Newlake Capital Partners Stock Volatility
| NLCP Stock | USD 18.94 0.05 0.26% |
Newlake Capital Partners has Sharpe Ratio of -0.0368, which conveys that the firm had a -0.0368% return per unit of risk over the last 3 months. Newlake Capital exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Newlake Capital's Mean Deviation of 1.01, risk adjusted performance of (0.02), and Standard Deviation of 1.38 to check out the risk estimate we provide. Key indicators related to Newlake Capital's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Newlake Capital OTC 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 Newlake daily returns, and it is calculated using variance and standard deviation. We also use Newlake's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Newlake Capital volatility.
Newlake |
ESG Sustainability
While most ESG disclosures are voluntary, Newlake Capital's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Newlake Capital's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Newlake Capital 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 Newlake Capital at lower prices. For example, an investor can purchase Newlake 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 Newlake Capital'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 Newlake OTC Stock
| 0.85 | AMT | American Tower Corp Sell-off Trend | PairCorr |
| 0.8 | CCI | Crown Castle Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.75 | SBAC | SBA Communications Corp | PairCorr |
| 0.7 | GLPI | Gaming Leisure Properties | PairCorr |
Moving against Newlake OTC Stock
| 0.75 | FSTF | First State Financial | PairCorr |
| 0.73 | PLTR | Palantir Technologies Aggressive Push | PairCorr |
| 0.68 | COR | Cencora | PairCorr |
| 0.58 | DLR | Digital Realty Trust | PairCorr |
| 0.39 | EQIX | Equinix | PairCorr |
Newlake Capital Market Sensitivity And Downside Risk
Newlake Capital's beta coefficient measures the volatility of Newlake otc 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 Newlake otc stock's returns against your selected market. In other words, Newlake Capital's beta of 0.2 provides an investor with an approximation of how much risk Newlake Capital otc stock can potentially add to one of your existing portfolios. Newlake Capital Partners exhibits very low volatility with skewness of 0.24 and kurtosis of 1.1. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Newlake Capital's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Newlake Capital's otc 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 Newlake Capital Partners Demand TrendCheck current 90 days Newlake Capital correlation with market (Dow Jones Industrial)Newlake Beta |
Newlake 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 | 1.38 |
It is essential to understand the difference between upside risk (as represented by Newlake Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Newlake Capital's daily returns or price. Since the actual investment returns on holding a position in newlake otc 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 Newlake Capital.
Newlake Capital Partners OTC Stock Volatility Analysis
Volatility refers to the frequency at which Newlake Capital otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Newlake Capital's price changes. Investors will then calculate the volatility of Newlake Capital's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 Newlake Capital's volatility:
Historical Volatility
This type of otc volatility measures Newlake Capital's fluctuations based on previous trends. It's commonly used to predict Newlake Capital's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Newlake Capital's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Newlake Capital'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. Newlake Capital Partners 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.
Newlake Capital Projected Return Density Against Market
Given the investment horizon of 90 days Newlake Capital has a beta of 0.1969 . This indicates as returns on the market go up, Newlake Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Newlake Capital Partners 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 Newlake Capital or Real Estate 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 Newlake Capital's price will be affected by overall otc 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 Newlake otc'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.
Newlake Capital Partners 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 a Newlake Capital Price Volatility?
Several factors can influence a otc'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.Newlake Capital OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Newlake Capital is -2717.89. The daily returns are distributed with a variance of 1.9 and standard deviation of 1.38. The mean deviation of Newlake Capital Partners is currently at 1.01. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.08 | |
β | Beta against Dow Jones | 0.20 | |
σ | Overall volatility | 1.38 | |
Ir | Information ratio | -0.13 |
Newlake Capital OTC Stock Return Volatility
Newlake Capital historical daily return volatility represents how much of Newlake Capital otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 1.3776% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7502% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Newlake Capital Volatility
Volatility is a rate at which the price of Newlake Capital 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 Newlake Capital may increase or decrease. In other words, similar to Newlake's beta indicator, it measures the risk of Newlake Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Newlake Capital 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.NewLake Capital Partners is a leading provider of real estate capital to state-licensed cannabis operators. Its tenants are some of the leading operators in the U.S. state-licensed cannabis industry and it is a trusted partner for their real estate needs. Newlake Capital operates under REITSpecialty classification in the United States and is traded on OTC Exchange. It employs 7 people.
Newlake Capital'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 Newlake OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Newlake Capital's price varies over time.
3 ways to utilize Newlake Capital's volatility to invest better
Higher Newlake Capital's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Newlake Capital Partners 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. Newlake Capital Partners 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 Newlake Capital Partners investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Newlake Capital'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 Newlake Capital's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Newlake Capital Investment Opportunity
Newlake Capital Partners has a volatility of 1.38 and is 1.84 times more volatile than Dow Jones Industrial. 12 percent of all equities and portfolios are less risky than Newlake Capital. You can use Newlake Capital Partners to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Newlake Capital to be traded at $18.75 in 90 days.Average diversification
The correlation between Newlake Capital Partners and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Newlake Capital Partners and DJI in the same portfolio, assuming nothing else is changed.
Newlake Capital Additional Risk Indicators
The analysis of Newlake Capital'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 Newlake Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Newlake Capital otc 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.25) | |||
| Mean Deviation | 1.01 | |||
| Coefficient Of Variation | (3,415) | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.89 | |||
| Information Ratio | (0.13) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Newlake Capital 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 Newlake Capital 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. Newlake Capital'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, Newlake Capital'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 Newlake Capital Partners.
Additional Tools for Newlake OTC Stock Analysis
When running Newlake Capital's price analysis, check to measure Newlake Capital'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 Newlake Capital is operating at the current time. Most of Newlake Capital's value examination focuses on studying past and present price action to predict the probability of Newlake Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Newlake Capital's price. Additionally, you may evaluate how the addition of Newlake Capital to your portfolios can decrease your overall portfolio volatility.