Ppj Healthcare Enterprises Stock Volatility
| PPJE Stock | USD 0.0001 0.00 0.00% |
PPJ Healthcare is out of control given 3 months investment horizon. PPJ Healthcare Enter maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of volatility over the last 3 months. We are able to break down twenty-two different technical indicators, which can help you to evaluate if expected returns of 17.46% are justified by taking the suggested risk. Use PPJ Healthcare risk adjusted performance of 0.1037, and Coefficient Of Variation of 812.4 to evaluate company specific risk that cannot be diversified away. Key indicators related to PPJ Healthcare's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
PPJ Healthcare 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 PPJ daily returns, and it is calculated using variance and standard deviation. We also use PPJ's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of PPJ Healthcare volatility.
PPJ |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as PPJ Healthcare can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of PPJ Healthcare at lower prices to lower their average cost per share. Similarly, when the prices of PPJ Healthcare's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
PPJ Healthcare Market Sensitivity And Downside Risk
PPJ Healthcare's beta coefficient measures the volatility of PPJ 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 PPJ pink sheet's returns against your selected market. In other words, PPJ Healthcare's beta of 0.19 provides an investor with an approximation of how much risk PPJ Healthcare pink sheet can potentially add to one of your existing portfolios. PPJ Healthcare Enterprises is displaying above-average volatility over the selected time horizon. PPJ Healthcare Enterprises appears to be a penny stock. Although PPJ Healthcare Enterprises 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 PPJ Healthcare Enterprises 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 PPJ 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 PPJ Healthcare Enter Demand TrendCheck current 90 days PPJ Healthcare correlation with market (Dow Jones Industrial)PPJ Beta |
PPJ 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 | 129.56 |
It is essential to understand the difference between upside risk (as represented by PPJ Healthcare's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of PPJ Healthcare's daily returns or price. Since the actual investment returns on holding a position in ppj 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 PPJ Healthcare.
PPJ Healthcare Enter Pink Sheet Volatility Analysis
Volatility refers to the frequency at which PPJ Healthcare pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with PPJ Healthcare's price changes. Investors will then calculate the volatility of PPJ Healthcare'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 PPJ Healthcare's volatility:
Historical Volatility
This type of pink sheet volatility measures PPJ Healthcare's fluctuations based on previous trends. It's commonly used to predict PPJ Healthcare'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 PPJ Healthcare'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 PPJ Healthcare'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. PPJ Healthcare Enter 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.
PPJ Healthcare Projected Return Density Against Market
Given the investment horizon of 90 days PPJ Healthcare has a beta of 0.1925 indicating as returns on the market go up, PPJ Healthcare average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding PPJ Healthcare Enterprises 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 PPJ Healthcare or Healthcare 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 PPJ Healthcare'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 PPJ 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.
PPJ Healthcare Enterprises has an alpha of 3.758, implying that it can generate a 3.76 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a PPJ Healthcare 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.PPJ Healthcare Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of PPJ Healthcare is 742.05. The daily returns are distributed with a variance of 16786.99 and standard deviation of 129.56. The mean deviation of PPJ Healthcare Enterprises is currently at 41.67. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 3.76 | |
β | Beta against Dow Jones | 0.19 | |
σ | Overall volatility | 129.56 | |
Ir | Information ratio | 0.12 |
PPJ Healthcare Pink Sheet Return Volatility
PPJ Healthcare historical daily return volatility represents how much of PPJ Healthcare pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 129.5646% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7454% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About PPJ Healthcare Volatility
Volatility is a rate at which the price of PPJ Healthcare 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 PPJ Healthcare may increase or decrease. In other words, similar to PPJ's beta indicator, it measures the risk of PPJ Healthcare and helps estimate the fluctuations that may happen in a short period of time. So if prices of PPJ Healthcare 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.PPJ Healthcare Enterprises, Inc., through its subsidiaries, provides automated healthcare reimbursement cycle, online health information digital-systems, and practice information management digital-system software to health care providers and general businesses worldwide. PPJ Healthcare Enterprises, Inc. was founded in 2000 and is headquartered in Reno, Nevada. Ppj Healthcare operates under Health Information Services classification in the United States and is traded on OTC Exchange.
PPJ Healthcare'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 PPJ Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much PPJ Healthcare's price varies over time.
3 ways to utilize PPJ Healthcare's volatility to invest better
Higher PPJ Healthcare's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of PPJ Healthcare Enter 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. PPJ Healthcare Enter 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 PPJ Healthcare Enter investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in PPJ Healthcare'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 PPJ Healthcare's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
PPJ Healthcare Investment Opportunity
PPJ Healthcare Enterprises has a volatility of 129.56 and is 172.75 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of PPJ Healthcare Enterprises is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use PPJ Healthcare Enterprises to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of PPJ Healthcare to be traded at $1.0E-4 in 90 days.PPJ Healthcare Additional Risk Indicators
The analysis of PPJ Healthcare'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 PPJ Healthcare's investment and either accepting that risk or mitigating it. Along with some common measures of PPJ Healthcare 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 | 0.1037 | |||
| Market Risk Adjusted Performance | 19.64 | |||
| Mean Deviation | 14.58 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 30.77 | |||
| Variance | 946.97 | |||
| Information Ratio | 0.1194 |
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.
PPJ Healthcare 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 PPJ Healthcare 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. PPJ Healthcare'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, PPJ Healthcare'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 PPJ Healthcare Enterprises.
Complementary Tools for PPJ Pink Sheet analysis
When running PPJ Healthcare's price analysis, check to measure PPJ Healthcare'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 PPJ Healthcare is operating at the current time. Most of PPJ Healthcare's value examination focuses on studying past and present price action to predict the probability of PPJ Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PPJ Healthcare's price. Additionally, you may evaluate how the addition of PPJ Healthcare to your portfolios can decrease your overall portfolio volatility.
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