Troika Media Group Volatility
| TRKAWDelisted Stock | USD 0.04 0.00 0.00% |
We have found twenty-four technical indicators for Troika Media Group, which you can use to evaluate the volatility of the company. Please validate Troika Media's Coefficient Of Variation of 3829.76, risk adjusted performance of 0.0296, and Semi Deviation of 12.52 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Troika Media's volatility include:
210 Days Market Risk | Chance Of Distress | 210 Days Economic Sensitivity |
Troika Media 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 Troika daily returns, and it is calculated using variance and standard deviation. We also use Troika's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Troika Media volatility.
Troika |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Troika Media 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 Troika Media at lower prices. For example, an investor can purchase Troika 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 Troika Media'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 Troika Stock
Moving against Troika Stock
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Troika Media Market Sensitivity And Downside Risk
Troika Media's beta coefficient measures the volatility of Troika 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 Troika stock's returns against your selected market. In other words, Troika Media's beta of 1.24 provides an investor with an approximation of how much risk Troika Media stock can potentially add to one of your existing portfolios. Troika Media Group is showing large volatility of returns over the selected time horizon. Troika Media Group is a penny stock. Although Troika Media may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Troika Media Group. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Troika instrument if you perfectly time your entry and exit. However, remember that penny delisted stocks 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 Troika Media Group Demand TrendCheck current 90 days Troika Media correlation with market (Dow Jones Industrial)Troika Beta |
Troika 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by Troika Media's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Troika Media's daily returns or price. Since the actual investment returns on holding a position in troika 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 Troika Media.
Troika Media Group Stock Volatility Analysis
Volatility refers to the frequency at which Troika Media delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Troika Media's price changes. Investors will then calculate the volatility of Troika Media's stock to predict their future moves. A delisted stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile delisted stock 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 Troika Media's volatility:
Historical Volatility
This type of delisted stock volatility measures Troika Media's fluctuations based on previous trends. It's commonly used to predict Troika Media's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Troika Media's current market price. This means that the delisted stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Troika Media's to be redeemed at a future date.Transformation |
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Troika Media Projected Return Density Against Market
Assuming the 90 days horizon the stock has the beta coefficient of 1.2402 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Troika Media 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 Troika Media or Media 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 Troika Media's price will be affected by overall 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 Troika delisted stock'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.
Troika Media Group has an alpha of 0.3812, implying that it can generate a 0.38 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Troika Media Price Volatility?
Several factors can influence a delisted stock'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.Troika Media Stock Return Volatility
Troika Media historical daily return volatility represents how much of Troika Media delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture shows 0.0% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Troika Media Volatility
Volatility is a rate at which the price of Troika Media 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 Troika Media may increase or decrease. In other words, similar to Troika's beta indicator, it measures the risk of Troika Media and helps estimate the fluctuations that may happen in a short period of time. So if prices of Troika Media 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.Troika Media Group, Inc. a consultancy and consumer engagement company, provides integrated branding, marketing, research, and data science solutions worldwide. Troika Media Group, Inc. is based in Los Angeles, California. Troika Media is traded on NASDAQ Exchange in the United States.
Troika Media'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 Troika Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Troika Media's price varies over time.
3 ways to utilize Troika Media's volatility to invest better
Higher Troika Media's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Troika Media 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. Troika Media 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 Troika Media Group investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Troika Media'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 Troika Media's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Troika Media Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.74 and is 9.223372036854776E16 times more volatile than Troika Media Group. Compared to the overall equity markets, volatility of historical daily returns of Troika Media Group is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Troika Media Group to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Troika Media to be traded at $0.0347 in 90 days.Significant diversification
The correlation between Troika Media Group and DJI is 0.05 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Troika Media Group and DJI in the same portfolio, assuming nothing else is changed.
Troika Media Additional Risk Indicators
The analysis of Troika Media'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 Troika Media's investment and either accepting that risk or mitigating it. Along with some common measures of Troika Media 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 | 0.0296 | |||
| Market Risk Adjusted Performance | 0.445 | |||
| Mean Deviation | 14.33 | |||
| Semi Deviation | 12.52 | |||
| Downside Deviation | 13.47 | |||
| Coefficient Of Variation | 3829.76 | |||
| Standard Deviation | 21.04 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar delisted stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Troika Media 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 Troika Media 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. Troika Media'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, Troika Media'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 Troika Media Group.
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Other Consideration for investing in Troika Stock
If you are still planning to invest in Troika Media Group check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Troika Media's history and understand the potential risks before investing.
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