Antelope Enterprise Holdings Stock Volatility
| AEHL Stock | USD 0.65 0.05 7.50% |
Antelope Enterprise secures Sharpe Ratio (or Efficiency) of -0.24, which signifies that the company had a -0.24% return per unit of risk over the last 3 months. Antelope Enterprise Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Antelope Enterprise's Risk Adjusted Performance of (0.1), standard deviation of 12.82, and Mean Deviation of 7.73 to double-check the risk estimate we provide. Key indicators related to Antelope Enterprise's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Antelope Enterprise 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 Antelope daily returns, and it is calculated using variance and standard deviation. We also use Antelope's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Antelope Enterprise volatility.
Antelope |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Antelope Enterprise at lower prices. For example, an investor can purchase Antelope stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving against Antelope Stock
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| 0.82 | ILAG | Intelligent Living | PairCorr |
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| 0.8 | LPX | Louisiana Pacific | PairCorr |
| 0.79 | LMB | Limbach Holdings | PairCorr |
| 0.77 | ANSLY | Ansell Ltd ADR | PairCorr |
| 0.76 | AAON | AAON Inc | PairCorr |
Antelope Enterprise Market Sensitivity And Downside Risk
Antelope Enterprise's beta coefficient measures the volatility of Antelope 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 Antelope stock's returns against your selected market. In other words, Antelope Enterprise's beta of 2.03 provides an investor with an approximation of how much risk Antelope Enterprise stock can potentially add to one of your existing portfolios. Antelope Enterprise Holdings is displaying above-average volatility over the selected time horizon. Antelope Enterprise Holdings is a potential penny stock. Although Antelope Enterprise may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Antelope Enterprise Holdings. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Antelope instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 Antelope Enterprise Demand TrendCheck current 90 days Antelope Enterprise correlation with market (Dow Jones Industrial)Antelope Beta |
Antelope 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 | 11.1 |
It is essential to understand the difference between upside risk (as represented by Antelope Enterprise's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Antelope Enterprise's daily returns or price. Since the actual investment returns on holding a position in antelope 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 Antelope Enterprise.
Antelope Enterprise Stock Volatility Analysis
Volatility refers to the frequency at which Antelope Enterprise stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Antelope Enterprise's price changes. Investors will then calculate the volatility of Antelope Enterprise's stock to predict their future moves. A 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 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 Antelope Enterprise's volatility:
Historical Volatility
This type of stock volatility measures Antelope Enterprise's fluctuations based on previous trends. It's commonly used to predict Antelope Enterprise'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 Antelope Enterprise's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Antelope Enterprise'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. Antelope Enterprise 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.
Antelope Enterprise Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.0309 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Antelope Enterprise will likely underperform.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 Antelope Enterprise or Machinery 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 Antelope Enterprise'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 Antelope 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.
Antelope Enterprise Holdings has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives an Antelope Enterprise Price Volatility?
Several factors can influence a 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.Antelope Enterprise Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Antelope Enterprise is -409.56. The daily returns are distributed with a variance of 123.16 and standard deviation of 11.1. The mean deviation of Antelope Enterprise Holdings is currently at 7.14. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -1.87 | |
β | Beta against Dow Jones | 2.03 | |
σ | Overall volatility | 11.10 | |
Ir | Information ratio | -0.14 |
Antelope Enterprise Stock Return Volatility
Antelope Enterprise historical daily return volatility represents how much of Antelope Enterprise stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 11.0979% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8343% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Antelope Enterprise Volatility
Volatility is a rate at which the price of Antelope Enterprise 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 Antelope Enterprise may increase or decrease. In other words, similar to Antelope's beta indicator, it measures the risk of Antelope Enterprise and helps estimate the fluctuations that may happen in a short period of time. So if prices of Antelope Enterprise 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.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 52.4 M | 55 M | |
| Market Cap | 40.8 M | 38.8 M |
Antelope Enterprise'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 Antelope Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Antelope Enterprise's price varies over time.
3 ways to utilize Antelope Enterprise's volatility to invest better
Higher Antelope Enterprise's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Antelope Enterprise 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. Antelope Enterprise 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 Antelope Enterprise investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Antelope Enterprise'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 Antelope Enterprise's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Antelope Enterprise Investment Opportunity
Antelope Enterprise Holdings has a volatility of 11.1 and is 13.37 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Antelope Enterprise Holdings is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Antelope Enterprise Holdings to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of Antelope Enterprise to be traded at $0.6151 in 90 days.Average diversification
The correlation between Antelope Enterprise Holdings and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Antelope Enterprise Holdings and DJI in the same portfolio, assuming nothing else is changed.
Antelope Enterprise Additional Risk Indicators
The analysis of Antelope Enterprise'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 Antelope Enterprise's investment and either accepting that risk or mitigating it. Along with some common measures of Antelope Enterprise 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 | (0.1) | |||
| Market Risk Adjusted Performance | (0.82) | |||
| Mean Deviation | 7.73 | |||
| Coefficient Of Variation | (768.85) | |||
| Standard Deviation | 12.82 | |||
| Variance | 164.25 | |||
| Information Ratio | (0.14) |
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 stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Antelope Enterprise 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 Antelope Enterprise 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. Antelope Enterprise'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, Antelope Enterprise'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 Antelope Enterprise Holdings.
When determining whether Antelope Enterprise is a strong investment it is important to analyze Antelope Enterprise's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Antelope Enterprise's future performance. For an informed investment choice regarding Antelope Stock, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Antelope Enterprise Holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Is Industrial Machinery & Supplies & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Antelope Enterprise. If investors know Antelope will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Antelope Enterprise listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 18.68 | Revenue Per Share 14.171 | Quarterly Revenue Growth (0.03) | Return On Assets (0.35) | Return On Equity (0.76) |
The market value of Antelope Enterprise is measured differently than its book value, which is the value of Antelope that is recorded on the company's balance sheet. Investors also form their own opinion of Antelope Enterprise's value that differs from its market value or its book value, called intrinsic value, which is Antelope Enterprise's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Antelope Enterprise's market value can be influenced by many factors that don't directly affect Antelope Enterprise's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Antelope Enterprise's value and its price as these two are different measures arrived at by different means. Investors typically determine if Antelope Enterprise is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Antelope Enterprise's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.