Sino Bioenergy Corp Stock Volatility
| SFBE Stock | USD 0.0008 0.0004 100.00% |
Sino Bioenergy is out of control given 3 months investment horizon. Sino Bioenergy Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have analyzed nineteen different technical indicators, which can help you to evaluate if expected returns of 1.61% are justified by taking the suggested risk. Use Sino Bioenergy Corp Coefficient Of Variation of 812.4, variance of 151.52, and Risk Adjusted Performance of 0.0871 to evaluate company specific risk that cannot be diversified away. Key indicators related to Sino Bioenergy's volatility include:
270 Days Market Risk | Chance Of Distress | 270 Days Economic Sensitivity |
Sino Bioenergy 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 Sino daily returns, and it is calculated using variance and standard deviation. We also use Sino's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Sino Bioenergy volatility.
Sino |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Sino Bioenergy 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 Sino Bioenergy at lower prices. For example, an investor can purchase Sino 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 Sino Bioenergy'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 Sino Pink Sheet
| 0.55 | ACN | Accenture plc Financial Report 27th of June 2024 | PairCorr |
Sino Bioenergy Market Sensitivity And Downside Risk
Sino Bioenergy's beta coefficient measures the volatility of Sino 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 Sino pink sheet's returns against your selected market. In other words, Sino Bioenergy's beta of -0.92 provides an investor with an approximation of how much risk Sino Bioenergy pink sheet can potentially add to one of your existing portfolios. Sino Bioenergy Corp is displaying above-average volatility over the selected time horizon. Sino Bioenergy Corp appears to be a penny stock. Although Sino Bioenergy Corp may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Sino Bioenergy Corp or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Sino 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 Sino Bioenergy Corp Demand TrendCheck current 90 days Sino Bioenergy correlation with market (NYSE Composite)Sino Beta |
Sino 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 | 12.7 |
It is essential to understand the difference between upside risk (as represented by Sino Bioenergy's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Sino Bioenergy's daily returns or price. Since the actual investment returns on holding a position in sino 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 Sino Bioenergy.
Sino Bioenergy Corp Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Sino Bioenergy pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Sino Bioenergy's price changes. Investors will then calculate the volatility of Sino Bioenergy'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 Sino Bioenergy's volatility:
Historical Volatility
This type of pink sheet volatility measures Sino Bioenergy's fluctuations based on previous trends. It's commonly used to predict Sino Bioenergy'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 Sino Bioenergy'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 Sino Bioenergy'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. Sino Bioenergy Corp 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.
Sino Bioenergy Projected Return Density Against Market
Given the investment horizon of 90 days Sino Bioenergy Corp has a beta of -0.9174 . This usually impliesMost 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 Sino Bioenergy 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 Sino Bioenergy'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 Sino 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.
Sino Bioenergy Corp has an alpha of 1.5492, implying that it can generate a 1.55 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Sino Bioenergy 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.Sino Bioenergy Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Sino Bioenergy is 787.4. The daily returns are distributed with a variance of 161.29 and standard deviation of 12.7. The mean deviation of Sino Bioenergy Corp is currently at 3.17. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
α | Alpha over NYSE Composite | 1.55 | |
β | Beta against NYSE Composite | -0.92 | |
σ | Overall volatility | 12.70 | |
Ir | Information ratio | 0.12 |
Sino Bioenergy Pink Sheet Return Volatility
Sino Bioenergy historical daily return volatility represents how much of Sino Bioenergy pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 12.7% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.6215% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Sino Bioenergy Volatility
Volatility is a rate at which the price of Sino Bioenergy 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 Sino Bioenergy may increase or decrease. In other words, similar to Sino's beta indicator, it measures the risk of Sino Bioenergy and helps estimate the fluctuations that may happen in a short period of time. So if prices of Sino Bioenergy 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.Sino Bioenergy Corp. investment and development of renewable energy. Sino Bioenergy Corp. was incorporated in 1999 and is based in Hong Kong. SINO BIOENERGY is traded on OTC Exchange in the United States.
Sino Bioenergy'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 Sino Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Sino Bioenergy's price varies over time.
3 ways to utilize Sino Bioenergy's volatility to invest better
Higher Sino Bioenergy's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Sino Bioenergy Corp 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. Sino Bioenergy Corp 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 Sino Bioenergy Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Sino Bioenergy'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 Sino Bioenergy's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Sino Bioenergy Investment Opportunity
Sino Bioenergy Corp has a volatility of 12.7 and is 20.48 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Sino Bioenergy Corp is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Sino Bioenergy Corp to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Sino Bioenergy to be traded at $0.001 in 90 days.Good diversification
The correlation between Sino Bioenergy Corp and NYA is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sino Bioenergy Corp and NYA in the same portfolio, assuming nothing else is changed.
Sino Bioenergy Additional Risk Indicators
The analysis of Sino Bioenergy'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 Sino Bioenergy's investment and either accepting that risk or mitigating it. Along with some common measures of Sino Bioenergy 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 | 0.0871 | |||
| Market Risk Adjusted Performance | (1.63) | |||
| Mean Deviation | 2.98 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 12.31 | |||
| Variance | 151.52 | |||
| Information Ratio | 0.1184 |
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.
Sino Bioenergy 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 Sino Bioenergy 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. Sino Bioenergy'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, Sino Bioenergy'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 Sino Bioenergy Corp.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sino Bioenergy Corp. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the Sino Bioenergy Corp information on this page should be used as a complementary analysis to other Sino Bioenergy'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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Complementary Tools for Sino Pink Sheet analysis
When running Sino Bioenergy's price analysis, check to measure Sino Bioenergy'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 Sino Bioenergy is operating at the current time. Most of Sino Bioenergy's value examination focuses on studying past and present price action to predict the probability of Sino Bioenergy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sino Bioenergy's price. Additionally, you may evaluate how the addition of Sino Bioenergy to your portfolios can decrease your overall portfolio volatility.
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