Nk Lukoil Pao Stock Volatility
| LUKOY Stock | USD 6.96 0.00 0.00% |
We have found three technical indicators for NK Lukoil, which you can use to evaluate the volatility of the firm. Key indicators related to NK Lukoil's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
NK Lukoil 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 LUKOY daily returns, and it is calculated using variance and standard deviation. We also use LUKOY's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of NK Lukoil volatility.
LUKOY |
NK Lukoil PAO Stock Volatility Analysis
Volatility refers to the frequency at which NK Lukoil stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with NK Lukoil's price changes. Investors will then calculate the volatility of NK Lukoil's 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 NK Lukoil's volatility:
Historical Volatility
This type of stock volatility measures NK Lukoil's fluctuations based on previous trends. It's commonly used to predict NK Lukoil's 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 NK Lukoil's 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 NK Lukoil'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. NK Lukoil PAO 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.
NK Lukoil Projected Return Density Against Market
Assuming the 90 days horizon NK Lukoil has a beta that is very close to zero . This indicates the returns on NYSE COMPOSITE and NK Lukoil do not appear to be sensitive.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 NK Lukoil or Oil, Gas & Consumable Fuels 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 NK Lukoil's 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 LUKOY 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 NK Lukoil's alpha can have any bearing on the current valuation. Predicted Return Density |
| Returns |
What Drives a NK Lukoil 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.NK Lukoil Stock Return Volatility
NK Lukoil historical daily return volatility represents how much of NK Lukoil stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.0% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6307% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About NK Lukoil Volatility
Volatility is a rate at which the price of NK Lukoil 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 NK Lukoil may increase or decrease. In other words, similar to LUKOY's beta indicator, it measures the risk of NK Lukoil and helps estimate the fluctuations that may happen in a short period of time. So if prices of NK Lukoil 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.| Last Reported | Projected for Next Year | ||
| Market Cap | 3.9 T | 3.1 T |
NK Lukoil'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 LUKOY Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much NK Lukoil's price varies over time.
3 ways to utilize NK Lukoil's volatility to invest better
Higher NK Lukoil's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of NK Lukoil PAO 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. NK Lukoil PAO 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 NK Lukoil PAO investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in NK Lukoil'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 NK Lukoil's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
NK Lukoil Investment Opportunity
NYSE Composite has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than NK Lukoil PAO. 0 percent of all equities and portfolios are less risky than NK Lukoil. You can use NK Lukoil PAO to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of NK Lukoil to be traded at $6.89 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.
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NK Lukoil 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 NK Lukoil 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. NK Lukoil'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, NK Lukoil'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 NK Lukoil PAO.
When determining whether NK Lukoil PAO offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NK Lukoil's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Nk Lukoil Pao Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Nk Lukoil Pao Stock: Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in NK Lukoil PAO. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in persons. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
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When running NK Lukoil's price analysis, check to measure NK Lukoil'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 NK Lukoil is operating at the current time. Most of NK Lukoil's value examination focuses on studying past and present price action to predict the probability of NK Lukoil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NK Lukoil's price. Additionally, you may evaluate how the addition of NK Lukoil to your portfolios can decrease your overall portfolio volatility.
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Is NK Lukoil's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of NK Lukoil. If investors know LUKOY will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about NK Lukoil listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 7.69 | Earnings Share 17.46 | Revenue Per Share 14.2 K | Quarterly Revenue Growth 0.861 | Return On Assets 0.0958 |
The market value of NK Lukoil PAO is measured differently than its book value, which is the value of LUKOY that is recorded on the company's balance sheet. Investors also form their own opinion of NK Lukoil's value that differs from its market value or its book value, called intrinsic value, which is NK Lukoil's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because NK Lukoil's market value can be influenced by many factors that don't directly affect NK Lukoil's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between NK Lukoil's value and its price as these two are different measures arrived at by different means. Investors typically determine if NK Lukoil is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NK Lukoil'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.