Isabella Bank Stock Volatility
ISBA Stock | USD 18.60 0.40 2.11% |
Isabella Bank holds Efficiency (Sharpe) Ratio of -0.0828, which attests that the entity had -0.0828% return per unit of risk over the last 3 months. Our standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Isabella Bank exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check out Isabella Bank's Market Risk Adjusted Performance of 0.2252, standard deviation of 1.76, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. Key indicators related to Isabella Bank's volatility include:
60 Days Market Risk | Chance Of Distress | 60 Days Economic Sensitivity |
Isabella Bank OTC 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 Isabella daily returns, and it is calculated using variance and standard deviation. We also use Isabella's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Isabella Bank volatility.
Isabella |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Isabella Bank 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 Isabella Bank at lower prices. For example, an investor can purchase Isabella 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 Isabella Bank'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 against Isabella OTC Stock
0.82 | GE | General Electric Fiscal Quarter End 31st of March 2024 | PairCorr |
0.78 | SMFG | Sumitomo Mitsui Financial Potential Growth | PairCorr |
0.77 | SHG | Shinhan Financial Financial Report 25th of April 2024 | PairCorr |
0.76 | KB | KB Financial Group Financial Report 20th of May 2024 | PairCorr |
0.76 | MZHOF | Mizuho Financial | PairCorr |
0.75 | SMFNF | Sumitomo Mitsui Financial | PairCorr |
0.74 | MUFG | Mitsubishi UFJ Financial Financial Report 20th of May 2024 | PairCorr |
0.74 | MBFJF | Mitsubishi UFJ Financial | PairCorr |
0.74 | HD | Home Depot Financial Report 21st of May 2024 | PairCorr |
Isabella Bank Market Sensitivity And Downside Risk
Isabella Bank's beta coefficient measures the volatility of Isabella otc stock compared to the systematic risk of the entire stock 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 Isabella otc stock's returns against your selected market. In other words, Isabella Bank's beta of -0.36 provides an investor with an approximation of how much risk Isabella Bank otc stock can potentially add to one of your existing portfolios.
Isabella Bank exhibits very low volatility with skewness of -0.06 and kurtosis of 7.22. However, we advise investors to further study Isabella Bank technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Isabella Bank's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Isabella Bank's otc 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 stocks as prices fall. 3 Months Beta |Analyze Isabella Bank Demand TrendCheck current 90 days Isabella Bank correlation with market (NYSE Composite)Isabella Beta |
Isabella standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity 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 | 1.57 |
It is essential to understand the difference between upside risk (as represented by Isabella Bank's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Isabella Bank's daily returns or price. Since the actual investment returns on holding a position in isabella otc 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 Isabella Bank.
Isabella Bank OTC Stock Volatility Analysis
Volatility refers to the frequency at which Isabella Bank otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Isabella Bank's price changes. Investors will then calculate the volatility of Isabella Bank's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 Isabella Bank's volatility:
Historical Volatility
This type of otc volatility measures Isabella Bank's fluctuations based on previous trends. It's commonly used to predict Isabella Bank's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Isabella Bank's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Isabella Bank'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. Isabella Bank 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.
Isabella Bank Projected Return Density Against Market
Given the investment horizon of 90 days Isabella Bank has a beta of -0.3641 . This usually indicates as returns on benchmark increase, returns on holding Isabella Bank are expected to decrease at a much lower rate. During the bear market, however, Isabella Bank 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 Isabella Bank or Banks 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 Isabella Bank's price will be affected by overall otc 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 Isabella otc'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.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Isabella Bank is significantly underperforming NYSE Composite. Predicted Return Density |
Returns |
What Drives an Isabella Bank Price Volatility?
Several factors can influence a otc'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.Isabella Bank OTC Stock Risk Measures
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 Isabella Bank or Banks 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 Isabella Bank's price will be affected by overall otc 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 Isabella otc'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. Given the investment horizon of 90 days the coefficient of variation of Isabella Bank is -1208.1. The daily returns are distributed with a variance of 2.47 and standard deviation of 1.57. The mean deviation of Isabella Bank is currently at 0.75. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
α | Alpha over NYSE Composite | -0.03 | |
β | Beta against NYSE Composite | -0.36 | |
σ | Overall volatility | 1.57 | |
Ir | Information ratio | -0.12 |
Isabella Bank OTC Stock Return Volatility
Isabella Bank historical daily return volatility represents how much of Isabella Bank otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 1.573% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.5638% volatility on return distribution over the 90 days horizon. Performance |
Timeline |
About Isabella Bank Volatility
Volatility is a rate at which the price of Isabella Bank 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 Isabella Bank may increase or decrease. In other words, similar to Isabella's beta indicator, it measures the risk of Isabella Bank and helps estimate the fluctuations that may happen in a short period of time. So if prices of Isabella Bank 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.Isabella Bank Corporation operates as the bank holding company for Isabella Bank that provides various banking products and services to businesses, institutions, and individuals and their families. Isabella Bank Corporation was founded in 1903 and is headquartered in Mount Pleasant, Michigan. Isabella Bank operates under BanksRegional classification in the United States and is traded on OTC Exchange. It employs 330 people.
Isabella Bank'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 Isabella OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Isabella Bank's price varies over time.
3 ways to utilize Isabella Bank's volatility to invest better
Higher Isabella Bank's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Isabella Bank 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. Isabella Bank 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 Isabella Bank investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Isabella Bank'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 Isabella Bank's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Isabella Bank Investment Opportunity
Isabella Bank has a volatility of 1.57 and is 2.8 times more volatile than NYSE Composite. 13 of all equities and portfolios are less risky than Isabella Bank. Compared to the overall equity markets, volatility of historical daily returns of Isabella Bank is lower than 13 () of all global equities and portfolios over the last 90 days. Use Isabella Bank to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Isabella Bank to be traded at $17.86 in 90 days.Good diversification
The correlation between Isabella Bank and NYA is -0.13 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Isabella Bank and NYA in the same portfolio, assuming nothing else is changed.
Isabella Bank Additional Risk Indicators
The analysis of Isabella Bank'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 Isabella Bank's investment and either accepting that risk or mitigating it. Along with some common measures of Isabella Bank otc 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 | (0.02) | |||
Market Risk Adjusted Performance | 0.2252 | |||
Mean Deviation | 0.858 | |||
Coefficient Of Variation | (2,580) | |||
Standard Deviation | 1.76 | |||
Variance | 3.11 | |||
Information Ratio | (0.12) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Isabella Bank 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 Isabella Bank 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. Isabella Bank'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, Isabella Bank'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 Isabella Bank.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Isabella Bank. Also, note that the market value of any OTC Stock could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the Isabella Bank information on this page should be used as a complementary analysis to other Isabella Bank'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 Money Managers module to screen money managers from public funds and ETFs managed around the world.
Complementary Tools for Isabella OTC Stock analysis
When running Isabella Bank's price analysis, check to measure Isabella Bank'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 Isabella Bank is operating at the current time. Most of Isabella Bank's value examination focuses on studying past and present price action to predict the probability of Isabella Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Isabella Bank's price. Additionally, you may evaluate how the addition of Isabella Bank to your portfolios can decrease your overall portfolio volatility.
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