Aquaron Acquisition Corp Stock Volatility
| AQU Stock | USD 11.10 0.05 0.45% |
Currently, Aquaron Acquisition Corp is very steady. Aquaron Acquisition Corp secures Sharpe Ratio (or Efficiency) of 0.0224, which signifies that the company had a 0.0224% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Aquaron Acquisition Corp, which you can use to evaluate the volatility of the firm. Please confirm Aquaron Acquisition's Risk Adjusted Performance of (0.01), mean deviation of 0.0546, and Standard Deviation of 0.1941 to double-check if the risk estimate we provide is consistent with the expected return of 0.0044%. Key indicators related to Aquaron Acquisition's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Aquaron Acquisition 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 Aquaron daily returns, and it is calculated using variance and standard deviation. We also use Aquaron's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Aquaron Acquisition volatility.
Aquaron |
ESG Sustainability
While most ESG disclosures are voluntary, Aquaron Acquisition's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Aquaron Acquisition's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Aquaron Acquisition 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 Aquaron Acquisition at lower prices. For example, an investor can purchase Aquaron 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 Aquaron Acquisition'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.
Aquaron Acquisition Market Sensitivity And Downside Risk
Aquaron Acquisition's beta coefficient measures the volatility of Aquaron 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 Aquaron stock's returns against your selected market. In other words, Aquaron Acquisition's beta of -0.0018 provides an investor with an approximation of how much risk Aquaron Acquisition stock can potentially add to one of your existing portfolios. Aquaron Acquisition Corp exhibits very low volatility with skewness of -0.17 and kurtosis of 15.74. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Aquaron Acquisition's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Aquaron Acquisition's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Aquaron Acquisition Corp Demand TrendCheck current 90 days Aquaron Acquisition correlation with market (Dow Jones Industrial)Aquaron Beta |
Aquaron 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 | 0.2 |
It is essential to understand the difference between upside risk (as represented by Aquaron Acquisition's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Aquaron Acquisition's daily returns or price. Since the actual investment returns on holding a position in aquaron 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 Aquaron Acquisition.
Aquaron Acquisition Corp Stock Volatility Analysis
Volatility refers to the frequency at which Aquaron Acquisition stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Aquaron Acquisition's price changes. Investors will then calculate the volatility of Aquaron Acquisition'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 Aquaron Acquisition's volatility:
Historical Volatility
This type of stock volatility measures Aquaron Acquisition's fluctuations based on previous trends. It's commonly used to predict Aquaron Acquisition'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 Aquaron Acquisition'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 Aquaron Acquisition'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. Aquaron Acquisition Corp 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.
Aquaron Acquisition Projected Return Density Against Market
Considering the 90-day investment horizon Aquaron Acquisition Corp has a beta of -0.0018 . This suggests as returns on the benchmark increase, returns on holding Aquaron Acquisition are expected to decrease at a much lower rate. During a bear market, however, Aquaron Acquisition Corp 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 Aquaron Acquisition or Capital Markets 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 Aquaron Acquisition'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 Aquaron 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.
Aquaron Acquisition Corp 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 Aquaron Acquisition 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.Aquaron Acquisition Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Aquaron Acquisition is 4459.43. The daily returns are distributed with a variance of 0.04 and standard deviation of 0.2. The mean deviation of Aquaron Acquisition Corp is currently at 0.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.0055 | |
β | Beta against Dow Jones | -0.0018 | |
σ | Overall volatility | 0.20 | |
Ir | Information ratio | -0.69 |
Aquaron Acquisition Stock Return Volatility
Aquaron Acquisition historical daily return volatility represents how much of Aquaron Acquisition stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 0.1971% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Aquaron Acquisition Volatility
Volatility is a rate at which the price of Aquaron Acquisition 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 Aquaron Acquisition may increase or decrease. In other words, similar to Aquaron's beta indicator, it measures the risk of Aquaron Acquisition and helps estimate the fluctuations that may happen in a short period of time. So if prices of Aquaron Acquisition 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 | ||
| Market Cap | 61.7 M | 73.1 M |
Aquaron Acquisition'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 Aquaron Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Aquaron Acquisition's price varies over time.
3 ways to utilize Aquaron Acquisition's volatility to invest better
Higher Aquaron Acquisition's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Aquaron Acquisition Corp 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. Aquaron Acquisition Corp 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 Aquaron Acquisition Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Aquaron Acquisition'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 Aquaron Acquisition's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Aquaron Acquisition Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.74 and is 3.7 times more volatile than Aquaron Acquisition Corp. 1 percent of all equities and portfolios are less risky than Aquaron Acquisition. You can use Aquaron Acquisition Corp to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of Aquaron Acquisition to be traded at $11.66 in 90 days.Good diversification
The correlation between Aquaron Acquisition Corp and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aquaron Acquisition Corp and DJI in the same portfolio, assuming nothing else is changed.
Aquaron Acquisition Additional Risk Indicators
The analysis of Aquaron Acquisition'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 Aquaron Acquisition's investment and either accepting that risk or mitigating it. Along with some common measures of Aquaron Acquisition 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 | (0.01) | |||
| Market Risk Adjusted Performance | 3.18 | |||
| Mean Deviation | 0.0546 | |||
| Coefficient Of Variation | 4527.84 | |||
| Standard Deviation | 0.1941 | |||
| Variance | 0.0377 | |||
| Information Ratio | (0.69) |
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.
Aquaron Acquisition 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.
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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 Aquaron Acquisition 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. Aquaron Acquisition'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, Aquaron Acquisition'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 Aquaron Acquisition Corp.
Additional Tools for Aquaron Stock Analysis
When running Aquaron Acquisition's price analysis, check to measure Aquaron Acquisition'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 Aquaron Acquisition is operating at the current time. Most of Aquaron Acquisition's value examination focuses on studying past and present price action to predict the probability of Aquaron Acquisition's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aquaron Acquisition's price. Additionally, you may evaluate how the addition of Aquaron Acquisition to your portfolios can decrease your overall portfolio volatility.