Glacier Media Stock Volatility

GLMFF Stock  USD 0.08  0.00  0.00%   
Glacier Media holds Efficiency (Sharpe) Ratio of -0.0272, which attests that the entity had a -0.0272% return per unit of standard deviation over the last 3 months. Glacier Media exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Glacier Media's market risk adjusted performance of (0.06), and Risk Adjusted Performance of 0.0127 to validate the risk estimate we provide. Key indicators related to Glacier Media's volatility include:
360 Days Market Risk
Chance Of Distress
360 Days Economic Sensitivity
Glacier Media 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 Glacier daily returns, and it is calculated using variance and standard deviation. We also use Glacier's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Glacier Media volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Glacier Media 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 Glacier Media at lower prices. For example, an investor can purchase Glacier 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 Glacier Media'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 Glacier Pink Sheet

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Moving against Glacier Pink Sheet

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Glacier Media Market Sensitivity And Downside Risk

Glacier Media's beta coefficient measures the volatility of Glacier 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 Glacier pink sheet's returns against your selected market. In other words, Glacier Media's beta of -0.39 provides an investor with an approximation of how much risk Glacier Media pink sheet can potentially add to one of your existing portfolios. Glacier Media exhibits very low volatility with skewness of -0.47 and kurtosis of 22.3. Glacier Media is a penny stock. Although Glacier Media 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 Glacier Media. 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 Glacier 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 Glacier Media Demand Trend
Check current 90 days Glacier Media correlation with market (NYSE Composite)

Glacier Beta

    
  -0.39  
Glacier 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

    
  5.55  
It is essential to understand the difference between upside risk (as represented by Glacier Media's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Glacier Media's daily returns or price. Since the actual investment returns on holding a position in glacier 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 Glacier Media.

Glacier Media Pink Sheet Volatility Analysis

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

Historical Volatility

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

Glacier Media Projected Return Density Against Market

Assuming the 90 days horizon Glacier Media has a beta of -0.3855 . This usually indicates as returns on benchmark increase, returns on holding Glacier Media are expected to decrease at a much lower rate. During the bear market, however, Glacier Media 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 Glacier Media or Media 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 Glacier Media'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 Glacier 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.
Glacier Media has an alpha of 0.0746, implying that it can generate a 0.0746 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Glacier Media's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how glacier 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 Glacier Media 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.

Glacier Media Pink Sheet Risk Measures

Assuming the 90 days horizon the coefficient of variation of Glacier Media is -3670.73. The daily returns are distributed with a variance of 30.83 and standard deviation of 5.55. The mean deviation of Glacier Media is currently at 1.47. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
0.07
β
Beta against NYSE Composite-0.39
σ
Overall volatility
5.55
Ir
Information ratio -0.02

Glacier Media Pink Sheet Return Volatility

Glacier Media historical daily return volatility represents how much of Glacier Media pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 5.5529% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.573% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Glacier Media Volatility

Volatility is a rate at which the price of Glacier Media 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 Glacier Media may increase or decrease. In other words, similar to Glacier's beta indicator, it measures the risk of Glacier Media and helps estimate the fluctuations that may happen in a short period of time. So if prices of Glacier Media 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.
Glacier Media Inc. operates as an information and marketing solutions company in Canada and the United States. Glacier Media Inc. was incorporated in 1988 and is headquartered in Vancouver, Canada. Glacier Media operates under Publishing classification in the United States and is traded on OTC Exchange. It employs 1530 people.
Glacier Media'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 Glacier Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Glacier Media's price varies over time.

3 ways to utilize Glacier Media's volatility to invest better

Higher Glacier Media's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Glacier Media 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. Glacier Media 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 Glacier Media investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Glacier Media'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 Glacier Media'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.

Glacier Media Investment Opportunity

Glacier Media has a volatility of 5.55 and is 9.74 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Glacier Media is lower than 49 percent of all global equities and portfolios over the last 90 days. You can use Glacier Media to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Glacier Media to be traded at $0.0753 in 90 days.

Good diversification

The correlation between Glacier Media and NYA is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Glacier Media and NYA in the same portfolio, assuming nothing else is changed.

Glacier Media Additional Risk Indicators

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

Glacier Media 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 Glacier Media 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. Glacier Media'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, Glacier Media'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 Glacier Media.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Glacier Media. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in census.
Note that the Glacier Media information on this page should be used as a complementary analysis to other Glacier Media's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stocks Directory module to find actively traded stocks across global markets.

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When running Glacier Media's price analysis, check to measure Glacier Media'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 Glacier Media is operating at the current time. Most of Glacier Media's value examination focuses on studying past and present price action to predict the probability of Glacier Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Glacier Media's price. Additionally, you may evaluate how the addition of Glacier Media to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Glacier Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Glacier Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Glacier Media's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.