Vbi Vaccines Stock Volatility
| VBIVQ Stock | 0.0005 0.0001 16.67% |
VBI Vaccines owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0415, which indicates the company had a -0.0415% return per unit of volatility over the last 3 months. VBI Vaccines exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VBI Vaccines' Market Risk Adjusted Performance of (4.75), standard deviation of 29.43, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. Key indicators related to VBI Vaccines' volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
VBI Vaccines 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 VBI daily returns, and it is calculated using variance and standard deviation. We also use VBI's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of VBI Vaccines volatility.
VBI |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as VBI Vaccines 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 VBI Vaccines at lower prices. For example, an investor can purchase VBI 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 VBI Vaccines' 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 VBI Stock
Moving against VBI Stock
| 0.53 | EPRX | Eupraxia Pharmaceuticals | PairCorr |
| 0.48 | GRCE | Grace Therapeutics, Symbol Change | PairCorr |
| 0.44 | FBIOP | Fortress Biotech Pref | PairCorr |
| 0.39 | FRTX | Fresh Tracks Therapeutics | PairCorr |
| 0.37 | UPB | Upstream Bio, | PairCorr |
VBI Vaccines Market Sensitivity And Downside Risk
VBI Vaccines' beta coefficient measures the volatility of VBI 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 VBI stock's returns against your selected market. In other words, VBI Vaccines's beta of 0.36 provides an investor with an approximation of how much risk VBI Vaccines stock can potentially add to one of your existing portfolios. VBI Vaccines is displaying above-average volatility over the selected time horizon. VBI Vaccines appears to be a penny stock. Although VBI Vaccines may be, in fact, a solid short-term or long term investment, many penny stocks 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 VBI Vaccines 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 VBI 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 VBI Vaccines Demand TrendCheck current 90 days VBI Vaccines correlation with market (Dow Jones Industrial)VBI Beta |
VBI 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 | 29.85 |
It is essential to understand the difference between upside risk (as represented by VBI Vaccines's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of VBI Vaccines' daily returns or price. Since the actual investment returns on holding a position in vbi 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 VBI Vaccines.
VBI Vaccines Stock Volatility Analysis
Volatility refers to the frequency at which VBI Vaccines stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with VBI Vaccines' price changes. Investors will then calculate the volatility of VBI Vaccines' 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 VBI Vaccines' volatility:
Historical Volatility
This type of stock volatility measures VBI Vaccines' fluctuations based on previous trends. It's commonly used to predict VBI Vaccines' 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 VBI Vaccines' 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 VBI Vaccines' 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. VBI Vaccines 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.
VBI Vaccines Projected Return Density Against Market
Assuming the 90 days horizon VBI Vaccines has a beta of 0.3569 . This entails as returns on the market go up, VBI Vaccines average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding VBI Vaccines 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 VBI Vaccines 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 VBI Vaccines' 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 VBI 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.
VBI Vaccines 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 VBI Vaccines 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.VBI Vaccines Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of VBI Vaccines is -2410.82. The daily returns are distributed with a variance of 891.28 and standard deviation of 29.85. The mean deviation of VBI Vaccines is currently at 14.07. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -1.71 | |
β | Beta against Dow Jones | 0.36 | |
σ | Overall volatility | 29.85 | |
Ir | Information ratio | -0.06 |
VBI Vaccines Stock Return Volatility
VBI Vaccines historical daily return volatility represents how much of VBI Vaccines stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise shows 29.8543% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.8097% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About VBI Vaccines Volatility
Volatility is a rate at which the price of VBI Vaccines 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 VBI Vaccines may increase or decrease. In other words, similar to VBI's beta indicator, it measures the risk of VBI Vaccines and helps estimate the fluctuations that may happen in a short period of time. So if prices of VBI Vaccines 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.3 ways to utilize VBI Vaccines' volatility to invest better
Higher VBI Vaccines' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of VBI Vaccines 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. VBI Vaccines 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 VBI Vaccines investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in VBI Vaccines' 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 VBI Vaccines' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
VBI Vaccines Investment Opportunity
VBI Vaccines has a volatility of 29.85 and is 36.85 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than VBI Vaccines. You can use VBI Vaccines to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of VBI Vaccines to be traded at 5.0E-4 in 90 days.Significant diversification
The correlation between VBI Vaccines and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding VBI Vaccines and DJI in the same portfolio, assuming nothing else is changed.
VBI Vaccines Additional Risk Indicators
The analysis of VBI Vaccines' 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 VBI Vaccines' investment and either accepting that risk or mitigating it. Along with some common measures of VBI Vaccines 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 | (0.04) | |||
| Market Risk Adjusted Performance | (4.75) | |||
| Mean Deviation | 14.22 | |||
| Coefficient Of Variation | (1,744) | |||
| Standard Deviation | 29.43 | |||
| Variance | 865.83 | |||
| Information Ratio | (0.06) |
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.
VBI Vaccines 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 VBI Vaccines 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. VBI Vaccines' 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, VBI Vaccines' 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 VBI Vaccines.
Additional Tools for VBI Stock Analysis
When running VBI Vaccines' price analysis, check to measure VBI Vaccines' 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 VBI Vaccines is operating at the current time. Most of VBI Vaccines' value examination focuses on studying past and present price action to predict the probability of VBI Vaccines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VBI Vaccines' price. Additionally, you may evaluate how the addition of VBI Vaccines to your portfolios can decrease your overall portfolio volatility.