Aim Immunotech Stock Volatility

AIM Stock  USD 0.44  0.06  15.79%   
We consider AIM ImmunoTech extremely dangerous. AIM ImmunoTech secures Sharpe Ratio (or Efficiency) of 0.0247, which signifies that the company had a 0.0247% return per unit of return volatility over the last 3 months. We have found twenty-three technical indicators for AIM ImmunoTech, which you can use to evaluate the volatility of the firm. Please confirm AIM ImmunoTech's Coefficient Of Variation of (12,762), mean deviation of 3.35, and Risk Adjusted Performance of 0.0045 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Key indicators related to AIM ImmunoTech's volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
AIM ImmunoTech 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 AIM daily returns, and it is calculated using variance and standard deviation. We also use AIM's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of AIM ImmunoTech volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as AIM ImmunoTech 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 AIM ImmunoTech at lower prices. For example, an investor can purchase AIM 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 AIM ImmunoTech'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.

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AIM ImmunoTech Market Sensitivity And Downside Risk

AIM ImmunoTech's beta coefficient measures the volatility of AIM 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 AIM stock's returns against your selected market. In other words, AIM ImmunoTech's beta of -1.31 provides an investor with an approximation of how much risk AIM ImmunoTech stock can potentially add to one of your existing portfolios. AIM ImmunoTech exhibits very low volatility with skewness of 0.66 and kurtosis of 2.12. AIM ImmunoTech is a potential penny stock. Although AIM ImmunoTech may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in AIM ImmunoTech. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on AIM 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 AIM ImmunoTech Demand Trend
Check current 90 days AIM ImmunoTech correlation with market (NYSE Composite)

AIM Beta

    
  -1.31  
AIM 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

    
  5.11  
It is essential to understand the difference between upside risk (as represented by AIM ImmunoTech's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of AIM ImmunoTech's daily returns or price. Since the actual investment returns on holding a position in aim 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 AIM ImmunoTech.

AIM ImmunoTech Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures AIM ImmunoTech's fluctuations based on previous trends. It's commonly used to predict AIM ImmunoTech'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 AIM ImmunoTech'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 AIM ImmunoTech'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. AIM ImmunoTech 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.

AIM ImmunoTech Projected Return Density Against Market

Considering the 90-day investment horizon AIM ImmunoTech has a beta of -1.3097 . This suggests as returns on its benchmark rise, returns on holding AIM ImmunoTech are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, AIM ImmunoTech is expected to outperform its benchmark.
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 AIM ImmunoTech or Biotechnology 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 AIM ImmunoTech'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 AIM 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.
AIM ImmunoTech has an alpha of 0.1132, implying that it can generate a 0.11 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
AIM ImmunoTech's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how aim stock'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 AIM ImmunoTech 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.

AIM ImmunoTech Stock Risk Measures

Considering the 90-day investment horizon the coefficient of variation of AIM ImmunoTech is 4054.72. The daily returns are distributed with a variance of 26.07 and standard deviation of 5.11. The mean deviation of AIM ImmunoTech is currently at 3.37. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
0.11
β
Beta against NYSE Composite-1.31
σ
Overall volatility
5.11
Ir
Information ratio -0.03

AIM ImmunoTech Stock Return Volatility

AIM ImmunoTech historical daily return volatility represents how much of AIM ImmunoTech stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 5.1058% on return distribution over 90 days investment horizon. By contrast, NYSE Composite accepts 0.5731% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About AIM ImmunoTech Volatility

Volatility is a rate at which the price of AIM ImmunoTech 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 AIM ImmunoTech may increase or decrease. In other words, similar to AIM's beta indicator, it measures the risk of AIM ImmunoTech and helps estimate the fluctuations that may happen in a short period of time. So if prices of AIM ImmunoTech 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.
AIM ImmunoTech Inc., an immuno-pharma company, focuses on the research and development of therapeutics to treat multiple types of cancers, viral diseases, and immune-deficiency disorders in the United States. AIM ImmunoTech Inc. was incorporated in 1966 and is headquartered in Ocala, Florida. Aim Immunotech operates under Biotechnology classification in the United States and is traded on AMEX Exchange. It employs 21 people.
AIM ImmunoTech'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 AIM Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much AIM ImmunoTech's price varies over time.

3 ways to utilize AIM ImmunoTech's volatility to invest better

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

AIM ImmunoTech Investment Opportunity

AIM ImmunoTech has a volatility of 5.11 and is 8.96 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of AIM ImmunoTech is lower than 45 percent of all global equities and portfolios over the last 90 days. You can use AIM ImmunoTech to enhance the returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of AIM ImmunoTech to be traded at $0.55 in 90 days.

Good diversification

The correlation between AIM ImmunoTech and NYA is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding AIM ImmunoTech and NYA in the same portfolio, assuming nothing else is changed.

AIM ImmunoTech Additional Risk Indicators

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

AIM ImmunoTech 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 AIM ImmunoTech 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. AIM ImmunoTech'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, AIM ImmunoTech'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 AIM ImmunoTech.
When determining whether AIM ImmunoTech is a strong investment it is important to analyze AIM ImmunoTech's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact AIM ImmunoTech's future performance. For an informed investment choice regarding AIM Stock, refer to the following important reports:
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AIM ImmunoTech. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product.
To learn how to invest in AIM Stock, please use our How to Invest in AIM ImmunoTech guide.
You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

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Is AIM ImmunoTech'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 AIM ImmunoTech. If investors know AIM 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 AIM ImmunoTech listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share
(0.43)
Revenue Per Share
0.004
Quarterly Revenue Growth
1.19
Return On Assets
(0.40)
Return On Equity
(0.64)
The market value of AIM ImmunoTech is measured differently than its book value, which is the value of AIM that is recorded on the company's balance sheet. Investors also form their own opinion of AIM ImmunoTech's value that differs from its market value or its book value, called intrinsic value, which is AIM ImmunoTech'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 AIM ImmunoTech's market value can be influenced by many factors that don't directly affect AIM ImmunoTech'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 AIM ImmunoTech's value and its price as these two are different measures arrived at by different means. Investors typically determine if AIM ImmunoTech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AIM ImmunoTech'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.