Vertical Exploration Stock Volatility
| CVVRF Stock | USD 0.03 0.00 0.00% |
Vertical Exploration appears to be out of control, given 3 months investment horizon. Vertical Exploration 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 found seventeen technical indicators for Vertical Exploration, which you can use to evaluate the volatility of the company. Please review Vertical Exploration's Risk Adjusted Performance of 0.1178, variance of 7.64, and Coefficient Of Variation of 812.4 to confirm if our risk estimates are consistent with your expectations. Key indicators related to Vertical Exploration's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Vertical Exploration 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 Vertical daily returns, and it is calculated using variance and standard deviation. We also use Vertical's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Vertical Exploration volatility.
Vertical |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Vertical Exploration can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Vertical Exploration at lower prices to lower their average cost per share. Similarly, when the prices of Vertical Exploration's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Vertical Pink Sheet
Moving against Vertical Pink Sheet
| 0.52 | NIHK | Video River Networks | PairCorr |
| 0.52 | KO | Coca Cola | PairCorr |
| 0.33 | MCD | McDonalds | PairCorr |
| 0.31 | SIGL | Signal Advance | PairCorr |
Vertical Exploration Market Sensitivity And Downside Risk
Vertical Exploration's beta coefficient measures the volatility of Vertical 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 Vertical pink sheet's returns against your selected market. In other words, Vertical Exploration's beta of 0.0727 provides an investor with an approximation of how much risk Vertical Exploration pink sheet can potentially add to one of your existing portfolios. Vertical Exploration exhibits very low volatility with skewness of 8.12 and kurtosis of 66.0. Vertical Exploration is a penny stock. Although Vertical Exploration may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Vertical Exploration. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Vertical 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 Vertical Exploration Demand TrendCheck current 90 days Vertical Exploration correlation with market (Dow Jones Industrial)Vertical Beta |
Vertical 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 | 2.83 |
It is essential to understand the difference between upside risk (as represented by Vertical Exploration's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Vertical Exploration's daily returns or price. Since the actual investment returns on holding a position in vertical 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 Vertical Exploration.
Vertical Exploration Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Vertical Exploration pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Vertical Exploration's price changes. Investors will then calculate the volatility of Vertical Exploration'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 Vertical Exploration's volatility:
Historical Volatility
This type of pink sheet volatility measures Vertical Exploration's fluctuations based on previous trends. It's commonly used to predict Vertical Exploration'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 Vertical Exploration'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 Vertical Exploration'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. Vertical Exploration 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.
Vertical Exploration Projected Return Density Against Market
Assuming the 90 days horizon Vertical Exploration has a beta of 0.0727 suggesting as returns on the market go up, Vertical Exploration average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Vertical Exploration will be expected to be much smaller as well.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 Vertical Exploration or Basic Materials 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 Vertical Exploration'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 Vertical 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.
Vertical Exploration has an alpha of 0.3179, implying that it can generate a 0.32 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Vertical Exploration 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.Vertical Exploration Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Vertical Exploration is 793.73. The daily returns are distributed with a variance of 8.0 and standard deviation of 2.83. The mean deviation of Vertical Exploration is currently at 0.7. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.9
α | Alpha over Dow Jones | 0.32 | |
β | Beta against Dow Jones | 0.07 | |
σ | Overall volatility | 2.83 | |
Ir | Information ratio | 0.06 |
Vertical Exploration Pink Sheet Return Volatility
Vertical Exploration historical daily return volatility represents how much of Vertical Exploration pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 2.8283% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7691% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Vertical Exploration Volatility
Volatility is a rate at which the price of Vertical Exploration 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 Vertical Exploration may increase or decrease. In other words, similar to Vertical's beta indicator, it measures the risk of Vertical Exploration and helps estimate the fluctuations that may happen in a short period of time. So if prices of Vertical Exploration 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.Vertical Exploration Inc., a junior mining company, engages in the exploration and evaluation of mineral properties in Canada. Vertical Exploration Inc. was incorporated in 2006 and is headquartered in Vancouver, Canada. Vertical Exploration is traded on OTC Exchange in the United States.
Vertical Exploration'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 Vertical Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Vertical Exploration's price varies over time.
3 ways to utilize Vertical Exploration's volatility to invest better
Higher Vertical Exploration's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Vertical Exploration 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. Vertical Exploration 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 Vertical Exploration investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Vertical Exploration'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 Vertical Exploration's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Vertical Exploration Investment Opportunity
Vertical Exploration has a volatility of 2.83 and is 3.68 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Vertical Exploration is lower than 25 percent of all global equities and portfolios over the last 90 days. You can use Vertical Exploration to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Vertical Exploration to be traded at $0.0297 in 90 days.Significant diversification
The correlation between Vertical Exploration and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vertical Exploration and DJI in the same portfolio, assuming nothing else is changed.
Vertical Exploration Additional Risk Indicators
The analysis of Vertical Exploration'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 Vertical Exploration's investment and either accepting that risk or mitigating it. Along with some common measures of Vertical Exploration 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 | 0.1178 | |||
| Market Risk Adjusted Performance | 4.55 | |||
| Mean Deviation | 0.67 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 2.76 | |||
| Variance | 7.64 | |||
| Information Ratio | 0.0586 |
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.
Vertical Exploration 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 Vertical Exploration 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. Vertical Exploration'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, Vertical Exploration'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 Vertical Exploration.
Complementary Tools for Vertical Pink Sheet analysis
When running Vertical Exploration's price analysis, check to measure Vertical Exploration'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 Vertical Exploration is operating at the current time. Most of Vertical Exploration's value examination focuses on studying past and present price action to predict the probability of Vertical Exploration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vertical Exploration's price. Additionally, you may evaluate how the addition of Vertical Exploration to your portfolios can decrease your overall portfolio volatility.
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