Netramark Holdings Stock Volatility
| AINMF Stock | 0.73 0.07 8.75% |
NetraMark Holdings is out of control given 3 months investment horizon. NetraMark Holdings has Sharpe Ratio of 0.31, which conveys that the firm had a 0.31% return per unit of risk over the last 3 months. We have collected data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.51% are justified by taking the suggested risk. Use NetraMark Holdings Downside Deviation of 11.11, risk adjusted performance of 0.205, and Mean Deviation of 7.9 to evaluate company specific risk that cannot be diversified away.
NetraMark |
NetraMark Holdings 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 NetraMark daily returns, and it is calculated using variance and standard deviation. We also use NetraMark's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of NetraMark Holdings volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as NetraMark Holdings 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 NetraMark Holdings at lower prices to lower their average cost per share. Similarly, when the prices of NetraMark Holdings' stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with NetraMark Pink Sheet
| 0.83 | AAPL | Apple Inc Aggressive Push | PairCorr |
| 0.88 | AMZN | Amazon Inc | PairCorr |
| 0.73 | GOOG | Alphabet Class C Aggressive Push | PairCorr |
| 0.71 | BMYMP | Bristol Myers Squibb | PairCorr |
| 0.65 | META | Meta Platforms | PairCorr |
| 0.9 | PLTR | Palantir Technologies Buyout Trend | PairCorr |
Moving against NetraMark Pink Sheet
NetraMark Holdings Market Sensitivity And Downside Risk
NetraMark Holdings' beta coefficient measures the volatility of NetraMark 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 NetraMark pink sheet's returns against your selected market. In other words, NetraMark Holdings's beta of 0.64 provides an investor with an approximation of how much risk NetraMark Holdings pink sheet can potentially add to one of your existing portfolios. NetraMark Holdings is showing large volatility of returns over the selected time horizon. NetraMark Holdings is a potential penny stock. Although NetraMark Holdings may be in fact a good instrument to invest, many penny pink sheets 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 NetraMark 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 NetraMark 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 NetraMark Holdings Demand TrendCheck current 90 days NetraMark Holdings correlation with market (Dow Jones Industrial)NetraMark Beta |
NetraMark 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 | 11.3 |
It is essential to understand the difference between upside risk (as represented by NetraMark Holdings's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of NetraMark Holdings' daily returns or price. Since the actual investment returns on holding a position in netramark 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 NetraMark Holdings.
NetraMark Holdings Pink Sheet Volatility Analysis
Volatility refers to the frequency at which NetraMark Holdings pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with NetraMark Holdings' price changes. Investors will then calculate the volatility of NetraMark Holdings' 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 NetraMark Holdings' volatility:
Historical Volatility
This type of pink sheet volatility measures NetraMark Holdings' fluctuations based on previous trends. It's commonly used to predict NetraMark Holdings' 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 NetraMark Holdings' 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 NetraMark Holdings' 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. NetraMark Holdings 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.
NetraMark Holdings Projected Return Density Against Market
Assuming the 90 days horizon NetraMark Holdings has a beta of 0.6375 . This suggests as returns on the market go up, NetraMark Holdings average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding NetraMark Holdings 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 NetraMark Holdings or NetraMark 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 NetraMark Holdings' 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 NetraMark 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.
NetraMark Holdings has an alpha of 3.0691, implying that it can generate a 3.07 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a NetraMark Holdings 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.NetraMark Holdings Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of NetraMark Holdings is 321.54. The daily returns are distributed with a variance of 127.7 and standard deviation of 11.3. The mean deviation of NetraMark Holdings is currently at 7.79. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 3.07 | |
β | Beta against Dow Jones | 0.64 | |
σ | Overall volatility | 11.30 | |
Ir | Information ratio | 0.26 |
NetraMark Holdings Pink Sheet Return Volatility
NetraMark Holdings historical daily return volatility represents how much of NetraMark Holdings pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 11.3004% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7299% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
NetraMark Holdings Investment Opportunity
NetraMark Holdings has a volatility of 11.3 and is 15.48 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of NetraMark Holdings is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use NetraMark Holdings to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of NetraMark Holdings to be traded at 0.6935 in 90 days.Significant diversification
The correlation between NetraMark Holdings and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding NetraMark Holdings and DJI in the same portfolio, assuming nothing else is changed.
NetraMark Holdings Additional Risk Indicators
The analysis of NetraMark Holdings' 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 NetraMark Holdings' investment and either accepting that risk or mitigating it. Along with some common measures of NetraMark Holdings 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 | 0.205 | |||
| Market Risk Adjusted Performance | 4.91 | |||
| Mean Deviation | 7.9 | |||
| Semi Deviation | 5.7 | |||
| Downside Deviation | 11.11 | |||
| Coefficient Of Variation | 370.66 | |||
| Standard Deviation | 11.63 |
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.
NetraMark Holdings 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 NetraMark Holdings 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. NetraMark Holdings' 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, NetraMark Holdings' 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 NetraMark Holdings.
Complementary Tools for NetraMark Pink Sheet analysis
When running NetraMark Holdings' price analysis, check to measure NetraMark Holdings' 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 NetraMark Holdings is operating at the current time. Most of NetraMark Holdings' value examination focuses on studying past and present price action to predict the probability of NetraMark Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NetraMark Holdings' price. Additionally, you may evaluate how the addition of NetraMark Holdings to your portfolios can decrease your overall portfolio volatility.
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