Duo World Stock Volatility
| DUUO Stock | USD 0.0002 0.00 0.00% |
Duo World is out of control given 3 months investment horizon. Duo World secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of risk over the last 3 months. We are able to break down and analyze data for seventeen different technical indicators, which can help you to evaluate if expected returns of 1.56% are justified by taking the suggested risk. Use Duo World Variance of 151.52, mean deviation of 2.98, and Standard Deviation of 12.31 to evaluate company specific risk that cannot be diversified away. Key indicators related to Duo World's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Duo World 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 Duo daily returns, and it is calculated using variance and standard deviation. We also use Duo's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Duo World volatility.
Duo |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Duo World 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 Duo World at lower prices. For example, an investor can purchase Duo 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 Duo World'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 together with Duo Pink Sheet
Duo World Market Sensitivity And Downside Risk
Duo World's beta coefficient measures the volatility of Duo 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 Duo pink sheet's returns against your selected market. In other words, Duo World's beta of 0.51 provides an investor with an approximation of how much risk Duo World pink sheet can potentially add to one of your existing portfolios. Duo World is displaying above-average volatility over the selected time horizon. Duo World appears to be a penny stock. Although Duo World 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 Duo World 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 Duo 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 Duo World Demand TrendCheck current 90 days Duo World correlation with market (Dow Jones Industrial)Duo Beta |
Duo 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 | 12.5 |
It is essential to understand the difference between upside risk (as represented by Duo World's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Duo World's daily returns or price. Since the actual investment returns on holding a position in duo 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 Duo World.
Duo World Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Duo World pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Duo World's price changes. Investors will then calculate the volatility of Duo World'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 Duo World's volatility:
Historical Volatility
This type of pink sheet volatility measures Duo World's fluctuations based on previous trends. It's commonly used to predict Duo World'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 Duo World'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 Duo World'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. Duo World 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.
Duo World Projected Return Density Against Market
Given the investment horizon of 90 days Duo World has a beta of 0.5097 suggesting as returns on the market go up, Duo World average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Duo World 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 Duo World or Technology 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 Duo World'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 Duo 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.
Duo World has an alpha of 1.4525, implying that it can generate a 1.45 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Duo World 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.Duo World Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Duo World is 800.0. The daily returns are distributed with a variance of 156.25 and standard deviation of 12.5. The mean deviation of Duo World is currently at 3.08. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 1.45 | |
β | Beta against Dow Jones | 0.51 | |
σ | Overall volatility | 12.50 | |
Ir | Information ratio | 0.11 |
Duo World Pink Sheet Return Volatility
Duo World historical daily return volatility represents how much of Duo World pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 12.5% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7425% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Duo World Volatility
Volatility is a rate at which the price of Duo World 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 Duo World may increase or decrease. In other words, similar to Duo's beta indicator, it measures the risk of Duo World and helps estimate the fluctuations that may happen in a short period of time. So if prices of Duo World 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.Duo World, Inc., an information technology and software solutions company, provides customer life cycle management, customer care, and contact center management solutions in Sri Lanka, Singapore, Indonesia, and India. Duo World, Inc. was founded in 2004 and is headquartered in Henderson, Nevada. Duo World operates under SoftwareApplication classification in the United States and is traded on OTC Exchange. It employs 20 people.
Duo World'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 Duo Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Duo World's price varies over time.
3 ways to utilize Duo World's volatility to invest better
Higher Duo World's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Duo World 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. Duo World 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 Duo World investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Duo World'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 Duo World's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Duo World Investment Opportunity
Duo World has a volatility of 12.5 and is 16.89 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Duo World. You can use Duo World to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Duo World to be traded at $2.0E-4 in 90 days.Significant diversification
The correlation between Duo World and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Duo World and DJI in the same portfolio, assuming nothing else is changed.
Duo World Additional Risk Indicators
The analysis of Duo World'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 Duo World's investment and either accepting that risk or mitigating it. Along with some common measures of Duo World 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 | 0.1033 | |||
| Market Risk Adjusted Performance | 2.96 | |||
| Mean Deviation | 2.98 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 12.31 | |||
| Variance | 151.52 | |||
| Information Ratio | 0.1139 |
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.
Duo World 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 Duo World 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. Duo World'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, Duo World'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 Duo World.
Other Information on Investing in Duo Pink Sheet
Duo World financial ratios help investors to determine whether Duo Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Duo with respect to the benefits of owning Duo World security.