Blockchain Industries Stock Volatility
| BCII Stock | USD 0.02 0 5.56% |
Blockchain Industries is out of control at the moment. Blockchain Industries secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Blockchain Industries, which you can use to evaluate the volatility of the firm. Please confirm Blockchain Industries' Downside Deviation of 13.54, risk adjusted performance of 0.015, and Mean Deviation of 6.91 to double-check if the risk estimate we provide is consistent with the expected return of 0.0699%. Key indicators related to Blockchain Industries' volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Blockchain Industries 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 Blockchain daily returns, and it is calculated using variance and standard deviation. We also use Blockchain's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Blockchain Industries volatility.
Blockchain |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Blockchain Industries at lower prices. For example, an investor can purchase Blockchain 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 Blockchain Pink Sheet
| 0.69 | MMM | 3M Company | PairCorr |
| 0.69 | GE | GE Aerospace | PairCorr |
| 0.58 | MMSI | Merit Medical Systems | PairCorr |
| 0.56 | JPM | JPMorgan Chase | PairCorr |
| 0.54 | ISRMF | iShares MSCI | PairCorr |
| 0.5 | CVX | Chevron Corp | PairCorr |
| 0.48 | CSCO | Cisco Systems | PairCorr |
| 0.42 | KNTK | Kinetik Holdings | PairCorr |
| 0.41 | WM | Waste Management | PairCorr |
Blockchain Industries Market Sensitivity And Downside Risk
Blockchain Industries' beta coefficient measures the volatility of Blockchain 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 Blockchain pink sheet's returns against your selected market. In other words, Blockchain Industries's beta of -1.44 provides an investor with an approximation of how much risk Blockchain Industries pink sheet can potentially add to one of your existing portfolios. Blockchain Industries is showing large volatility of returns over the selected time horizon. Blockchain Industries is a penny stock. Although Blockchain Industries 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 Blockchain Industries. 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 Blockchain 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 Blockchain Industries Demand TrendCheck current 90 days Blockchain Industries correlation with market (Dow Jones Industrial)Blockchain Beta |
Blockchain 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 | 9.55 |
It is essential to understand the difference between upside risk (as represented by Blockchain Industries's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Blockchain Industries' daily returns or price. Since the actual investment returns on holding a position in blockchain 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 Blockchain Industries.
Blockchain Industries Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Blockchain Industries pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Blockchain Industries' price changes. Investors will then calculate the volatility of Blockchain Industries' 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 Blockchain Industries' volatility:
Historical Volatility
This type of pink sheet volatility measures Blockchain Industries' fluctuations based on previous trends. It's commonly used to predict Blockchain Industries' 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 Blockchain Industries' 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 Blockchain Industries' 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. Blockchain Industries 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.
Blockchain Industries Projected Return Density Against Market
Given the investment horizon of 90 days Blockchain Industries has a beta of -1.4426 suggesting as returns on its benchmark rise, returns on holding Blockchain Industries are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Blockchain Industries 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 Blockchain Industries 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 Blockchain Industries' 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 Blockchain 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.
Blockchain Industries has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Blockchain Industries 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.Blockchain Industries Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Blockchain Industries is 13662.56. The daily returns are distributed with a variance of 91.26 and standard deviation of 9.55. The mean deviation of Blockchain Industries is currently at 6.02. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.89
α | Alpha over Dow Jones | -0.04 | |
β | Beta against Dow Jones | -1.44 | |
σ | Overall volatility | 9.55 | |
Ir | Information ratio | 0.01 |
Blockchain Industries Pink Sheet Return Volatility
Blockchain Industries historical daily return volatility represents how much of Blockchain Industries pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 9.5528% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8377% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Blockchain Industries Volatility
Volatility is a rate at which the price of Blockchain Industries 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 Blockchain Industries may increase or decrease. In other words, similar to Blockchain's beta indicator, it measures the risk of Blockchain Industries and helps estimate the fluctuations that may happen in a short period of time. So if prices of Blockchain Industries 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.It focuses on identifying, acquiring, and growing disruptive assets in the blockchain and cryptocurrency sectors. BCII Enterprises Inc. was founded in 1995 and is based in San Juan, Puerto Rico. Bcii Enterprises operates under Shell Companies classification in the United States and is traded on OTC Exchange.
Blockchain Industries' 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 Blockchain Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Blockchain Industries' price varies over time.
3 ways to utilize Blockchain Industries' volatility to invest better
Higher Blockchain Industries' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Blockchain Industries 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. Blockchain Industries 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 Blockchain Industries investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Blockchain Industries' 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 Blockchain Industries' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Blockchain Industries Investment Opportunity
Blockchain Industries has a volatility of 9.55 and is 11.37 times more volatile than Dow Jones Industrial. 85 percent of all equities and portfolios are less risky than Blockchain Industries. You can use Blockchain Industries to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Blockchain Industries to be traded at $0.0162 in 90 days.Good diversification
The correlation between Blockchain Industries and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Blockchain Industries and DJI in the same portfolio, assuming nothing else is changed.
Blockchain Industries Additional Risk Indicators
The analysis of Blockchain Industries' 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 Blockchain Industries' investment and either accepting that risk or mitigating it. Along with some common measures of Blockchain Industries 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 | 0.015 | |||
| Market Risk Adjusted Performance | (0.03) | |||
| Mean Deviation | 6.91 | |||
| Semi Deviation | 9.02 | |||
| Downside Deviation | 13.54 | |||
| Coefficient Of Variation | 15175.27 | |||
| Standard Deviation | 10.92 |
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.
Blockchain Industries 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 Blockchain Industries 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. Blockchain Industries' 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, Blockchain Industries' 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 Blockchain Industries.
Complementary Tools for Blockchain Pink Sheet analysis
When running Blockchain Industries' price analysis, check to measure Blockchain Industries' 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 Blockchain Industries is operating at the current time. Most of Blockchain Industries' value examination focuses on studying past and present price action to predict the probability of Blockchain Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blockchain Industries' price. Additionally, you may evaluate how the addition of Blockchain Industries to your portfolios can decrease your overall portfolio volatility.
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes |