Gourmet Provisions International Stock Volatility
| GMPR Stock | USD 0.0001 0.00 0.00% |
Gourmet Provisions is out of control given 3 months investment horizon. Gourmet Provisions holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 4.76% are justified by taking the suggested risk. Use Gourmet Provisions International Risk Adjusted Performance of 0.1131, downside deviation of 53.03, and Market Risk Adjusted Performance of (213.42) to evaluate company specific risk that cannot be diversified away. Key indicators related to Gourmet Provisions' volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Gourmet Provisions 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 Gourmet daily returns, and it is calculated using variance and standard deviation. We also use Gourmet's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Gourmet Provisions volatility.
Gourmet |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Gourmet Provisions 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 Gourmet Provisions at lower prices. For example, an investor can purchase Gourmet 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 Gourmet Provisions' 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 Gourmet Pink Sheet
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Gourmet Provisions Market Sensitivity And Downside Risk
Gourmet Provisions' beta coefficient measures the volatility of Gourmet 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 Gourmet pink sheet's returns against your selected market. In other words, Gourmet Provisions's beta of -0.0248 provides an investor with an approximation of how much risk Gourmet Provisions pink sheet can potentially add to one of your existing portfolios. Gourmet Provisions International is showing large volatility of returns over the selected time horizon. Gourmet Provisions International appears to be a penny stock. Although Gourmet Provisions International 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 Gourmet Provisions International 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 Gourmet 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 Gourmet Provisions Demand TrendCheck current 90 days Gourmet Provisions correlation with market (Dow Jones Industrial)Gourmet Beta |
Gourmet 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 | 37.8 |
It is essential to understand the difference between upside risk (as represented by Gourmet Provisions's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Gourmet Provisions' daily returns or price. Since the actual investment returns on holding a position in gourmet 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 Gourmet Provisions.
Gourmet Provisions Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Gourmet Provisions pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Gourmet Provisions' price changes. Investors will then calculate the volatility of Gourmet Provisions' 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 Gourmet Provisions' volatility:
Historical Volatility
This type of pink sheet volatility measures Gourmet Provisions' fluctuations based on previous trends. It's commonly used to predict Gourmet Provisions' 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 Gourmet Provisions' 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 Gourmet Provisions' 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. Gourmet Provisions 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.
Gourmet Provisions Projected Return Density Against Market
Given the investment horizon of 90 days Gourmet Provisions International has a beta of -0.0248 . This usually indicates as returns on the benchmark increase, returns on holding Gourmet Provisions are expected to decrease at a much lower rate. During a bear market, however, Gourmet Provisions International 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 Gourmet Provisions 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 Gourmet Provisions' 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 Gourmet 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.
Gourmet Provisions International has an alpha of 5.2959, implying that it can generate a 5.3 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Gourmet Provisions 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.Gourmet Provisions Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Gourmet Provisions is 793.73. The daily returns are distributed with a variance of 1428.57 and standard deviation of 37.8. The mean deviation of Gourmet Provisions International is currently at 21.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 5.30 | |
β | Beta against Dow Jones | -0.02 | |
σ | Overall volatility | 37.80 | |
Ir | Information ratio | 0.13 |
Gourmet Provisions Pink Sheet Return Volatility
Gourmet Provisions historical daily return volatility represents how much of Gourmet Provisions pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 37.7964% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Gourmet Provisions Volatility
Volatility is a rate at which the price of Gourmet Provisions 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 Gourmet Provisions may increase or decrease. In other words, similar to Gourmet's beta indicator, it measures the risk of Gourmet Provisions and helps estimate the fluctuations that may happen in a short period of time. So if prices of Gourmet Provisions 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.Gourmet Provisions International Corporation franchises pizza and sub restaurants in the United States. Gourmet Provisions International Corporation is based in Trafford, Pennsylvania. Gourmet Provisions operates under Restaurants classification in the United States and is traded on OTC Exchange. It employs 6 people.
Gourmet Provisions' 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 Gourmet Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Gourmet Provisions' price varies over time.
3 ways to utilize Gourmet Provisions' volatility to invest better
Higher Gourmet Provisions' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Gourmet Provisions 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. Gourmet Provisions 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 Gourmet Provisions investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Gourmet Provisions' 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 Gourmet Provisions' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Gourmet Provisions Investment Opportunity
Gourmet Provisions International has a volatility of 37.8 and is 51.08 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Gourmet Provisions International is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Gourmet Provisions International to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Gourmet Provisions to be traded at $1.0E-4 in 90 days.Gourmet Provisions Additional Risk Indicators
The analysis of Gourmet Provisions' 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 Gourmet Provisions' investment and either accepting that risk or mitigating it. Along with some common measures of Gourmet Provisions 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 | 0.1131 | |||
| Market Risk Adjusted Performance | (213.42) | |||
| Mean Deviation | 22.96 | |||
| Semi Deviation | 19.73 | |||
| Downside Deviation | 53.03 | |||
| Coefficient Of Variation | 742.02 | |||
| Standard Deviation | 39.35 |
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.
Gourmet Provisions 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 Gourmet Provisions 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. Gourmet Provisions' 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, Gourmet Provisions' 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 Gourmet Provisions International.
Additional Tools for Gourmet Pink Sheet Analysis
When running Gourmet Provisions' price analysis, check to measure Gourmet Provisions' 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 Gourmet Provisions is operating at the current time. Most of Gourmet Provisions' value examination focuses on studying past and present price action to predict the probability of Gourmet Provisions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gourmet Provisions' price. Additionally, you may evaluate how the addition of Gourmet Provisions to your portfolios can decrease your overall portfolio volatility.