All Things Mobile Stock Volatility
ATMH Stock | USD 0.05 0.00 0.00% |
All Things is out of control given 3 months investment horizon. All Things Mobile secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have collected data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use All Things Downside Deviation of 10.75, mean deviation of 5.41, and Risk Adjusted Performance of 0.1005 to evaluate company specific risk that cannot be diversified away. Key indicators related to All Things' volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
All Things 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 All daily returns, and it is calculated using variance and standard deviation. We also use All's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of All Things volatility.
All |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of All Things at lower prices. For example, an investor can purchase All 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.
All Things Market Sensitivity And Downside Risk
All Things' beta coefficient measures the volatility of All 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 All pink sheet's returns against your selected market. In other words, All Things's beta of -0.46 provides an investor with an approximation of how much risk All Things pink sheet can potentially add to one of your existing portfolios. All Things Mobile is showing large volatility of returns over the selected time horizon. All Things Mobile is a penny stock. Although All Things may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in All Things Mobile. 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 All 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.
3 Months Beta |Analyze All Things Mobile Demand TrendCheck current 90 days All Things correlation with market (Dow Jones Industrial)All Beta |
All 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 | 10.18 |
It is essential to understand the difference between upside risk (as represented by All Things's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of All Things' daily returns or price. Since the actual investment returns on holding a position in all pink sheet 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 All Things.
All Things Mobile Pink Sheet Volatility Analysis
Volatility refers to the frequency at which All Things pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with All Things' price changes. Investors will then calculate the volatility of All Things' 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 All Things' volatility:
Historical Volatility
This type of pink sheet volatility measures All Things' fluctuations based on previous trends. It's commonly used to predict All Things' 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 All Things' 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 All Things' 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. All Things Mobile 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.
All Things Projected Return Density Against Market
Given the investment horizon of 90 days All Things Mobile has a beta of -0.4598 . This suggests as returns on the benchmark increase, returns on holding All Things are expected to decrease at a much lower rate. During a bear market, however, All Things Mobile 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 All Things 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 All Things' 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 All 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.
All Things Mobile has an alpha of 1.1446, implying that it can generate a 1.14 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
Returns |
What Drives an All Things 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.All Things Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of All Things is 881.67. The daily returns are distributed with a variance of 103.66 and standard deviation of 10.18. The mean deviation of All Things Mobile is currently at 5.41. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 1.14 | |
β | Beta against Dow Jones | -0.46 | |
σ | Overall volatility | 10.18 | |
Ir | Information ratio | 0.11 |
All Things Pink Sheet Return Volatility
All Things historical daily return volatility represents how much of All Things pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 10.1816% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8107% volatility on return distribution over the 90 days horizon. Performance |
Timeline |
About All Things Volatility
Volatility is a rate at which the price of All Things 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 All Things may increase or decrease. In other words, similar to All's beta indicator, it measures the risk of All Things and helps estimate the fluctuations that may happen in a short period of time. So if prices of All Things 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.All Things Mobile Analytic Inc. operates as a healthcare technology company. The company was formerly known as Toron, Inc. and changed its name to All Things Mobile Analytic Inc. in August 2020. All Things operates under Shell Companies classification in the United States and is traded on OTC Exchange.
All Things' 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 All Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much All Things' price varies over time.
3 ways to utilize All Things' volatility to invest better
Higher All Things' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of All Things Mobile 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. All Things Mobile 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 All Things Mobile investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in All Things' 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 All Things' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
All Things Investment Opportunity
All Things Mobile has a volatility of 10.18 and is 12.57 times more volatile than Dow Jones Industrial. 90 percent of all equities and portfolios are less risky than All Things. You can use All Things Mobile to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of All Things to be traded at $0.0535 in 90 days.Good diversification
The correlation between All Things Mobile and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding All Things Mobile and DJI in the same portfolio, assuming nothing else is changed.
All Things Additional Risk Indicators
The analysis of All Things' 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 All Things' investment and either accepting that risk or mitigating it. Along with some common measures of All Things 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 | 0.1005 | |||
Market Risk Adjusted Performance | (2.48) | |||
Mean Deviation | 5.41 | |||
Semi Deviation | 5.32 | |||
Downside Deviation | 10.75 | |||
Coefficient Of Variation | 881.67 | |||
Standard Deviation | 10.18 |
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.
All Things 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 All Things 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. All Things' 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, All Things' 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 All Things Mobile.
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When running All Things' price analysis, check to measure All Things' 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 All Things is operating at the current time. Most of All Things' value examination focuses on studying past and present price action to predict the probability of All Things' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move All Things' price. Additionally, you may evaluate how the addition of All Things to your portfolios can decrease your overall portfolio volatility.
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