 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a XS Financial Price Volatility?
Several factors can influence a otc'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.XS Financial OTC Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of XS Financial is 469.04. The daily returns are distributed with a variance of 2.95 and standard deviation of 1.72. The mean deviation of XS Financial is currently at 0.7. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.38 | |
β | Beta against Dow Jones | -0.93 | |
σ | Overall volatility | 1.72 | |
Ir | Information ratio | 0.05 |
XS Financial OTC Stock Return Volatility
XS Financial historical daily return volatility represents how much of XS Financial otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.7175% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7717% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About XS Financial Volatility
Volatility is a rate at which the price of XS Financial 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 XS Financial may increase or decrease. In other words, similar to XSHLF's beta indicator, it measures the risk of XS Financial and helps estimate the fluctuations that may happen in a short period of time. So if prices of XS Financial 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.XS Financial Inc., a specialty finance company, provides equipment leasing solutions in the United States. XS Financial Inc. was incorporated in 2009 and is based in Los Angeles, California. Xtraction Services operates under Credit Services classification in the United States and is traded on OTC Exchange.
XS Financial'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 XSHLF OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much XS Financial's price varies over time.
3 ways to utilize XS Financial's volatility to invest better
Higher XS Financial's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of XS Financial 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. XS Financial 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 XS Financial investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in XS Financial'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 XS Financial's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
XS Financial Investment Opportunity
XS Financial has a volatility of 1.72 and is 2.23 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of XS Financial is lower than 15 percent of all global equities and portfolios over the last 90 days. You can use XS Financial to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of XS Financial to be traded at $0.0385 in 90 days.Good diversification
The correlation between XS Financial and DJI is -0.2 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding XS Financial and DJI in the same portfolio, assuming nothing else is changed.
XS Financial Additional Risk Indicators
The analysis of XS Financial'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 XS Financial's investment and either accepting that risk or mitigating it. Along with some common measures of XS Financial otc 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 | 0.0703 | |||
| Market Risk Adjusted Performance | (0.29) | |||
| Mean Deviation | 1.36 | |||
| Coefficient Of Variation | 1226.23 | |||
| Standard Deviation | 3.52 | |||
| Variance | 12.39 | |||
| Information Ratio | 0.0459 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
XS Financial 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 XS Financial 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. XS Financial'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, XS Financial'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 XS Financial.
Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Other Consideration for investing in XSHLF OTC Stock
If you are still planning to invest in XS Financial check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the XS Financial's history and understand the potential risks before investing.
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