Stem Cell Authority Stock Volatility

SCAL Stock  USD 0.01  0.00  0.00%   
Stem Cell is out of control given 3 months investment horizon. Stem Cell Authority owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We were able to analyze eighteen different technical indicators, which can help you to evaluate if expected returns of 6.32% are justified by taking the suggested risk. Use Stem Cell Authority Coefficient Of Variation of 604.35, variance of 6291.97, and Risk Adjusted Performance of 0.1294 to evaluate company specific risk that cannot be diversified away. Key indicators related to Stem Cell's volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
Stem Cell 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 Stem daily returns, and it is calculated using variance and standard deviation. We also use Stem's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Stem Cell volatility.
  
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Stem Cell at lower prices. For example, an investor can purchase Stem 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 Stem Pink Sheet

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Moving against Stem Pink Sheet

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Stem Cell Market Sensitivity And Downside Risk

Stem Cell's beta coefficient measures the volatility of Stem 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 Stem pink sheet's returns against your selected market. In other words, Stem Cell's beta of -0.6 provides an investor with an approximation of how much risk Stem Cell pink sheet can potentially add to one of your existing portfolios. Stem Cell Authority is displaying above-average volatility over the selected time horizon. Stem Cell Authority is a penny stock. Although Stem Cell 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 Stem Cell Authority. 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 Stem 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 Stem Cell Authority Demand Trend
Check current 90 days Stem Cell correlation with market (Dow Jones Industrial)

Stem Beta

    
  -0.6  
Stem 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

    
  53.95  
It is essential to understand the difference between upside risk (as represented by Stem Cell's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Stem Cell's daily returns or price. Since the actual investment returns on holding a position in stem 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 Stem Cell.

Stem Cell Authority Pink Sheet Volatility Analysis

Volatility refers to the frequency at which Stem Cell pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Stem Cell's price changes. Investors will then calculate the volatility of Stem Cell'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 Stem Cell's volatility:

Historical Volatility

This type of pink sheet volatility measures Stem Cell's fluctuations based on previous trends. It's commonly used to predict Stem Cell'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 Stem Cell'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 Stem Cell'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. Stem Cell Authority 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.

Stem Cell Projected Return Density Against Market

Given the investment horizon of 90 days Stem Cell Authority has a beta of -0.6029 . This usually implies as returns on the benchmark increase, returns on holding Stem Cell are expected to decrease at a much lower rate. During a bear market, however, Stem Cell Authority is likely to outperform the market.
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 Stem Cell 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 Stem Cell'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 Stem 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.
Stem Cell Authority has an alpha of 13.1842, implying that it can generate a 13.18 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Stem Cell's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how stem pink sheet's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Stem Cell 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.

Stem Cell Pink Sheet Risk Measures

Given the investment horizon of 90 days the coefficient of variation of Stem Cell is 853.45. The daily returns are distributed with a variance of 2910.98 and standard deviation of 53.95. The mean deviation of Stem Cell Authority is currently at 17.83. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α
Alpha over Dow Jones
13.18
β
Beta against Dow Jones-0.6
σ
Overall volatility
53.95
Ir
Information ratio 0.16

Stem Cell Pink Sheet Return Volatility

Stem Cell historical daily return volatility represents how much of Stem Cell pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 53.9535% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7311% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Stem Cell Volatility

Volatility is a rate at which the price of Stem Cell 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 Stem Cell may increase or decrease. In other words, similar to Stem's beta indicator, it measures the risk of Stem Cell and helps estimate the fluctuations that may happen in a short period of time. So if prices of Stem Cell 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.
Stem Cell Authority, Ltd., a technology development company, focuses on the collection and cryogenic preservation of stem cells. The companys technology enables birthing professionals with a stem cell preservation program to serve their maternity patients in the United States. Stem Cell operates under Medical Care Facilities classification in the United States and is traded on OTC Exchange.
Stem Cell'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 Stem Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Stem Cell's price varies over time.

3 ways to utilize Stem Cell's volatility to invest better

Higher Stem Cell's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Stem Cell Authority 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. Stem Cell Authority 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 Stem Cell Authority investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Stem Cell'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 Stem Cell's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Stem Cell Investment Opportunity

Stem Cell Authority has a volatility of 53.95 and is 73.9 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Stem Cell Authority is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Stem Cell Authority to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Stem Cell to be traded at $0.0145 in 90 days.

Good diversification

The correlation between Stem Cell Authority and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stem Cell Authority and DJI in the same portfolio, assuming nothing else is changed.

Stem Cell Additional Risk Indicators

The analysis of Stem Cell'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 Stem Cell's investment and either accepting that risk or mitigating it. Along with some common measures of Stem Cell 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.
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.

Stem Cell 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 Stem Cell 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. Stem Cell'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, Stem Cell'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 Stem Cell Authority.

Other Information on Investing in Stem Pink Sheet

Stem Cell financial ratios help investors to determine whether Stem Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Stem with respect to the benefits of owning Stem Cell security.