Roboai Inc Stock Volatility
| AIIO Stock | 0.15 0.02 11.76% |
Roboai Inc maintains Sharpe Ratio (i.e., Efficiency) of -0.21, which implies the firm had a -0.21 % return per unit of risk over the last 3 months. Roboai Inc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Roboai's Risk Adjusted Performance of (0.09), coefficient of variation of (786.92), and Variance of 97.05 to confirm the risk estimate we provide.
Sharpe Ratio = -0.2095
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AIIO |
Based on monthly moving average Roboai is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Roboai by adding Roboai to a well-diversified portfolio.
Key indicators related to Roboai's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Roboai 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 Roboai daily returns, and it is calculated using variance and standard deviation. We also use Roboai's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Roboai volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Roboai 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 Roboai at lower prices. For example, an investor can purchase Roboai 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 Roboai'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. Main indicators related to Roboai's market risk premium analysis include:
Beta (0.19) | Alpha (1.24) | Risk 8.92 | Sharpe Ratio (0.21) | Expected Return (1.87) |
Moving together with Roboai Stock
| 0.77 | GRAB | Grab Holdings Earnings Call This Week | PairCorr |
Moving against Roboai Stock
| 0.92 | TM | Toyota Motor | PairCorr |
| 0.9 | TOYOF | Toyota Motor Corp | PairCorr |
| 0.78 | THO | Thor Industries | PairCorr |
| 0.76 | ABEV | Ambev SA ADR Earnings Call Today | PairCorr |
| 0.71 | F | Ford Motor | PairCorr |
| 0.57 | VLKPF | Volkswagen AG VZO | PairCorr |
| 0.51 | VWAPY | Volkswagen AG Pref | PairCorr |
| 0.48 | NFG | National Fuel Gas | PairCorr |
| 0.45 | VWAGY | Volkswagen AG 110 | PairCorr |
| 0.45 | VLKAF | Volkswagen AG | PairCorr |
Roboai Market Sensitivity And Downside Risk
Roboai's beta coefficient measures the volatility of Roboai 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 Roboai stock's returns against your selected market. In other words, Roboai's beta of -0.19 provides an investor with an approximation of how much risk Roboai stock can potentially add to one of your existing portfolios. Roboai Inc is displaying above-average volatility over the selected time horizon. Roboai Inc is a potential penny stock. Although Roboai 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 Roboai Inc. 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 Roboai 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 Roboai Inc Demand TrendCheck current 90 days Roboai correlation with market (Dow Jones Industrial)Roboai Volatility and Downside Risk
Roboai 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.
Roboai Inc Stock Volatility Analysis
Volatility refers to the frequency at which Roboai stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Roboai's price changes. Investors will then calculate the volatility of Roboai'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 Roboai's volatility:
Historical Volatility
This type of stock volatility measures Roboai's fluctuations based on previous trends. It's commonly used to predict Roboai'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 Roboai'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 Roboai'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. Roboai Inc 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.
Roboai Projected Return Density Against Market
Given the investment horizon of 90 days Roboai Inc has a beta of -0.1945 . This suggests as returns on the benchmark increase, returns on holding Roboai are expected to decrease at a much lower rate. During a bear market, however, Roboai Inc 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 Roboai or Consumer Cyclical 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 Roboai'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 Roboai 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.
Predicted Return Density |
| Returns |
What Drives a Roboai 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Roboai Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Roboai is -477.33. The daily returns are distributed with a variance of 79.49 and standard deviation of 8.92. The mean deviation of Roboai Inc is currently at 5.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -1.24 | |
β | Beta against Dow Jones | -0.19 | |
σ | Overall volatility | 8.92 | |
Ir | Information ratio | -0.14 |
Roboai Stock Return Volatility
Roboai historical daily return volatility represents how much of Roboai stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 8.9159% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7721% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
| 1.0 | 1.0 | 0.0 | 1.0 | 1.0 | 1.0 | BONTQ | ||
| 1.0 | 1.0 | 0.0 | 1.0 | 1.0 | 1.0 | AZDDQ | ||
| 1.0 | 1.0 | 0.0 | 1.0 | 1.0 | 1.0 | PLNTQ | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | IBGR | ||
| 1.0 | 1.0 | 1.0 | 0.0 | 1.0 | 1.0 | SIMPQ | ||
| 1.0 | 1.0 | 1.0 | 0.0 | 1.0 | 1.0 | TXIC | ||
| 1.0 | 1.0 | 1.0 | 0.0 | 1.0 | 1.0 | BIGG | ||
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between Roboai Stock performing well and Roboai Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Roboai's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BONTQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| AZDDQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PLNTQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IBGR | 8.52 | (0.65) | 0.00 | 0.42 | 0.00 | 21.21 | 60.06 | |||
| SIMPQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TXIC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BIGG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About Roboai Volatility
Volatility is a rate at which the price of Roboai 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 Roboai may increase or decrease. In other words, similar to Roboai's beta indicator, it measures the risk of Roboai and helps estimate the fluctuations that may happen in a short period of time. So if prices of Roboai 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 | 3 M | 2.3 M | |
| Market Cap | 184.6 M | 164.1 M |
Roboai'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 Roboai Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Roboai's price varies over time.
3 ways to utilize Roboai's volatility to invest better
Higher Roboai's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Roboai Inc 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. Roboai Inc 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 Roboai Inc investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Roboai'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 Roboai's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Roboai Investment Opportunity
Roboai Inc has a volatility of 8.92 and is 11.58 times more volatile than Dow Jones Industrial. 80 percent of all equities and portfolios are less risky than Roboai. You can use Roboai Inc to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of Roboai to be traded at 0.1425 in 90 days.Pay attention - limited upside
The correlation between Roboai Inc and DJI is -0.84 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Roboai Inc and DJI in the same portfolio, assuming nothing else is changed.
Roboai Additional Risk Indicators
The analysis of Roboai'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 Roboai's investment and either accepting that risk or mitigating it. Along with some common measures of Roboai 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 | (0.09) | |||
| Market Risk Adjusted Performance | 6.5 | |||
| Mean Deviation | 6.24 | |||
| Coefficient Of Variation | (786.92) | |||
| Standard Deviation | 9.85 | |||
| Variance | 97.05 | |||
| 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.
Roboai 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 Roboai 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. Roboai'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, Roboai'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 Roboai Inc.
When determining whether Roboai Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Roboai's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Roboai Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Roboai Inc Stock: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Roboai Inc. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Will Auto Manufacturers sector continue expanding? Could Roboai diversify its offerings? Factors like these will boost the valuation of Roboai. If investors know Roboai will grow in the future, the company's valuation will be higher. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Roboai data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Roboai Inc's market price often diverges from its book value, the accounting figure shown on Roboai's balance sheet. Smart investors calculate Roboai's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Roboai's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Roboai's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Roboai represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, Roboai'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.