AMKBF Pink Sheet Volatility

AMKBF Stock  USD 2,244  131.30  5.53%   
AP Mller appears to be very steady, given 3 months investment horizon. AP Mller - retains Efficiency (Sharpe Ratio) of 0.12, which signifies that the company had 0.12% of return per unit of price deviation over the last 3 months. Our outlook to foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for AP Mller, which you can use to evaluate the future volatility of the firm. Please makes use of AP Mller's Coefficient Of Variation of 1667.67, standard deviation of 2.8, and Market Risk Adjusted Performance of 0.668 to double-check if our risk estimates are consistent with your expectations.
  
AP Mller 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 AMKBF daily returns, and it is calculated using variance and standard deviation. We also use AMKBF's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of AP Mller volatility.

30 Days Market Risk

Very steady

Chance of Distress

30 Days Economic Sensitivity

Slowly supersedes the market

ESG Sustainability

While most ESG disclosures are voluntary, AP Mller's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to AP Mller's managers and investors.
Environment Score
Governance Score
Social Score
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as AP Mller 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 AP Mller at lower prices. For example, an investor can purchase AMKBF 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 AP Mller'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 against AP Mller

-0.56MNTXManitex InternationalPairCorr

AP Mller Market Sensitivity And Downside Risk

AP Mller's beta coefficient measures the volatility of AMKBF pink sheet compared to the systematic risk of the entire stock 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 AMKBF pink sheet's returns against your selected market. In other words, AP Mller's beta of 0.24 provides an investor with an approximation of how much risk AP Mller pink sheet can potentially add to one of your existing portfolios.
AP Mller - shows above-average downside volatility for the selected time horizon. We advise investors to inspect AP Mller - further and ensure that all market timing and asset allocation strategies are consistent with the estimation of AP Mller future alpha. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure AP Mller'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 AP Mller'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 stocks as prices fall.
3 Months Beta |Analyze AP Mller - Demand Trend
Check current 90 days AP Mller correlation with market (NYSE Composite)

AMKBF Beta

    
  0.24  
AMKBF standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity 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

    
  2.67  
It is essential to understand the difference between upside risk (as represented by AP Mller's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of AP Mller's daily returns or price. Since the actual investment returns on holding a position in amkbf 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 AP Mller.

AP Mller - Pink Sheet Volatility Analysis

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

Historical Volatility

This type of pink sheet volatility measures AP Mller's fluctuations based on previous trends. It's commonly used to predict AP Mller'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 AP Mller'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 AP Mller'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. AP Mller - 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.
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AP Mller Projected Return Density Against Market

Assuming the 90 days horizon AP Mller has a beta of 0.24 . This suggests as returns on the market go up, AP Mller average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding AP Mller - 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 AP Mller or Industrials 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 AP Mller'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 AMKBF 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.
The company has an alpha of 0.1292, implying that it can generate a 0.13 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
AP Mller's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how amkbf 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 AP Mller 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.

AP Mller Pink Sheet Risk Measures

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 AP Mller or Industrials 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 AP Mller'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 AMKBF 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. Assuming the 90 days horizon the coefficient of variation of AP Mller is 839.95. The daily returns are distributed with a variance of 7.12 and standard deviation of 2.67. The mean deviation of AP Mller - is currently at 1.74. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.11
α
Alpha over NYSE Composite
0.13
β
Beta against NYSE Composite0.24
σ
Overall volatility
2.67
Ir
Information ratio 0.0137

AP Mller Pink Sheet Return Volatility

AP Mller historical daily return volatility represents how much of AP Mller pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm shows 2.669% volatility of returns over 90 . By contrast, NYSE Composite accepts 1.0913% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About AP Mller Volatility

Volatility is a rate at which the price of AP Mller 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 AP Mller may increase or decrease. In other words, similar to AMKBF's beta indicator, it measures the risk of AP Mller and helps estimate the fluctuations that may happen in a short period of time. So if prices of AP Mller 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.
Mller - Mrsk AS operates as an integrated transport and logistics company worldwide. The company was founded in 1904 and is based in Copenhagen, Denmark. AP Moeller operates under Marine Shipping classification in the United States and is traded on OTC Exchange. It employs 95000 people.
AP Mller'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 AMKBF Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much AP Mller's price varies over time.

3 ways to utilize AP Mller's volatility to invest better

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

AP Mller Investment Opportunity

AP Mller - has a volatility of 2.67 and is 2.45 times more volatile than NYSE Composite. 23  of all equities and portfolios are less risky than AP Mller. Compared to the overall equity markets, volatility of historical daily returns of AP Mller - is lower than 23 () of all global equities and portfolios over the last 90 days. Use AP Mller - to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of AP Mller to be traded at $2131.66 in 90 days.

Average diversification

The correlation between AP Mller - and NYA is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding AP Mller - and NYA in the same portfolio, assuming nothing else is changed.

AP Mller Additional Risk Indicators

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

AP Mller 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 AP Mller 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. AP Mller'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, AP Mller'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 AP Mller -.
Please continue to Trending Equities. Note that the AP Mller - information on this page should be used as a complementary analysis to other AP Mller'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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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