China Conch Venture Stock Volatility
| CCVTF Stock | USD 0.93 0.00 0.00% |
China Conch appears to be dangerous, given 3 months investment horizon. China Conch Venture secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. By analyzing China Conch's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of China Conch's Mean Deviation of 1.02, risk adjusted performance of 0.1554, and Standard Deviation of 2.88 to double-check if our risk estimates are consistent with your expectations. Key indicators related to China Conch's volatility include:
180 Days Market Risk | Chance Of Distress | 180 Days Economic Sensitivity |
China Conch 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 China daily returns, and it is calculated using variance and standard deviation. We also use China's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of China Conch volatility.
China |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as China Conch 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 China Conch at lower prices to lower their average cost per share. Similarly, when the prices of China Conch's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against China Pink Sheet
| 0.91 | SHG | Shinhan Financial | PairCorr |
| 0.82 | WF | Woori Financial Group | PairCorr |
| 0.8 | KTWIF | Kurita Water Industries | PairCorr |
| 0.76 | UMICF | Umicore SA | PairCorr |
| 0.73 | UMICY | Umicore SA ADR | PairCorr |
| 0.66 | VLTO | Veralto | PairCorr |
| 0.66 | TCHH | Trustcash Holdings | PairCorr |
| 0.62 | EC | Ecopetrol SA ADR | PairCorr |
| 0.47 | KB | KB Financial Group | PairCorr |
China Conch Market Sensitivity And Downside Risk
China Conch's beta coefficient measures the volatility of China 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 China pink sheet's returns against your selected market. In other words, China Conch's beta of -0.12 provides an investor with an approximation of how much risk China Conch pink sheet can potentially add to one of your existing portfolios. China Conch Venture exhibits very low volatility with skewness of 5.78 and kurtosis of 33.73. China Conch Venture is a potential penny stock. Although China Conch may be in fact a good instrument to invest, many penny pink sheets are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in China Conch Venture. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on China 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 China Conch Venture Demand TrendCheck current 90 days China Conch correlation with market (Dow Jones Industrial)China Beta |
China 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 | 2.9 |
It is essential to understand the difference between upside risk (as represented by China Conch's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of China Conch's daily returns or price. Since the actual investment returns on holding a position in china 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 China Conch.
China Conch Venture Pink Sheet Volatility Analysis
Volatility refers to the frequency at which China Conch pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with China Conch's price changes. Investors will then calculate the volatility of China Conch'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 China Conch's volatility:
Historical Volatility
This type of pink sheet volatility measures China Conch's fluctuations based on previous trends. It's commonly used to predict China Conch'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 China Conch'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 China Conch'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. China Conch Venture 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.
China Conch Projected Return Density Against Market
Assuming the 90 days horizon China Conch Venture has a beta of -0.118 suggesting as returns on the benchmark increase, returns on holding China Conch are expected to decrease at a much lower rate. During a bear market, however, China Conch Venture 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 China Conch or Industrials 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 China Conch'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 China 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.
China Conch Venture has an alpha of 0.5274, implying that it can generate a 0.53 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a China Conch 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.China Conch Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of China Conch is 533.96. The daily returns are distributed with a variance of 8.41 and standard deviation of 2.9. The mean deviation of China Conch Venture is currently at 1.04. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.53 | |
β | Beta against Dow Jones | -0.12 | |
σ | Overall volatility | 2.90 | |
Ir | Information ratio | 0.17 |
China Conch Pink Sheet Return Volatility
China Conch historical daily return volatility represents how much of China Conch pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 2.8994% 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 China Conch Volatility
Volatility is a rate at which the price of China Conch 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 China Conch may increase or decrease. In other words, similar to China's beta indicator, it measures the risk of China Conch and helps estimate the fluctuations that may happen in a short period of time. So if prices of China Conch 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.China Conch Venture Holdings Limited, an investment holding company, provides energy preservation and environmental protection solutions in Mainland China, rest of Asia, Africa, and North America. China Conch Venture Holdings Limited was founded in 2013 and is headquartered in Wuhu, China. China Conch operates under Pollution Treatment Controls classification in the United States and is traded on OTC Exchange. It employs 6271 people.
China Conch'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 China Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much China Conch's price varies over time.
3 ways to utilize China Conch's volatility to invest better
Higher China Conch's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of China Conch Venture 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. China Conch Venture 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 China Conch Venture investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in China Conch'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 China Conch's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
China Conch Investment Opportunity
China Conch Venture has a volatility of 2.9 and is 3.62 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of China Conch Venture is lower than 25 percent of all global equities and portfolios over the last 90 days. You can use China Conch Venture to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of China Conch to be traded at $0.9207 in 90 days.Good diversification
The correlation between China Conch Venture and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding China Conch Venture and DJI in the same portfolio, assuming nothing else is changed.
China Conch Additional Risk Indicators
The analysis of China Conch'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 China Conch's investment and either accepting that risk or mitigating it. Along with some common measures of China Conch 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 | 0.1554 | |||
| Market Risk Adjusted Performance | (4.44) | |||
| Mean Deviation | 1.02 | |||
| Coefficient Of Variation | 538.13 | |||
| Standard Deviation | 2.88 | |||
| Variance | 8.28 | |||
| Information Ratio | 0.1746 |
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.
China Conch 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 China Conch 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. China Conch'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, China Conch'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 China Conch Venture.
Complementary Tools for China Pink Sheet analysis
When running China Conch's price analysis, check to measure China Conch'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 China Conch is operating at the current time. Most of China Conch's value examination focuses on studying past and present price action to predict the probability of China Conch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Conch's price. Additionally, you may evaluate how the addition of China Conch to your portfolios can decrease your overall portfolio volatility.
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