COMSovereign Holding Corp Volatility
| COMSWDelisted Stock | USD 0.02 0.01 160.53% |
We have found twenty-nine technical indicators for COMSovereign Holding Corp, which you can use to evaluate the volatility of the firm. Please confirm COMSovereign Holding's mean deviation of 17.24, and Risk Adjusted Performance of 0.0867 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to COMSovereign Holding's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
COMSovereign Holding 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 COMSovereign daily returns, and it is calculated using variance and standard deviation. We also use COMSovereign's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of COMSovereign Holding volatility.
COMSovereign |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as COMSovereign Holding 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 COMSovereign Holding at lower prices. For example, an investor can purchase COMSovereign 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 COMSovereign Holding'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.
Moving together with COMSovereign Pink Sheet
Moving against COMSovereign Pink Sheet
| 0.7 | CAT | Caterpillar Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.68 | HD | Home Depot | PairCorr |
| 0.64 | T | ATT Inc Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.62 | INTC | Intel Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.58 | XOM | Exxon Mobil Corp Fiscal Year End 7th of February 2025 | PairCorr |
| 0.56 | CVX | Chevron Corp Sell-off Trend | PairCorr |
| 0.54 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.5 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.47 | DIS | Walt Disney Sell-off Trend | PairCorr |
COMSovereign Holding Market Sensitivity And Downside Risk
COMSovereign Holding's beta coefficient measures the volatility of COMSovereign 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 COMSovereign pink sheet's returns against your selected market. In other words, COMSovereign Holding's beta of -5.75 provides an investor with an approximation of how much risk COMSovereign Holding pink sheet can potentially add to one of your existing portfolios. COMSovereign Holding Corp is showing large volatility of returns over the selected time horizon. COMSovereign Holding Corp is a penny stock. Although COMSovereign Holding 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 COMSovereign Holding Corp. 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 COMSovereign 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 COMSovereign Holding Corp Demand TrendCheck current 90 days COMSovereign Holding correlation with market (Dow Jones Industrial)COMSovereign Beta |
COMSovereign 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by COMSovereign Holding's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of COMSovereign Holding's daily returns or price. Since the actual investment returns on holding a position in comsovereign 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 COMSovereign Holding.
COMSovereign Holding Corp Pink Sheet Volatility Analysis
Volatility refers to the frequency at which COMSovereign Holding pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with COMSovereign Holding's price changes. Investors will then calculate the volatility of COMSovereign Holding'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 COMSovereign Holding's volatility:
Historical Volatility
This type of pink sheet volatility measures COMSovereign Holding's fluctuations based on previous trends. It's commonly used to predict COMSovereign Holding'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 COMSovereign Holding'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 COMSovereign Holding's to be redeemed at a future date.Transformation |
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
COMSovereign Holding Projected Return Density Against Market
Assuming the 90 days horizon COMSovereign Holding Corp has a beta of -5.7522 suggesting as returns on its benchmark rise, returns on holding COMSovereign Holding Corp are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, COMSovereign Holding 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 COMSovereign Holding or Communications Equipment 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 COMSovereign Holding'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 COMSovereign 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.
COMSovereign Holding Corp has an alpha of 3.4097, implying that it can generate a 3.41 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a COMSovereign Holding 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.COMSovereign Holding Pink Sheet Return Volatility
COMSovereign Holding historical daily return volatility represents how much of COMSovereign Holding pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture shows 0.0% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7462% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About COMSovereign Holding Volatility
Volatility is a rate at which the price of COMSovereign Holding 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 COMSovereign Holding may increase or decrease. In other words, similar to COMSovereign's beta indicator, it measures the risk of COMSovereign Holding and helps estimate the fluctuations that may happen in a short period of time. So if prices of COMSovereign Holding 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.ComSovereign Holding Corp. designs, develops, markets, and sells technologically-advanced products for telecom network operators, mobile device carriers, and other enterprises worldwide. Further, it provides maintenance and support services, as well as other professional services, such as engineering, designing, and developing a range of next-generation network systems and system components. Comsovereign Holding is traded on NASDAQ Exchange in the United States.
COMSovereign Holding'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 COMSovereign Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much COMSovereign Holding's price varies over time.
3 ways to utilize COMSovereign Holding's volatility to invest better
Higher COMSovereign Holding's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of COMSovereign Holding 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. COMSovereign Holding 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 COMSovereign Holding Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in COMSovereign Holding'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 COMSovereign Holding's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
COMSovereign Holding Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.75 and is 9.223372036854776E16 times more volatile than COMSovereign Holding Corp. Compared to the overall equity markets, volatility of historical daily returns of COMSovereign Holding Corp is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use COMSovereign Holding Corp to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of COMSovereign Holding to be traded at $0.0248 in 90 days.Good diversification
The correlation between COMSovereign Holding Corp and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding COMSovereign Holding Corp and DJI in the same portfolio, assuming nothing else is changed.
COMSovereign Holding Additional Risk Indicators
The analysis of COMSovereign Holding'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 COMSovereign Holding's investment and either accepting that risk or mitigating it. Along with some common measures of COMSovereign Holding 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 | 0.0867 | |||
| Market Risk Adjusted Performance | (0.46) | |||
| Mean Deviation | 17.24 | |||
| Semi Deviation | 15.86 | |||
| Downside Deviation | 19.86 | |||
| Coefficient Of Variation | 992.52 | |||
| Standard Deviation | 26.66 |
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.
COMSovereign Holding 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 COMSovereign Holding 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. COMSovereign Holding'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, COMSovereign Holding'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 COMSovereign Holding Corp.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Other Consideration for investing in COMSovereign Pink Sheet
If you are still planning to invest in COMSovereign Holding Corp check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the COMSovereign Holding's history and understand the potential risks before investing.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |