Koss Volatility

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KOSS -- USA Stock  

USD 1.10  0.05  4.35%

We consider Koss abnormally volatile. Koss has Sharpe Ratio of 0.0095, which conveys that the firm had 0.0095% of return per unit of risk over the last 3 months. Our philosophy towards estimating the volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Koss, which you can use to evaluate future volatility of the firm. Please verify Koss Corporation Risk Adjusted Performance of (0.06) and Mean Deviation of 4.27 to check out if the risk estimate we provide is consistent with the expected return of 0.0596%.

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Koss 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 Koss daily returns, and it is calculated using variance and standard deviation. We also use Koss's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Koss volatility.

  Interest Expense

90 Days Market Risk

Abnormally volatile

Chance of Distress

Below Average

90 Days Economic Sensitivity

Barely shadows market

Koss Market Sensitivity

As returns on market increase, Koss returns are expected to increase less than the market. However, during bear market, the loss on holding Koss will be expected to be smaller as well.
3 Months Beta |Analyze Koss Demand Trend
Check current 30 days Koss correlation with market (DOW)
β = 0.0789

Koss Central Daily Price Deviation

Koss Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Koss price series. View also all equity analysis or get more info about median price price transform indicator.

Koss Projected Return Density Against Market

Given the investment horizon of 30 days, Koss has beta of 0.0789 indicating as returns on market go up, Koss average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Koss Corporation will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Koss is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Koss is 10576.15. The daily returns are destributed with a variance of 39.68 and standard deviation of 6.3. The mean deviation of Koss Corporation is currently at 4.27. For similar time horizon, the selected benchmark (DOW) has volatility of 4.07
α
Alpha over DOW
=-0.11
β
Beta against DOW=0.08
σ
Overall volatility
=6.30
Ir
Information ratio =-0.008

Koss Return Volatility

the enterprise inherits 6.2995% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 4.1058% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About Koss Volatility

Volatility is a rate at which the price of Koss 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 Koss may increase or decrease. In other words, similar to Koss's beta indicator, it measures the risk of Koss and helps estimate the fluctuations that may happen in a short period of time. So if prices of Koss 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.

Koss Investment Opportunity

Koss Corporation has a volatility of 6.3 and is 1.53 times more volatile than DOW. 55  of all equities and portfolios are less risky than Koss. Compared to the overall equity markets, volatility of historical daily returns of Koss Corporation is higher than 55 () of all global equities and portfolios over the last 30 days. Use Koss Corporation to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of Koss to be traded at $1.045 in 30 days. . As returns on market increase, Koss returns are expected to increase less than the market. However, during bear market, the loss on holding Koss will be expected to be smaller as well.

Koss correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Koss Corp. and equity matching DJI index in the same portfolio.

Koss Current Risk Indicators

Koss Suggested Diversification Pairs

Please see Stocks Correlation. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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