Avant Technologies Stock Volatility
| AVAI Stock | 0.60 0.01 1.64% |
Avant Technologies secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. By analyzing Avant Technologies' technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please makes use of Avant Technologies' risk adjusted performance of 0.1113, and Mean Deviation of 5.4 to double-check if our risk estimates are consistent with your expectations.
Avant |
Avant Technologies 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 Avant daily returns, and it is calculated using variance and standard deviation. We also use Avant's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Avant Technologies volatility.
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Avant Technologies at lower prices. For example, an investor can purchase Avant 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 together with Avant OTC Stock
| 0.64 | META | Meta Platforms Earnings Call This Week | PairCorr |
Avant Technologies Market Sensitivity And Downside Risk
Avant Technologies' beta coefficient measures the volatility of Avant otc 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 Avant otc stock's returns against your selected market. In other words, Avant Technologies's beta of -1.97 provides an investor with an approximation of how much risk Avant Technologies otc stock can potentially add to one of your existing portfolios. Avant Technologies is displaying above-average volatility over the selected time horizon. Avant Technologies is a potential penny stock. Although Avant Technologies may be in fact a good instrument to invest, many penny otc 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 Avant Technologies. 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 Avant instrument if you perfectly time your entry and exit. However, remember that penny otcs 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 Avant Technologies Demand TrendCheck current 90 days Avant Technologies correlation with market (Dow Jones Industrial)Avant Beta |
Avant 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 | 7.05 |
It is essential to understand the difference between upside risk (as represented by Avant Technologies's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Avant Technologies' daily returns or price. Since the actual investment returns on holding a position in avant 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 Avant Technologies.
Avant Technologies OTC Stock Volatility Analysis
Volatility refers to the frequency at which Avant Technologies otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Avant Technologies' price changes. Investors will then calculate the volatility of Avant Technologies' 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 Avant Technologies' volatility:
Historical Volatility
This type of otc volatility measures Avant Technologies' fluctuations based on previous trends. It's commonly used to predict Avant Technologies' 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 Avant Technologies' 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 Avant Technologies' 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. Avant Technologies 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.
Avant Technologies Projected Return Density Against Market
Given the investment horizon of 90 days Avant Technologies has a beta of -1.9661 . This suggests as returns on its benchmark rise, returns on holding Avant Technologies are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Avant Technologies is expected to outperform its benchmark.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 Avant Technologies or Avant 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 Avant Technologies' 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 Avant 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.
Avant Technologies has an alpha of 1.315, implying that it can generate a 1.32 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Avant Technologies 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.Avant Technologies OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Avant Technologies is 798.48. The daily returns are distributed with a variance of 49.68 and standard deviation of 7.05. The mean deviation of Avant Technologies is currently at 5.27. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 1.31 | |
β | Beta against Dow Jones | -1.97 | |
σ | Overall volatility | 7.05 | |
Ir | Information ratio | 0.10 |
Avant Technologies OTC Stock Return Volatility
Avant Technologies historical daily return volatility represents how much of Avant Technologies otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 7.0486% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7755% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Avant Technologies Investment Opportunity
Avant Technologies has a volatility of 7.05 and is 9.04 times more volatile than Dow Jones Industrial. 63 percent of all equities and portfolios are less risky than Avant Technologies. You can use Avant Technologies to protect your portfolios against small market fluctuations. The otc stock experiences a bearish sentiment with high volatility. Check odds of Avant Technologies to be traded at 0.582 in 90 days.Very good diversification
The correlation between Avant Technologies and DJI is -0.22 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Avant Technologies and DJI in the same portfolio, assuming nothing else is changed.
Avant Technologies Additional Risk Indicators
The analysis of Avant Technologies' 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 Avant Technologies' investment and either accepting that risk or mitigating it. Along with some common measures of Avant Technologies 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 | 0.1113 | |||
| Market Risk Adjusted Performance | (0.46) | |||
| Mean Deviation | 5.4 | |||
| Semi Deviation | 5.17 | |||
| Downside Deviation | 6.05 | |||
| Coefficient Of Variation | 757.4 | |||
| Standard Deviation | 7.07 |
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.
Avant Technologies 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 Avant Technologies 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. Avant Technologies' 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, Avant Technologies' 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 Avant Technologies.
Complementary Tools for Avant OTC Stock analysis
When running Avant Technologies' price analysis, check to measure Avant Technologies' 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 Avant Technologies is operating at the current time. Most of Avant Technologies' value examination focuses on studying past and present price action to predict the probability of Avant Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Avant Technologies' price. Additionally, you may evaluate how the addition of Avant Technologies to your portfolios can decrease your overall portfolio volatility.
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