Epizyme Volatility

EPZMDelisted Stock  USD 1.47  0.00  0.00%   
We have found twenty-four technical indicators for Epizyme, which you can use to evaluate the volatility of the firm. Please confirm Epizyme's Downside Deviation of 5.83, mean deviation of 5.33, and Coefficient Of Variation of 524.18 to check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Epizyme's volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
Epizyme 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 Epizyme daily returns, and it is calculated using variance and standard deviation. We also use Epizyme's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Epizyme volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Epizyme 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 Epizyme at lower prices. For example, an investor can purchase Epizyme 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 Epizyme'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.

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Epizyme Market Sensitivity And Downside Risk

Epizyme's beta coefficient measures the volatility of Epizyme 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 Epizyme stock's returns against your selected market. In other words, Epizyme's beta of 0.0765 provides an investor with an approximation of how much risk Epizyme stock can potentially add to one of your existing portfolios. Epizyme is displaying above-average volatility over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Epizyme's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Epizyme's 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 Epizyme Demand Trend
Check current 90 days Epizyme correlation with market (NYSE Composite)

Epizyme Beta

    
  0.0765  
Epizyme 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 Epizyme's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Epizyme's daily returns or price. Since the actual investment returns on holding a position in epizyme 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 Epizyme.

Epizyme Stock Volatility Analysis

Volatility refers to the frequency at which Epizyme delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Epizyme's price changes. Investors will then calculate the volatility of Epizyme'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 Epizyme's volatility:

Historical Volatility

This type of delisted stock volatility measures Epizyme's fluctuations based on previous trends. It's commonly used to predict Epizyme'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 Epizyme'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 Epizyme's to be redeemed at a future date.
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Epizyme Projected Return Density Against Market

Given the investment horizon of 90 days Epizyme has a beta of 0.0765 suggesting as returns on the market go up, Epizyme average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Epizyme 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 Epizyme or Healthcare 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 Epizyme'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 Epizyme 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.
Epizyme has an alpha of 1.725, implying that it can generate a 1.73 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Epizyme's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how epizyme stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an Epizyme 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.

Epizyme Stock Return Volatility

Epizyme historical daily return volatility represents how much of Epizyme delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.573% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Epizyme Volatility

Volatility is a rate at which the price of Epizyme 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 Epizyme may increase or decrease. In other words, similar to Epizyme's beta indicator, it measures the risk of Epizyme and helps estimate the fluctuations that may happen in a short period of time. So if prices of Epizyme 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.
Epizyme, Inc., a commercial-stage biopharmaceutical company, discovers, develops, and commercializes novel epigenetic medicines for patients with cancer and other diseases in the United States. The company was incorporated in 2007 and is headquartered in Cambridge, Massachusetts. Epizyme operates under Biotechnology classification in the United States and is traded on NASDAQ Exchange. It employs 250 people.
Epizyme'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 Epizyme Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Epizyme's price varies over time.

3 ways to utilize Epizyme's volatility to invest better

Higher Epizyme's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Epizyme 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. Epizyme 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 Epizyme investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Epizyme'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 Epizyme's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Epizyme Investment Opportunity

NYSE Composite has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than Epizyme. Compared to the overall equity markets, volatility of historical daily returns of Epizyme is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Epizyme 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 Epizyme to be traded at $1.4553 in 90 days.

Epizyme Additional Risk Indicators

The analysis of Epizyme'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 Epizyme's investment and either accepting that risk or mitigating it. Along with some common measures of Epizyme 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.
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.

Epizyme 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 Epizyme 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. Epizyme'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, Epizyme'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 Epizyme.
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in nation.
Note that the Epizyme information on this page should be used as a complementary analysis to other Epizyme's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

Other Consideration for investing in Epizyme Stock

If you are still planning to invest in Epizyme 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 Epizyme's history and understand the potential risks before investing.
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