Atreca Inc Volatility
| BCELDelisted Stock | USD 0.07 0.0005 0.70% |
Atreca Inc secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15% return per unit of risk over the last 3 months. Atreca Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Atreca's Risk Adjusted Performance of 0.0025, standard deviation of 19.7, and Mean Deviation of 10.73 to double-check the risk estimate we provide. Key indicators related to Atreca's volatility include:
60 Days Market Risk | Chance Of Distress | 60 Days Economic Sensitivity |
Atreca 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 Atreca daily returns, and it is calculated using variance and standard deviation. We also use Atreca's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Atreca volatility.
Atreca |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Atreca 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 Atreca at lower prices. For example, an investor can purchase Atreca 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 Atreca'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 together with Atreca Pink Sheet
| 0.67 | DMAC | DiaMedica Therapeutics Financial Report 20th of May 2024 | PairCorr |
Moving against Atreca Pink Sheet
| 0.57 | DOMH | Dominari Holdings | PairCorr |
| 0.49 | VALN | Valneva SE ADR Financial Report 2nd of May 2024 | PairCorr |
| 0.46 | VERU | Veru Inc Financial Report 9th of May 2024 | PairCorr |
Atreca Market Sensitivity And Downside Risk
Atreca's beta coefficient measures the volatility of Atreca 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 Atreca pink sheet's returns against your selected market. In other words, Atreca's beta of 6.7 provides an investor with an approximation of how much risk Atreca pink sheet can potentially add to one of your existing portfolios. Atreca Inc is displaying above-average volatility over the selected time horizon. Atreca Inc is a penny stock. Although Atreca 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 Atreca Inc. 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 Atreca 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 Atreca Inc Demand TrendCheck current 90 days Atreca correlation with market (NYSE Composite)Atreca Beta |
Atreca 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 | 12.51 |
It is essential to understand the difference between upside risk (as represented by Atreca's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Atreca's daily returns or price. Since the actual investment returns on holding a position in atreca 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 Atreca.
Atreca Inc Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Atreca pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Atreca's price changes. Investors will then calculate the volatility of Atreca'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 Atreca's volatility:
Historical Volatility
This type of pink sheet volatility measures Atreca's fluctuations based on previous trends. It's commonly used to predict Atreca'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 Atreca'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 Atreca's to be redeemed at a future date.Transformation |
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Atreca Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 6.7029 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Atreca 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 Atreca 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 Atreca'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 Atreca 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.
Atreca Inc has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Predicted Return Density |
| Returns |
What Drives an Atreca 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.Atreca Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Atreca is -666.67. The daily returns are distributed with a variance of 156.43 and standard deviation of 12.51. The mean deviation of Atreca Inc is currently at 8.23. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
α | Alpha over NYSE Composite | -0.59 | |
β | Beta against NYSE Composite | 6.70 | |
σ | Overall volatility | 12.51 | |
Ir | Information ratio | -0.01 |
Atreca Pink Sheet Return Volatility
Atreca historical daily return volatility represents how much of Atreca pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 12.507% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.6196% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Atreca Volatility
Volatility is a rate at which the price of Atreca 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 Atreca may increase or decrease. In other words, similar to Atreca's beta indicator, it measures the risk of Atreca and helps estimate the fluctuations that may happen in a short period of time. So if prices of Atreca 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.Atreca, Inc., a clinical-stage biopharmaceutical company, discovers and develops antibody-based immunotherapeutics to treat a range of solid tumor types. Atreca, Inc. was incorporated in 2010 and is based in San Carlos, California. Atreca Inc operates under Biotechnology classification in the United States and is traded on NASDAQ Exchange. It employs 105 people.
Atreca'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 Atreca Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Atreca's price varies over time.
3 ways to utilize Atreca's volatility to invest better
Higher Atreca's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Atreca Inc 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. Atreca Inc 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 Atreca Inc investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Atreca'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 Atreca's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Atreca Investment Opportunity
Atreca Inc has a volatility of 12.51 and is 20.18 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Atreca Inc is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Atreca Inc to protect your portfolios against small market fluctuations. The pink sheet experiences a moderate downward daily trend which may be unreasonably hyped up. Check odds of Atreca to be traded at $0.0696 in 90 days.Modest diversification
The correlation between Atreca Inc and NYA is 0.21 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Atreca Inc and NYA in the same portfolio, assuming nothing else is changed.
Atreca Additional Risk Indicators
The analysis of Atreca'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 Atreca's investment and either accepting that risk or mitigating it. Along with some common measures of Atreca 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 | 0.0025 | |||
| Market Risk Adjusted Performance | (0.03) | |||
| Mean Deviation | 10.73 | |||
| Coefficient Of Variation | (8,723) | |||
| Standard Deviation | 19.7 | |||
| Variance | 388.27 | |||
| Information Ratio | (0.01) |
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.
Atreca 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 Atreca 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. Atreca'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, Atreca'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 Atreca Inc.
Check out Trending Equities 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 income. Note that the Atreca Inc information on this page should be used as a complementary analysis to other Atreca'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 the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Other Consideration for investing in Atreca Pink Sheet
If you are still planning to invest in Atreca Inc 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 Atreca's history and understand the potential risks before investing.
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