Yoma Strategic Holdings Stock Volatility
| YMAIF Stock | USD 0.06 0.00 0.00% |
Yoma Strategic Holdings shows Sharpe Ratio of -0.13, which attests that the company had a -0.13% return per unit of risk over the last 3 months. Yoma Strategic Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yoma Strategic's Mean Deviation of 2.02, standard deviation of 8.67, and Market Risk Adjusted Performance of 1.4 to validate the risk estimate we provide. Key indicators related to Yoma Strategic's volatility include:
180 Days Market Risk | Chance Of Distress | 180 Days Economic Sensitivity |
Yoma Strategic 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 Yoma daily returns, and it is calculated using variance and standard deviation. We also use Yoma's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Yoma Strategic volatility.
Yoma |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Yoma Strategic can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Yoma Strategic at lower prices to lower their average cost per share. Similarly, when the prices of Yoma Strategic's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Yoma Pink Sheet
Yoma Strategic Market Sensitivity And Downside Risk
Yoma Strategic's beta coefficient measures the volatility of Yoma 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 Yoma pink sheet's returns against your selected market. In other words, Yoma Strategic's beta of 0.52 provides an investor with an approximation of how much risk Yoma Strategic pink sheet can potentially add to one of your existing portfolios. Yoma Strategic Holdings is displaying above-average volatility over the selected time horizon. Yoma Strategic Holdings is a penny stock. Although Yoma Strategic may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Yoma Strategic Holdings. 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 Yoma 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 Yoma Strategic Holdings Demand TrendCheck current 90 days Yoma Strategic correlation with market (Dow Jones Industrial)Yoma Beta |
Yoma 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 | 2.46 |
It is essential to understand the difference between upside risk (as represented by Yoma Strategic's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Yoma Strategic's daily returns or price. Since the actual investment returns on holding a position in yoma 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 Yoma Strategic.
Yoma Strategic Holdings Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Yoma Strategic pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Yoma Strategic's price changes. Investors will then calculate the volatility of Yoma Strategic'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 Yoma Strategic's volatility:
Historical Volatility
This type of pink sheet volatility measures Yoma Strategic's fluctuations based on previous trends. It's commonly used to predict Yoma Strategic'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 Yoma Strategic'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 Yoma Strategic'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. Yoma Strategic 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.
Yoma Strategic Projected Return Density Against Market
Assuming the 90 days horizon Yoma Strategic has a beta of 0.5158 . This entails as returns on the market go up, Yoma Strategic average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Yoma Strategic 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 Yoma Strategic or Industrials 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 Yoma Strategic'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 Yoma 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.
Yoma Strategic Holdings has an alpha of 0.7037, implying that it can generate a 0.7 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Yoma Strategic 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.Yoma Strategic Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Yoma Strategic is -793.73. The daily returns are distributed with a variance of 6.04 and standard deviation of 2.46. The mean deviation of Yoma Strategic Holdings is currently at 0.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.70 | |
β | Beta against Dow Jones | 0.52 | |
σ | Overall volatility | 2.46 | |
Ir | Information ratio | 0.08 |
Yoma Strategic Pink Sheet Return Volatility
Yoma Strategic historical daily return volatility represents how much of Yoma Strategic pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 2.457% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.8088% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Yoma Strategic Volatility
Volatility is a rate at which the price of Yoma Strategic 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 Yoma Strategic may increase or decrease. In other words, similar to Yoma's beta indicator, it measures the risk of Yoma Strategic and helps estimate the fluctuations that may happen in a short period of time. So if prices of Yoma Strategic 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.Yoma Strategic Holdings Ltd., an investment holding company, engages in the real estate, automotive and heavy equipment, consumer, financial, and investment businesses in Singapore, Myanmar, and the Peoples Republic of China. Yoma Strategic Holdings Ltd. was incorporated in 1962 and is based in Singapore. Yoma Strategic operates under Conglomerates classification in the United States and is traded on OTC Exchange. It employs 3700 people.
Yoma Strategic'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 Yoma Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Yoma Strategic's price varies over time.
3 ways to utilize Yoma Strategic's volatility to invest better
Higher Yoma Strategic's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Yoma Strategic 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. Yoma Strategic 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 Yoma Strategic Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Yoma Strategic'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 Yoma Strategic's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Yoma Strategic Investment Opportunity
Yoma Strategic Holdings has a volatility of 2.46 and is 3.04 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Yoma Strategic Holdings is lower than 21 percent of all global equities and portfolios over the last 90 days. You can use Yoma Strategic Holdings to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Yoma Strategic to be traded at $0.0576 in 90 days.Significant diversification
The correlation between Yoma Strategic Holdings 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 Yoma Strategic Holdings and DJI in the same portfolio, assuming nothing else is changed.
Yoma Strategic Additional Risk Indicators
The analysis of Yoma Strategic'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 Yoma Strategic's investment and either accepting that risk or mitigating it. Along with some common measures of Yoma Strategic 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 | 0.0758 | |||
| Market Risk Adjusted Performance | 1.4 | |||
| Mean Deviation | 2.02 | |||
| Coefficient Of Variation | 1195.29 | |||
| Standard Deviation | 8.67 | |||
| Variance | 75.13 | |||
| Information Ratio | 0.0799 |
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.
Yoma Strategic 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 Yoma Strategic 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. Yoma Strategic'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, Yoma Strategic'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 Yoma Strategic Holdings.
Complementary Tools for Yoma Pink Sheet analysis
When running Yoma Strategic's price analysis, check to measure Yoma Strategic'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 Yoma Strategic is operating at the current time. Most of Yoma Strategic's value examination focuses on studying past and present price action to predict the probability of Yoma Strategic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yoma Strategic's price. Additionally, you may evaluate how the addition of Yoma Strategic to your portfolios can decrease your overall portfolio volatility.
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