Banyan Tree Holdings Stock Volatility
| BYNEF Stock | USD 0.0008 0.00 0.00% |
Banyan Tree Holdings secures Sharpe Ratio (or Efficiency) of -0.0927, which signifies that the company had a -0.0927% return per unit of risk over the last 3 months. Banyan Tree Holdings exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Banyan Tree's Risk Adjusted Performance of (0.06), standard deviation of 11.86, and Mean Deviation of 2.8 to double-check the risk estimate we provide. Key indicators related to Banyan Tree's volatility include:
360 Days Market Risk | Chance Of Distress | 360 Days Economic Sensitivity |
Banyan Tree 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 Banyan daily returns, and it is calculated using variance and standard deviation. We also use Banyan's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Banyan Tree volatility.
Banyan |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Banyan Tree 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 Banyan Tree at lower prices to lower their average cost per share. Similarly, when the prices of Banyan Tree's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Banyan Pink Sheet
| 0.85 | PTAIF | PT Astra International | PairCorr |
| 0.68 | SSNLF | Samsung Electronics | PairCorr |
| 0.67 | NFLX | Netflix Fiscal Year End 28th of January 2025 | PairCorr |
| 0.61 | RUM | Rumble Inc Sell-off Trend | PairCorr |
| 0.56 | SCHYF | Sands China | PairCorr |
| 0.55 | LVS | Las Vegas Sands Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.51 | SCHYY | Sands China | PairCorr |
| 0.45 | PHJMF | PT Hanjaya Mandala | PairCorr |
Banyan Tree Market Sensitivity And Downside Risk
Banyan Tree's beta coefficient measures the volatility of Banyan 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 Banyan pink sheet's returns against your selected market. In other words, Banyan Tree's beta of -0.37 provides an investor with an approximation of how much risk Banyan Tree pink sheet can potentially add to one of your existing portfolios. Banyan Tree Holdings is displaying above-average volatility over the selected time horizon. Banyan Tree Holdings appears to be a penny stock. Although Banyan Tree Holdings may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Banyan Tree Holdings or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Banyan 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 Banyan Tree Holdings Demand TrendCheck current 90 days Banyan Tree correlation with market (Dow Jones Industrial)Banyan Beta |
Banyan 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 | 12.04 |
It is essential to understand the difference between upside risk (as represented by Banyan Tree's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Banyan Tree's daily returns or price. Since the actual investment returns on holding a position in banyan 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 Banyan Tree.
Banyan Tree Holdings Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Banyan Tree pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Banyan Tree's price changes. Investors will then calculate the volatility of Banyan Tree'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 Banyan Tree's volatility:
Historical Volatility
This type of pink sheet volatility measures Banyan Tree's fluctuations based on previous trends. It's commonly used to predict Banyan Tree'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 Banyan Tree'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 Banyan Tree'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. Banyan Tree Holdings 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.
Banyan Tree Projected Return Density Against Market
Assuming the 90 days horizon Banyan Tree Holdings has a beta of -0.3667 suggesting as returns on the benchmark increase, returns on holding Banyan Tree are expected to decrease at a much lower rate. During a bear market, however, Banyan Tree Holdings 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 Banyan Tree or Consumer Cyclical 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 Banyan Tree'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 Banyan 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.
Banyan Tree Holdings 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 Banyan Tree 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.Banyan Tree Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Banyan Tree is -1078.76. The daily returns are distributed with a variance of 145.01 and standard deviation of 12.04. The mean deviation of Banyan Tree Holdings is currently at 2.89. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α | Alpha over Dow Jones | -1.05 | |
β | Beta against Dow Jones | -0.37 | |
σ | Overall volatility | 12.04 | |
Ir | Information ratio | -0.1 |
Banyan Tree Pink Sheet Return Volatility
Banyan Tree historical daily return volatility represents how much of Banyan Tree pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 12.0421% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7328% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Banyan Tree Volatility
Volatility is a rate at which the price of Banyan Tree 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 Banyan Tree may increase or decrease. In other words, similar to Banyan's beta indicator, it measures the risk of Banyan Tree and helps estimate the fluctuations that may happen in a short period of time. So if prices of Banyan Tree 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.Banyan Tree Holdings Limited, an investment holding company, develops, operates, and manages resorts, hotels, spas, and residences in Singapore, South East Asia, Indian Oceania, the Middle East, North East Asia, and internationally. Banyan Tree Holdings Limited was founded in 1984 and is based in Singapore. Banyan Tree operates under Resorts Casinos classification in the United States and is traded on OTC Exchange. It employs 8000 people.
Banyan Tree'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 Banyan Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Banyan Tree's price varies over time.
3 ways to utilize Banyan Tree's volatility to invest better
Higher Banyan Tree's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Banyan Tree Holdings 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. Banyan Tree Holdings 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 Banyan Tree Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Banyan Tree'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 Banyan Tree's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Banyan Tree Investment Opportunity
Banyan Tree Holdings has a volatility of 12.04 and is 16.49 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Banyan Tree Holdings is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Banyan Tree Holdings to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Banyan Tree to be traded at $8.0E-4 in 90 days.Good diversification
The correlation between Banyan Tree Holdings and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Banyan Tree Holdings and DJI in the same portfolio, assuming nothing else is changed.
Banyan Tree Additional Risk Indicators
The analysis of Banyan Tree'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 Banyan Tree's investment and either accepting that risk or mitigating it. Along with some common measures of Banyan Tree 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 | (0.06) | |||
| Market Risk Adjusted Performance | 2.99 | |||
| Mean Deviation | 2.8 | |||
| Coefficient Of Variation | (1,095) | |||
| Standard Deviation | 11.86 | |||
| Variance | 140.59 | |||
| Information Ratio | (0.10) |
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.
Banyan Tree 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 Banyan Tree 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. Banyan Tree'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, Banyan Tree'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 Banyan Tree Holdings.
Complementary Tools for Banyan Pink Sheet analysis
When running Banyan Tree's price analysis, check to measure Banyan Tree'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 Banyan Tree is operating at the current time. Most of Banyan Tree's value examination focuses on studying past and present price action to predict the probability of Banyan Tree's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banyan Tree's price. Additionally, you may evaluate how the addition of Banyan Tree to your portfolios can decrease your overall portfolio volatility.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |