GREEN BATTERY (Germany) Volatility
| BR2 Stock | EUR 0.05 0.00 0.00% |
GREEN BATTERY is out of control given 3 months investment horizon. GREEN BATTERY MINERALS holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of return volatility over the last 3 months. We were able to interpolate twenty-four different technical indicators, which can help you to evaluate if expected returns of 16.34% are justified by taking the suggested risk. Use GREEN BATTERY MINERALS Market Risk Adjusted Performance of 13.47, risk adjusted performance of 0.1082, and Semi Deviation of 11.41 to evaluate company specific risk that cannot be diversified away. Key indicators related to GREEN BATTERY's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
GREEN BATTERY 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 GREEN daily returns, and it is calculated using variance and standard deviation. We also use GREEN's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of GREEN BATTERY volatility.
GREEN |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as GREEN BATTERY 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 GREEN BATTERY at lower prices to lower their average cost per share. Similarly, when the prices of GREEN BATTERY's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
GREEN BATTERY Market Sensitivity And Downside Risk
GREEN BATTERY's beta coefficient measures the volatility of GREEN 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 GREEN stock's returns against your selected market. In other words, GREEN BATTERY's beta of 95.0 provides an investor with an approximation of how much risk GREEN BATTERY stock can potentially add to one of your existing portfolios. GREEN BATTERY MINERALS is showing large volatility of returns over the selected time horizon. GREEN BATTERY MINERALS is a penny stock. Although GREEN BATTERY may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in GREEN BATTERY MINERALS. 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 GREEN instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 GREEN BATTERY MINERALS Demand TrendCheck current 90 days GREEN BATTERY correlation with market (Dow Jones Industrial)GREEN Beta |
GREEN 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 | 137.12 |
It is essential to understand the difference between upside risk (as represented by GREEN BATTERY's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of GREEN BATTERY's daily returns or price. Since the actual investment returns on holding a position in green 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 GREEN BATTERY.
GREEN BATTERY MINERALS Stock Volatility Analysis
Volatility refers to the frequency at which GREEN BATTERY stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with GREEN BATTERY's price changes. Investors will then calculate the volatility of GREEN BATTERY's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 GREEN BATTERY's volatility:
Historical Volatility
This type of stock volatility measures GREEN BATTERY's fluctuations based on previous trends. It's commonly used to predict GREEN BATTERY's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for GREEN BATTERY's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on GREEN BATTERY's to be redeemed at a future date.Transformation |
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GREEN BATTERY Projected Return Density Against Market
Assuming the 90 days horizon the stock has the beta coefficient of 95.0 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, GREEN BATTERY will likely underperform.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 GREEN BATTERY or Basic Materials 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 GREEN BATTERY's price will be affected by overall 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 GREEN stock'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.
GREEN BATTERY MINERALS has an alpha of 1277.0533, implying that it can generate a 1277.05 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a GREEN BATTERY Price Volatility?
Several factors can influence a stock'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.GREEN BATTERY Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of GREEN BATTERY is 839.17. The daily returns are distributed with a variance of 18800.99 and standard deviation of 137.12. The mean deviation of GREEN BATTERY MINERALS is currently at 43.66. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 1,277 | |
β | Beta against Dow Jones | 95.00 | |
σ | Overall volatility | 137.12 | |
Ir | Information ratio | 0.12 |
GREEN BATTERY Stock Return Volatility
GREEN BATTERY historical daily return volatility represents how much of GREEN BATTERY stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 137.1167% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.8025% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About GREEN BATTERY Volatility
Volatility is a rate at which the price of GREEN BATTERY 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 GREEN BATTERY may increase or decrease. In other words, similar to GREEN's beta indicator, it measures the risk of GREEN BATTERY and helps estimate the fluctuations that may happen in a short period of time. So if prices of GREEN BATTERY 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.Green Battery Minerals Inc. engages in the acquisition, exploration, and development of natural resource properties in Canada. Green Battery Minerals Inc. was incorporated in 1979 and is headquartered in Vancouver, Canada. GREEN BATTERY operates under Other Industrial Metals Mining classification in Germany and is traded on Frankfurt Stock Exchange.
GREEN BATTERY'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 GREEN Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much GREEN BATTERY's price varies over time.
3 ways to utilize GREEN BATTERY's volatility to invest better
Higher GREEN BATTERY's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of GREEN BATTERY MINERALS 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. GREEN BATTERY MINERALS 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 GREEN BATTERY MINERALS investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in GREEN BATTERY'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 GREEN BATTERY's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
GREEN BATTERY Investment Opportunity
GREEN BATTERY MINERALS has a volatility of 137.12 and is 171.4 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of GREEN BATTERY MINERALS is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use GREEN BATTERY MINERALS to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of GREEN BATTERY to be traded at €0.045 in 90 days.Average diversification
The correlation between GREEN BATTERY MINERALS and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GREEN BATTERY MINERALS and DJI in the same portfolio, assuming nothing else is changed.
GREEN BATTERY Additional Risk Indicators
The analysis of GREEN BATTERY'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 GREEN BATTERY's investment and either accepting that risk or mitigating it. Along with some common measures of GREEN BATTERY 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 | 0.1082 | |||
| Market Risk Adjusted Performance | 13.47 | |||
| Mean Deviation | 2518.81 | |||
| Semi Deviation | 11.41 | |||
| Downside Deviation | 28.32 | |||
| Coefficient Of Variation | 812.16 | |||
| Standard Deviation | 10388.94 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
GREEN BATTERY 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 GREEN BATTERY 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. GREEN BATTERY'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, GREEN BATTERY'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 GREEN BATTERY MINERALS.
Complementary Tools for GREEN Stock analysis
When running GREEN BATTERY's price analysis, check to measure GREEN BATTERY'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 GREEN BATTERY is operating at the current time. Most of GREEN BATTERY's value examination focuses on studying past and present price action to predict the probability of GREEN BATTERY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GREEN BATTERY's price. Additionally, you may evaluate how the addition of GREEN BATTERY to your portfolios can decrease your overall portfolio volatility.
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