Dna Brands Stock Volatility
| DNAX Stock | USD 0.0002 0.0001 100.00% |
DNA Brands is out of control given 3 months investment horizon. DNA Brands retains Efficiency (Sharpe Ratio) of 0.15, which denotes the company had a 0.15% return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 5.3% are justified by taking the suggested risk. Use DNA Brands Downside Deviation of 54.01, coefficient of variation of 684.49, and Market Risk Adjusted Performance of (0.51) to evaluate company specific risk that cannot be diversified away. Key indicators related to DNA Brands' volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
DNA Brands 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 DNA daily returns, and it is calculated using variance and standard deviation. We also use DNA's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of DNA Brands volatility.
DNA |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as DNA Brands 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 DNA Brands at lower prices. For example, an investor can purchase DNA 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 DNA Brands' 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 against DNA Pink Sheet
| 0.44 | CVX | Chevron Corp Fiscal Year End 7th of February 2025 | PairCorr |
| 0.31 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
DNA Brands Market Sensitivity And Downside Risk
DNA Brands' beta coefficient measures the volatility of DNA 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 DNA pink sheet's returns against your selected market. In other words, DNA Brands's beta of -10.14 provides an investor with an approximation of how much risk DNA Brands pink sheet can potentially add to one of your existing portfolios. DNA Brands is showing large volatility of returns over the selected time horizon. DNA Brands appears to be a penny stock. Although DNA Brands may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in DNA Brands or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on DNA 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 DNA Brands Demand TrendCheck current 90 days DNA Brands correlation with market (Dow Jones Industrial)DNA Beta |
DNA 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 | 36.3 |
It is essential to understand the difference between upside risk (as represented by DNA Brands's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of DNA Brands' daily returns or price. Since the actual investment returns on holding a position in dna 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 DNA Brands.
DNA Brands Pink Sheet Volatility Analysis
Volatility refers to the frequency at which DNA Brands pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with DNA Brands' price changes. Investors will then calculate the volatility of DNA Brands' 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 DNA Brands' volatility:
Historical Volatility
This type of pink sheet volatility measures DNA Brands' fluctuations based on previous trends. It's commonly used to predict DNA Brands' 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 DNA Brands' 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 DNA Brands' 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. DNA Brands 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.
DNA Brands Projected Return Density Against Market
Given the investment horizon of 90 days DNA Brands has a beta of -10.1387 suggesting as returns on its benchmark rise, returns on holding DNA Brands are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, DNA Brands 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 DNA Brands or Beverages 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 DNA Brands' 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 DNA 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.
DNA Brands has an alpha of 6.2066, implying that it can generate a 6.21 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a DNA Brands 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.DNA Brands Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of DNA Brands is 684.49. The daily returns are distributed with a variance of 1317.6 and standard deviation of 36.3. The mean deviation of DNA Brands is currently at 20.09. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 6.21 | |
β | Beta against Dow Jones | -10.14 | |
σ | Overall volatility | 36.30 | |
Ir | Information ratio | 0.14 |
DNA Brands Pink Sheet Return Volatility
DNA Brands historical daily return volatility represents how much of DNA Brands pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 36.2987% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7242% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About DNA Brands Volatility
Volatility is a rate at which the price of DNA Brands 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 DNA Brands may increase or decrease. In other words, similar to DNA's beta indicator, it measures the risk of DNA Brands and helps estimate the fluctuations that may happen in a short period of time. So if prices of DNA Brands 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.It offers products in various flavors, such as cellular citrus zero sugar, cellular citrus, cryo berry, and molecular melon. DNA Brands, Inc. also owns TokenTalk.io, an advisory firm for companies looking to raise money through an ICO. Dna Brands operates under BeveragesNon-Alcoholic classification in the United States and is traded on OTC Exchange. It employs 1 people.
DNA Brands' 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 DNA Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much DNA Brands' price varies over time.
3 ways to utilize DNA Brands' volatility to invest better
Higher DNA Brands' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of DNA Brands 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. DNA Brands 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 DNA Brands investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in DNA Brands' 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 DNA Brands' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
DNA Brands Investment Opportunity
DNA Brands has a volatility of 36.3 and is 50.42 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than DNA Brands. You can use DNA Brands 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 DNA Brands to be traded at $3.0E-4 in 90 days.Good diversification
The correlation between DNA Brands and DJI is -0.2 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding DNA Brands and DJI in the same portfolio, assuming nothing else is changed.
DNA Brands Additional Risk Indicators
The analysis of DNA Brands' 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 DNA Brands' investment and either accepting that risk or mitigating it. Along with some common measures of DNA Brands 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 | 0.1157 | |||
| Market Risk Adjusted Performance | (0.51) | |||
| Mean Deviation | 20.09 | |||
| Semi Deviation | 17.21 | |||
| Downside Deviation | 54.01 | |||
| Coefficient Of Variation | 684.49 | |||
| Standard Deviation | 36.3 |
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.
DNA Brands 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 DNA Brands 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. DNA Brands' 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, DNA Brands' 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 DNA Brands.
Additional Tools for DNA Pink Sheet Analysis
When running DNA Brands' price analysis, check to measure DNA Brands' 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 DNA Brands is operating at the current time. Most of DNA Brands' value examination focuses on studying past and present price action to predict the probability of DNA Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DNA Brands' price. Additionally, you may evaluate how the addition of DNA Brands to your portfolios can decrease your overall portfolio volatility.