Nicolet Bankshares Volatility
| NCBSDelisted Stock | USD 79.63 0.93 1.18% |
We have found eight technical indicators for Nicolet Bankshares, which you can use to evaluate the volatility of the firm. Please verify Nicolet Bankshares' Accumulation Distribution of 0.0232, day typical price of 79.15, and Rate Of Daily Change of 1.01 to check out if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Nicolet Bankshares' volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Nicolet Bankshares 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 Nicolet daily returns, and it is calculated using variance and standard deviation. We also use Nicolet's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Nicolet Bankshares volatility.
Nicolet |
Nicolet Bankshares Stock Volatility Analysis
Volatility refers to the frequency at which Nicolet Bankshares delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Nicolet Bankshares' price changes. Investors will then calculate the volatility of Nicolet Bankshares' stock to predict their future moves. A delisted 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 delisted 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 Nicolet Bankshares' volatility:
Historical Volatility
This type of delisted stock volatility measures Nicolet Bankshares' fluctuations based on previous trends. It's commonly used to predict Nicolet Bankshares' 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 Nicolet Bankshares' current market price. This means that the delisted stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Nicolet Bankshares' to be redeemed at a future date.Transformation |
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Nicolet Bankshares Projected Return Density Against Market
Given the investment horizon of 90 days Nicolet Bankshares has a beta that is very close to zero . This indicates the returns on NYSE COMPOSITE and Nicolet Bankshares do not appear to be related.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 Nicolet Bankshares 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 Nicolet Bankshares' 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 Nicolet delisted 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.
It does not look like Nicolet Bankshares' alpha can have any bearing on the current valuation. Predicted Return Density |
| Returns |
What Drives a Nicolet Bankshares Price Volatility?
Several factors can influence a delisted 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.Nicolet Bankshares Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Nicolet Bankshares is 0.0. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Nicolet Bankshares is currently at 0.0. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.57
α | Alpha over NYSE Composite | 0.00 | |
β | Beta against NYSE Composite | 0.00 | |
σ | Overall volatility | 0.00 | |
Ir | Information ratio | 0.00 |
Nicolet Bankshares Stock Return Volatility
Nicolet Bankshares historical daily return volatility represents how much of Nicolet Bankshares delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.5785% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Nicolet Bankshares Volatility
Volatility is a rate at which the price of Nicolet Bankshares 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 Nicolet Bankshares may increase or decrease. In other words, similar to Nicolet's beta indicator, it measures the risk of Nicolet Bankshares and helps estimate the fluctuations that may happen in a short period of time. So if prices of Nicolet Bankshares 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.Nicolet Bankshares, Inc. operates as the bank holding company for Nicolet National Bank that provides banking products and services for businesses and individuals. Nicolet Bankshares, Inc. was incorporated in 2000 and is headquartered in Green Bay, Wisconsin. Nicolet Bankshares operates under BanksRegional classification in the United States and is traded on NCM Exchange. It employs 856 people.
Nicolet Bankshares' 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 Nicolet Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Nicolet Bankshares' price varies over time.
3 ways to utilize Nicolet Bankshares' volatility to invest better
Higher Nicolet Bankshares' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Nicolet Bankshares 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. Nicolet Bankshares 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 Nicolet Bankshares investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Nicolet Bankshares' 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 Nicolet Bankshares' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Nicolet Bankshares Investment Opportunity
NYSE Composite has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than Nicolet Bankshares. Compared to the overall equity markets, volatility of historical daily returns of Nicolet Bankshares is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Nicolet Bankshares to enhance the returns of your portfolios. The stock experiences a large bullish trend. Check odds of Nicolet Bankshares to be traded at $87.59 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
| VWITX | Vanguard Intermediate Term Tax Exempt | |
| VGSTX | Vanguard Star Fund | |
| VFIAX | Vanguard 500 Index | |
| VTCLX | Vanguard Tax Managed Capital | |
| VTSAX | Vanguard Total Stock | |
| CRM | Salesforce |
Nicolet Bankshares 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 Nicolet Bankshares 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. Nicolet Bankshares' 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, Nicolet Bankshares' 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 Nicolet Bankshares.
Check out Correlation Analysis to better understand how to build diversified portfolios. 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 Nicolet Bankshares information on this page should be used as a complementary analysis to other Nicolet Bankshares' 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Other Consideration for investing in Nicolet Stock
If you are still planning to invest in Nicolet Bankshares check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Nicolet Bankshares' history and understand the potential risks before investing.
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