Investor Ab Ser Stock Volatility

IVSBF Stock  USD 25.25  0.25  0.98%   
We consider Investor very steady. Investor AB Ser holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Investor AB Ser, which you can use to evaluate the volatility of the firm. Please check out Investor's Market Risk Adjusted Performance of 0.1761, downside deviation of 1.74, and Risk Adjusted Performance of 0.0579 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Key indicators related to Investor's volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
Investor 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 Investor daily returns, and it is calculated using variance and standard deviation. We also use Investor's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Investor volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Investor 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 Investor at lower prices. For example, an investor can purchase Investor 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 Investor'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 Investor Pink Sheet

  0.75BLK BlackRock Fiscal Quarter End 31st of March 2024 PairCorr
  0.82APO Apollo Global Management Financial Report 14th of May 2024 PairCorr
  0.93IVSXF Investor ABPairCorr
  0.9AMP Ameriprise Financial Fiscal Quarter End 31st of March 2024 PairCorr
  0.82ARES Ares Management LP Financial Report 26th of April 2024 PairCorr
  0.88BAMGF Brookfield Asset ManPairCorr

Moving against Investor Pink Sheet

  0.83PTAIF PT Astra InternationalPairCorr
  0.47PTAIY Astra International TbkPairCorr

Investor Market Sensitivity And Downside Risk

Investor's beta coefficient measures the volatility of Investor 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 Investor pink sheet's returns against your selected market. In other words, Investor's beta of 0.7 provides an investor with an approximation of how much risk Investor pink sheet can potentially add to one of your existing portfolios. Investor AB Ser has relatively low volatility with skewness of -0.25 and kurtosis of -0.04. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Investor's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Investor's pink sheet 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 Investor AB Ser Demand Trend
Check current 90 days Investor correlation with market (NYSE Composite)

Investor Beta

    
  0.7  
Investor 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 Investor's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Investor's daily returns or price. Since the actual investment returns on holding a position in investor 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 Investor.

Investor AB Ser Pink Sheet Volatility Analysis

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

Historical Volatility

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

Investor Projected Return Density Against Market

Assuming the 90 days horizon Investor has a beta of 0.6955 . This usually indicates as returns on the market go up, Investor average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Investor AB Ser 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 Investor or Financial Services 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 Investor'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 Investor 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.
Investor AB Ser has an alpha of 0.0286, implying that it can generate a 0.0286 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Investor's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how investor 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 an Investor 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.

Investor Pink Sheet Risk Measures

Assuming the 90 days horizon the coefficient of variation of Investor is 847.12. The daily returns are distributed with a variance of 1.91 and standard deviation of 1.38. The mean deviation of Investor AB Ser is currently at 1.04. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
0.03
β
Beta against NYSE Composite0.70
σ
Overall volatility
1.38
Ir
Information ratio -0.007

Investor Pink Sheet Return Volatility

Investor historical daily return volatility represents how much of Investor pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.383% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.573% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Investor Volatility

Volatility is a rate at which the price of Investor 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 Investor may increase or decrease. In other words, similar to Investor's beta indicator, it measures the risk of Investor and helps estimate the fluctuations that may happen in a short period of time. So if prices of Investor 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.
Investor AB is a venture capital firm specializing in mature, middle market, buyouts and growth capital investments. Investor AB was founded in 1916 and is based in Stockholm, Sweden with additional offices in Amsterdam, Netherlands Beijing, China Menlo Park, California Hong Kong, China New York, New York and Tokyo, Japan. Investor is traded on OTC Exchange in the United States.
Investor'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 Investor Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Investor's price varies over time.

3 ways to utilize Investor's volatility to invest better

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

Investor Investment Opportunity

Investor AB Ser has a volatility of 1.38 and is 2.42 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Investor AB Ser is lower than 12 percent of all global equities and portfolios over the last 90 days. You can use Investor AB Ser to protect your portfolios against small market fluctuations. The pink sheet experiences a moderate downward daily trend which may be unreasonably hyped up. Check odds of Investor to be traded at $24.75 in 90 days.

Modest diversification

The correlation between Investor AB Ser and NYA is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Investor AB Ser and NYA in the same portfolio, assuming nothing else is changed.

Investor Additional Risk Indicators

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

Investor 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 Investor 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. Investor'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, Investor'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 Investor AB Ser.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Investor AB Ser. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics.
Note that the Investor AB Ser information on this page should be used as a complementary analysis to other Investor'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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

Complementary Tools for Investor Pink Sheet analysis

When running Investor's price analysis, check to measure Investor'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 Investor is operating at the current time. Most of Investor's value examination focuses on studying past and present price action to predict the probability of Investor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investor's price. Additionally, you may evaluate how the addition of Investor to your portfolios can decrease your overall portfolio volatility.
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Top Crypto Exchanges
Search and analyze digital assets across top global cryptocurrency exchanges
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
AI Portfolio Architect
Use AI to generate optimal portfolios and find profitable investment opportunities
Please note, there is a significant difference between Investor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investor'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.