China De Xiao Stock Volatility
| CDXQ Stock | 0.0001 0.00 0.00% |
China De Xiao secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. China De Xiao exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm China De's Standard Deviation of 6.15, risk adjusted performance of (0.1), and Mean Deviation of 1.49 to double-check the risk estimate we provide. Key indicators related to China De's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
China De 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 De volatility.
China |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as China De can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of China De at lower prices. For example, an investor can purchase China stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of China De's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving against China Pink Sheet
| 0.92 | GOOG | Alphabet Class C Earnings Call This Week | PairCorr |
| 0.78 | AMZN | Amazon Inc Aggressive Push | PairCorr |
| 0.71 | LGCY | Legacy Education | PairCorr |
| 0.7 | META | Meta Platforms Earnings Call This Week | PairCorr |
| 0.66 | MNPR | Monopar Therapeutics Trending | PairCorr |
| 0.62 | AAPL | Apple Inc Earnings Call This Week | PairCorr |
| 0.44 | MSFT | Microsoft Earnings Call This Week | PairCorr |
| 0.39 | TGNA | Tegna Inc | PairCorr |
| 0.34 | BMYMP | Bristol Myers Squibb | PairCorr |
China De Market Sensitivity And Downside Risk
China De'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 De's beta of 0.28 provides an investor with an approximation of how much risk China De pink sheet can potentially add to one of your existing portfolios. China De Xiao is displaying above-average volatility over the selected time horizon. China De Xiao appears to be a penny stock. Although China De Xiao 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 China De Xiao 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 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 De Xiao Demand TrendCheck current 90 days China De 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 | 6.51 |
It is essential to understand the difference between upside risk (as represented by China De's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of China De'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 De.
China De Xiao Pink Sheet Volatility Analysis
Volatility refers to the frequency at which China De pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with China De's price changes. Investors will then calculate the volatility of China De'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 De's volatility:
Historical Volatility
This type of pink sheet volatility measures China De's fluctuations based on previous trends. It's commonly used to predict China De'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 De'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 De'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 De Xiao 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 De Projected Return Density Against Market
Given the investment horizon of 90 days China De has a beta of 0.2807 suggesting as returns on the market go up, China De average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding China De Xiao will be expected to be much smaller as well.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 De or China 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 De'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 De Xiao 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 China De 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 De Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of China De is -768.11. The daily returns are distributed with a variance of 42.37 and standard deviation of 6.51. The mean deviation of China De Xiao is currently at 1.67. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α | Alpha over Dow Jones | -0.77 | |
β | Beta against Dow Jones | 0.28 | |
σ | Overall volatility | 6.51 | |
Ir | Information ratio | -0.13 |
China De Pink Sheet Return Volatility
China De historical daily return volatility represents how much of China De pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 6.5094% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8624% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About China De Volatility
Volatility is a rate at which the price of China De 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 De may increase or decrease. In other words, similar to China's beta indicator, it measures the risk of China De and helps estimate the fluctuations that may happen in a short period of time. So if prices of China De 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.3 ways to utilize China De's volatility to invest better
Higher China De'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 De Xiao 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 De Xiao 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 De Xiao investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in China De'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 De's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
China De Investment Opportunity
China De Xiao has a volatility of 6.51 and is 7.57 times more volatile than Dow Jones Industrial. 58 percent of all equities and portfolios are less risky than China De. You can use China De Xiao 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 De to be traded at 1.0E-4 in 90 days.Significant diversification
The correlation between China De Xiao and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding China De Xiao and DJI in the same portfolio, assuming nothing else is changed.
China De Additional Risk Indicators
The analysis of China De'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 De's investment and either accepting that risk or mitigating it. Along with some common measures of China De 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 | (0.1) | |||
| Market Risk Adjusted Performance | (2.72) | |||
| Mean Deviation | 1.49 | |||
| Coefficient Of Variation | (812.40) | |||
| Standard Deviation | 6.15 | |||
| Variance | 37.88 | |||
| Information Ratio | (0.13) |
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 De 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 De 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 De'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 De'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 De Xiao.
Additional Tools for China Pink Sheet Analysis
When running China De's price analysis, check to measure China De'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 De is operating at the current time. Most of China De's value examination focuses on studying past and present price action to predict the probability of China De'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 De's price. Additionally, you may evaluate how the addition of China De to your portfolios can decrease your overall portfolio volatility.