Applied Graphene Materials Stock Volatility
| APGMF Stock | USD 0.02 0.00 0.00% |
Applied Graphene is out of control given 3 months investment horizon. Applied Graphene Mat secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of risk over the last 3 months. We have collected data for eighteen different technical indicators, which can help you to evaluate if expected returns of 40.81% are justified by taking the suggested risk. Use Applied Graphene Standard Deviation of 1351.59, mean deviation of 442.52, and Risk Adjusted Performance of 0.1172 to evaluate company specific risk that cannot be diversified away. Key indicators related to Applied Graphene's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Applied Graphene 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 Applied daily returns, and it is calculated using variance and standard deviation. We also use Applied's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Applied Graphene volatility.
Applied |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Applied Graphene 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 Applied Graphene at lower prices. For example, an investor can purchase Applied 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 Applied Graphene'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 Applied Pink Sheet
| 0.5 | TLK | Telkom Indonesia Tbk Financial Report 26th of April 2024 | PairCorr |
Applied Graphene Market Sensitivity And Downside Risk
Applied Graphene's beta coefficient measures the volatility of Applied 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 Applied pink sheet's returns against your selected market. In other words, Applied Graphene's beta of 95.0 provides an investor with an approximation of how much risk Applied Graphene pink sheet can potentially add to one of your existing portfolios. Applied Graphene Materials is displaying above-average volatility over the selected time horizon. Applied Graphene Materials is a penny stock. Although Applied Graphene may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Applied Graphene Materials. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Applied instrument if you perfectly time your entry and exit. However, remember that penny pink sheets 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 Applied Graphene Mat Demand TrendCheck current 90 days Applied Graphene correlation with market (NYSE Composite)Applied Beta |
Applied 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 | 189.03 |
It is essential to understand the difference between upside risk (as represented by Applied Graphene's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Applied Graphene's daily returns or price. Since the actual investment returns on holding a position in applied 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 Applied Graphene.
Applied Graphene Mat Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Applied Graphene pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Applied Graphene's price changes. Investors will then calculate the volatility of Applied Graphene'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 Applied Graphene's volatility:
Historical Volatility
This type of pink sheet volatility measures Applied Graphene's fluctuations based on previous trends. It's commonly used to predict Applied Graphene'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 Applied Graphene'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 Applied Graphene'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. Applied Graphene Mat 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.
Applied Graphene Projected Return Density Against Market
Assuming the 90 days horizon the pink sheet has the beta coefficient of 95.0 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Applied Graphene will likely underperform.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 Applied Graphene or Basic Materials 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 Applied Graphene'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 Applied 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.
Applied Graphene Materials has an alpha of 224.1627, implying that it can generate a 224.16 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Applied Graphene 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.Applied Graphene Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Applied Graphene is 463.16. The daily returns are distributed with a variance of 35730.59 and standard deviation of 189.03. The mean deviation of Applied Graphene Materials is currently at 80.22. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 224.16 | |
β | Beta against NYSE Composite | 95.00 | |
σ | Overall volatility | 189.03 | |
Ir | Information ratio | 0.17 |
Applied Graphene Pink Sheet Return Volatility
Applied Graphene historical daily return volatility represents how much of Applied Graphene pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 189.0254% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6372% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Applied Graphene Volatility
Volatility is a rate at which the price of Applied Graphene 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 Applied Graphene may increase or decrease. In other words, similar to Applied's beta indicator, it measures the risk of Applied Graphene and helps estimate the fluctuations that may happen in a short period of time. So if prices of Applied Graphene 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.Applied Graphene Materials plc engages in the manufacture, dispersion, and development of applications for graphene primarily in the United Kingdom. Applied Graphene Materials plc was founded in 2010 and is based in Redcar, the United Kingdom. Applied Graphene operates under Specialty Chemicals classification in the United States and is traded on OTC Exchange. It employs 30 people.
Applied Graphene'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 Applied Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Applied Graphene's price varies over time.
3 ways to utilize Applied Graphene's volatility to invest better
Higher Applied Graphene's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Applied Graphene Mat 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. Applied Graphene Mat 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 Applied Graphene Mat investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Applied Graphene'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 Applied Graphene's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Applied Graphene Investment Opportunity
Applied Graphene Materials has a volatility of 189.03 and is 295.36 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Applied Graphene Materials is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Applied Graphene Materials to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Applied Graphene to be traded at $0.0198 in 90 days.Average diversification
The correlation between Applied Graphene Materials 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 Applied Graphene Materials and NYA in the same portfolio, assuming nothing else is changed.
Applied Graphene Additional Risk Indicators
The analysis of Applied Graphene'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 Applied Graphene's investment and either accepting that risk or mitigating it. Along with some common measures of Applied Graphene 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.
| Risk Adjusted Performance | 0.1172 | |||
| Market Risk Adjusted Performance | 2.45 | |||
| Mean Deviation | 442.52 | |||
| Coefficient Of Variation | 581.89 | |||
| Standard Deviation | 1351.59 | |||
| Variance | 1826799.04 | |||
| Information Ratio | 0.1718 |
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.
Applied Graphene 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 Applied Graphene 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. Applied Graphene'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, Applied Graphene'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 Applied Graphene Materials.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Applied Graphene Materials. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in population. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Applied Pink Sheet analysis
When running Applied Graphene's price analysis, check to measure Applied Graphene'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 Applied Graphene is operating at the current time. Most of Applied Graphene's value examination focuses on studying past and present price action to predict the probability of Applied Graphene's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Applied Graphene's price. Additionally, you may evaluate how the addition of Applied Graphene to your portfolios can decrease your overall portfolio volatility.
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