Gbank Financial Holdings Stock Volatility
| GBFH Stock | USD 34.70 0.45 1.28% |
GBank Financial appears to be not too volatile, given 3 months investment horizon. GBank Financial Holdings holds Efficiency (Sharpe) Ratio of 0.25, which attests that the company had a 0.25% return per unit of standard deviation over the last 3 months. By analyzing GBank Financial's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please utilize GBank Financial's mean deviation of 2.59, and Semi Deviation of 1.93 to validate if our risk estimates are consistent with your expectations. Key indicators related to GBank Financial's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
GBank Financial OTC 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 GBank daily returns, and it is calculated using variance and standard deviation. We also use GBank's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of GBank Financial volatility.
GBank |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of GBank Financial at lower prices. For example, an investor can purchase GBank stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with GBank OTC Stock
Moving against GBank OTC Stock
| 0.9 | BKRKY | Bank Rakyat | PairCorr |
| 0.88 | BBAS3 | Banco do Brasil | PairCorr |
| 0.88 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.82 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.8 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.79 | BBDC4 | Banco Bradesco SA | PairCorr |
| 0.78 | BNPQY | BNP Paribas SA | PairCorr |
| 0.76 | BNPQF | BNP Paribas SA | PairCorr |
| 0.71 | BKRKF | PT Bank Rakyat | PairCorr |
GBank Financial Market Sensitivity And Downside Risk
GBank Financial's beta coefficient measures the volatility of GBank otc 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 GBank otc stock's returns against your selected market. In other words, GBank Financial's beta of 0.38 provides an investor with an approximation of how much risk GBank Financial otc stock can potentially add to one of your existing portfolios. GBank Financial Holdings currently demonstrates below-average downside deviation. It has Information Ratio of 0.22 and Jensen Alpha of 0.85. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure GBank Financial's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact GBank Financial's otc stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze GBank Financial Holdings Demand TrendCheck current 90 days GBank Financial correlation with market (Dow Jones Industrial)GBank Beta |
GBank 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 | 3.62 |
It is essential to understand the difference between upside risk (as represented by GBank Financial's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of GBank Financial's daily returns or price. Since the actual investment returns on holding a position in gbank otc 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 GBank Financial.
GBank Financial Holdings OTC Stock Volatility Analysis
Volatility refers to the frequency at which GBank Financial otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with GBank Financial's price changes. Investors will then calculate the volatility of GBank Financial's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 GBank Financial's volatility:
Historical Volatility
This type of otc volatility measures GBank Financial's fluctuations based on previous trends. It's commonly used to predict GBank Financial's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for GBank Financial's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on GBank Financial'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. GBank Financial 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.
GBank Financial Projected Return Density Against Market
Given the investment horizon of 90 days GBank Financial has a beta of 0.3847 . This usually indicates as returns on the market go up, GBank Financial average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding GBank Financial Holdings 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 GBank Financial or Financial Services 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 GBank Financial's price will be affected by overall otc 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 GBank otc'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.
GBank Financial Holdings has an alpha of 0.8512, implying that it can generate a 0.85 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a GBank Financial Price Volatility?
Several factors can influence a otc'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.GBank Financial OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of GBank Financial is 398.07. The daily returns are distributed with a variance of 13.08 and standard deviation of 3.62. The mean deviation of GBank Financial Holdings is currently at 2.46. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.85 | |
β | Beta against Dow Jones | 0.38 | |
σ | Overall volatility | 3.62 | |
Ir | Information ratio | 0.22 |
GBank Financial OTC Stock Return Volatility
GBank Financial historical daily return volatility represents how much of GBank Financial otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 3.6163% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8089% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About GBank Financial Volatility
Volatility is a rate at which the price of GBank Financial 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 GBank Financial may increase or decrease. In other words, similar to GBank's beta indicator, it measures the risk of GBank Financial and helps estimate the fluctuations that may happen in a short period of time. So if prices of GBank Financial 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.GBank Financial Holdings Inc. operates as a bank holding company for Bank of George that provides banking products and services in Nevada. GBank Financial Holdings Inc. was founded in 2007 and is based in Las Vegas, Nevada. Gbank Finl operates under BanksRegional classification in the United States and is traded on OTC Exchange.
GBank Financial'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 GBank OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much GBank Financial's price varies over time.
3 ways to utilize GBank Financial's volatility to invest better
Higher GBank Financial's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of GBank Financial 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. GBank Financial 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 GBank Financial Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in GBank Financial'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 GBank Financial's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
GBank Financial Investment Opportunity
GBank Financial Holdings has a volatility of 3.62 and is 4.47 times more volatile than Dow Jones Industrial. 32 percent of all equities and portfolios are less risky than GBank Financial. You can use GBank Financial Holdings to protect your portfolios against small market fluctuations. The otc stock experiences a bearish sentiment with high volatility. Check odds of GBank Financial to be traded at $33.66 in 90 days.Significant diversification
The correlation between GBank Financial Holdings and DJI is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GBank Financial Holdings and DJI in the same portfolio, assuming nothing else is changed.
GBank Financial Additional Risk Indicators
The analysis of GBank Financial'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 GBank Financial's investment and either accepting that risk or mitigating it. Along with some common measures of GBank Financial otc 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 | 0.1947 | |||
| Market Risk Adjusted Performance | 2.26 | |||
| Mean Deviation | 2.59 | |||
| Semi Deviation | 1.93 | |||
| Downside Deviation | 2.65 | |||
| Coefficient Of Variation | 427.91 | |||
| Standard Deviation | 3.74 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
GBank Financial 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 GBank Financial 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. GBank Financial'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, GBank Financial'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 GBank Financial Holdings.
Complementary Tools for GBank OTC Stock analysis
When running GBank Financial's price analysis, check to measure GBank Financial'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 GBank Financial is operating at the current time. Most of GBank Financial's value examination focuses on studying past and present price action to predict the probability of GBank Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GBank Financial's price. Additionally, you may evaluate how the addition of GBank Financial to your portfolios can decrease your overall portfolio volatility.
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