Cyberlux Corp Stock Volatility
| CYBL Stock | USD 0.01 0.0001 1.47% |
Cyberlux Corp is out of control given 3 months investment horizon. Cyberlux Corp secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of standard deviation over the last 3 months. We have analyzed thirty different technical indicators, which can help you to evaluate if expected returns of 5.07% are justified by taking the suggested risk. Use Cyberlux Corp risk adjusted performance of 0.1043, and Mean Deviation of 15.97 to evaluate company specific risk that cannot be diversified away. Key indicators related to Cyberlux Corp's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Cyberlux Corp 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 Cyberlux daily returns, and it is calculated using variance and standard deviation. We also use Cyberlux's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Cyberlux Corp volatility.
Cyberlux |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Cyberlux Corp at lower prices. For example, an investor can purchase Cyberlux 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 Cyberlux Stock
Moving against Cyberlux Stock
| 0.43 | SWKS | Skyworks Solutions | PairCorr |
| 0.38 | QRVO | Qorvo Inc | PairCorr |
| 0.37 | AMKR | Amkor Technology | PairCorr |
| 0.37 | SYNA | Synaptics Incorporated | PairCorr |
Cyberlux Corp Market Sensitivity And Downside Risk
Cyberlux Corp's beta coefficient measures the volatility of Cyberlux 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 Cyberlux stock's returns against your selected market. In other words, Cyberlux Corp's beta of -8.76 provides an investor with an approximation of how much risk Cyberlux Corp stock can potentially add to one of your existing portfolios. Cyberlux Corp is showing large volatility of returns over the selected time horizon. Cyberlux Corp is a penny stock. Even though Cyberlux Corp may be a good instrument to invest, many penny stocks are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in Cyberlux Corp or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Cyberlux instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 Cyberlux Corp Demand TrendCheck current 90 days Cyberlux Corp correlation with market (Dow Jones Industrial)Cyberlux Beta |
Cyberlux 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 | 47.55 |
It is essential to understand the difference between upside risk (as represented by Cyberlux Corp's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Cyberlux Corp's daily returns or price. Since the actual investment returns on holding a position in cyberlux 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 Cyberlux Corp.
Cyberlux Corp Stock Volatility Analysis
Volatility refers to the frequency at which Cyberlux Corp stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Cyberlux Corp's price changes. Investors will then calculate the volatility of Cyberlux Corp'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 Cyberlux Corp's volatility:
Historical Volatility
This type of stock volatility measures Cyberlux Corp's fluctuations based on previous trends. It's commonly used to predict Cyberlux Corp'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 Cyberlux Corp'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 Cyberlux Corp'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. Cyberlux 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.
Cyberlux Corp Projected Return Density Against Market
Given the investment horizon of 90 days Cyberlux Corp has a beta of -8.755 suggesting as returns on its benchmark rise, returns on holding Cyberlux Corp are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Cyberlux Corp 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 Cyberlux Corp or Semiconductors & Semiconductor 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 Cyberlux Corp'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 Cyberlux 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.
Cyberlux Corp has an alpha of 6.9049, implying that it can generate a 6.9 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Cyberlux Corp 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.Cyberlux Corp Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Cyberlux Corp is 937.16. The daily returns are distributed with a variance of 2260.94 and standard deviation of 47.55. The mean deviation of Cyberlux Corp is currently at 15.54. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 6.90 | |
β | Beta against Dow Jones | -8.76 | |
σ | Overall volatility | 47.55 | |
Ir | Information ratio | 0.12 |
Cyberlux Corp Stock Return Volatility
Cyberlux Corp historical daily return volatility represents how much of Cyberlux Corp stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 47.5494% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Cyberlux Corp Volatility
Volatility is a rate at which the price of Cyberlux Corp 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 Cyberlux Corp may increase or decrease. In other words, similar to Cyberlux's beta indicator, it measures the risk of Cyberlux Corp and helps estimate the fluctuations that may happen in a short period of time. So if prices of Cyberlux Corp 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 | ||
| Selling And Marketing Expenses | 3.3 K | 3.1 K | |
| Market Cap | 21.6 M | 12.6 M |
Cyberlux Corp'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 Cyberlux Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Cyberlux Corp's price varies over time.
3 ways to utilize Cyberlux Corp's volatility to invest better
Higher Cyberlux Corp's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Cyberlux 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. Cyberlux 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 Cyberlux Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Cyberlux Corp'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 Cyberlux Corp's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Cyberlux Corp Investment Opportunity
Cyberlux Corp has a volatility of 47.55 and is 64.26 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Cyberlux Corp is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Cyberlux Corp to protect your portfolios against small market fluctuations. The stock experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Cyberlux Corp to be traded at $0.0065 in 90 days.Good diversification
The correlation between Cyberlux Corp and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cyberlux Corp and DJI in the same portfolio, assuming nothing else is changed.
Cyberlux Corp Additional Risk Indicators
The analysis of Cyberlux Corp'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 Cyberlux Corp's investment and either accepting that risk or mitigating it. Along with some common measures of Cyberlux Corp 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 | 0.1043 | |||
| Market Risk Adjusted Performance | (0.65) | |||
| Mean Deviation | 15.97 | |||
| Semi Deviation | 8.31 | |||
| Downside Deviation | 10.5 | |||
| Coefficient Of Variation | 809.66 | |||
| Standard Deviation | 46.94 |
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.
Cyberlux Corp 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 Cyberlux Corp 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. Cyberlux Corp'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, Cyberlux Corp'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 Cyberlux Corp.
When determining whether Cyberlux Corp is a strong investment it is important to analyze Cyberlux Corp's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cyberlux Corp's future performance. For an informed investment choice regarding Cyberlux Stock, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Cyberlux Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. For more information on how to buy Cyberlux Stock please use our How to buy in Cyberlux Stock guide.You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Is Semiconductors & Semiconductor Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cyberlux Corp. If investors know Cyberlux will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cyberlux Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Revenue Per Share 0.003 | Quarterly Revenue Growth 801.318 | Return On Assets 0.1609 |
The market value of Cyberlux Corp is measured differently than its book value, which is the value of Cyberlux that is recorded on the company's balance sheet. Investors also form their own opinion of Cyberlux Corp's value that differs from its market value or its book value, called intrinsic value, which is Cyberlux Corp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cyberlux Corp's market value can be influenced by many factors that don't directly affect Cyberlux Corp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cyberlux Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cyberlux Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cyberlux Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.