Phi Group Stock Volatility
| PHIL Stock | USD 0.0002 0.0001 100.00% |
PHI is out of control given 3 months investment horizon. PHI Group maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of volatility over the last 3 months. We were able to collect and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 6.25% are justified by taking the suggested risk. Use PHI risk adjusted performance of 0.1264, and Semi Deviation of 22.0 to evaluate company specific risk that cannot be diversified away. Key indicators related to PHI's volatility include:
360 Days Market Risk | Chance Of Distress | 360 Days Economic Sensitivity |
PHI 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 PHI daily returns, and it is calculated using variance and standard deviation. We also use PHI's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of PHI volatility.
PHI |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of PHI at lower prices. For example, an investor can purchase PHI 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 against PHI Pink Sheet
| 0.66 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
| 0.64 | CGXYY | China Galaxy Securities | PairCorr |
| 0.63 | GS | Goldman Sachs Group Fiscal Year End 21st of January 2025 | PairCorr |
| 0.63 | IBKR | Interactive Brokers Fiscal Year End 21st of January 2025 | PairCorr |
| 0.62 | SCHW | Charles Schwab Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.58 | MS-PA | Morgan Stanley | PairCorr |
| 0.54 | PTAIF | PT Astra International | PairCorr |
| 0.5 | GS-PA | Goldman Sachs | PairCorr |
| 0.48 | SSNLF | Samsung Electronics | PairCorr |
PHI Market Sensitivity And Downside Risk
PHI's beta coefficient measures the volatility of PHI 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 PHI pink sheet's returns against your selected market. In other words, PHI's beta of 8.45 provides an investor with an approximation of how much risk PHI pink sheet can potentially add to one of your existing portfolios. PHI Group is showing large volatility of returns over the selected time horizon. PHI Group appears to be a penny stock. Although PHI Group 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 PHI Group 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 PHI 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 PHI Group Demand TrendCheck current 90 days PHI correlation with market (Dow Jones Industrial)PHI Beta |
PHI 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 | 40.34 |
It is essential to understand the difference between upside risk (as represented by PHI's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of PHI's daily returns or price. Since the actual investment returns on holding a position in phi 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 PHI.
PHI Group Pink Sheet Volatility Analysis
Volatility refers to the frequency at which PHI pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with PHI's price changes. Investors will then calculate the volatility of PHI'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 PHI's volatility:
Historical Volatility
This type of pink sheet volatility measures PHI's fluctuations based on previous trends. It's commonly used to predict PHI'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 PHI'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 PHI'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. PHI Group 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.
PHI Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 8.4481 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, PHI will likely underperform.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 PHI 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 PHI'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 PHI 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.
PHI Group has an alpha of 4.9726, implying that it can generate a 4.97 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a PHI 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.PHI Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of PHI is 645.37. The daily returns are distributed with a variance of 1626.98 and standard deviation of 40.34. The mean deviation of PHI Group is currently at 28.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 4.97 | |
β | Beta against Dow Jones | 8.45 | |
σ | Overall volatility | 40.34 | |
Ir | Information ratio | 0.15 |
PHI Pink Sheet Return Volatility
PHI historical daily return volatility represents how much of PHI pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 40.3359% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7462% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About PHI Volatility
Volatility is a rate at which the price of PHI 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 PHI may increase or decrease. In other words, similar to PHI's beta indicator, it measures the risk of PHI and helps estimate the fluctuations that may happen in a short period of time. So if prices of PHI 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.Philux Global Group Inc. provides merger and acquisition advisory, consulting, project financing, and capital market services to clients in North America and Asia. Philux Global Group Inc. was incorporated in 1982 and is based in Irvine, California. PHI is traded on OTC Exchange in the United States.
PHI'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 PHI Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much PHI's price varies over time.
3 ways to utilize PHI's volatility to invest better
Higher PHI's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of PHI Group 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. PHI Group 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 PHI Group investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in PHI'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 PHI's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
PHI Investment Opportunity
PHI Group has a volatility of 40.34 and is 53.79 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of PHI Group is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use PHI Group to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of PHI to be traded at $3.0E-4 in 90 days.Average diversification
The correlation between PHI Group and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding PHI Group and DJI in the same portfolio, assuming nothing else is changed.
PHI Additional Risk Indicators
The analysis of PHI'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 PHI's investment and either accepting that risk or mitigating it. Along with some common measures of PHI 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 | 0.1264 | |||
| Market Risk Adjusted Performance | 0.7262 | |||
| Mean Deviation | 27.73 | |||
| Semi Deviation | 22.0 | |||
| Downside Deviation | 42.26 | |||
| Coefficient Of Variation | 655.47 | |||
| Standard Deviation | 39.73 |
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.
PHI 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.
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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 PHI 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. PHI'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, PHI'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 PHI Group.
Other Information on Investing in PHI Pink Sheet
PHI financial ratios help investors to determine whether PHI 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 PHI with respect to the benefits of owning PHI security.