Fbc Hldg Stock Volatility
| FBCD Stock | USD 0.0001 0.0001 50.00% |
Fbc Hldg is out of control given 3 months investment horizon. Fbc Hldg secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of standard deviation over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 22.22% are justified by taking the suggested risk. Use Fbc Hldg Downside Deviation of 52.7, semi deviation of 21.14, and Mean Deviation of 28.01 to evaluate company specific risk that cannot be diversified away. Key indicators related to Fbc Hldg's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Fbc Hldg 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 Fbc daily returns, and it is calculated using variance and standard deviation. We also use Fbc's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Fbc Hldg volatility.
Fbc |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Fbc Hldg 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 Fbc Hldg at lower prices. For example, an investor can purchase Fbc 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 Fbc Hldg'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 Fbc Pink Sheet
| 0.51 | IDEXY | Industria de Diseno | PairCorr |
| 0.47 | IDEXF | Industria de Diseo | PairCorr |
| 0.46 | FRCOF | Fast Retailing | PairCorr |
Fbc Hldg Market Sensitivity And Downside Risk
Fbc Hldg's beta coefficient measures the volatility of Fbc 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 Fbc pink sheet's returns against your selected market. In other words, Fbc Hldg's beta of 3.03 provides an investor with an approximation of how much risk Fbc Hldg pink sheet can potentially add to one of your existing portfolios. Fbc Hldg is showing large volatility of returns over the selected time horizon. Fbc Hldg appears to be a penny stock. Although Fbc Hldg may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Fbc Hldg or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Fbc 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 Fbc Hldg Demand TrendCheck current 90 days Fbc Hldg correlation with market (NYSE Composite)Fbc Beta |
Fbc 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 | 133.43 |
It is essential to understand the difference between upside risk (as represented by Fbc Hldg's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Fbc Hldg's daily returns or price. Since the actual investment returns on holding a position in fbc 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 Fbc Hldg.
Fbc Hldg Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Fbc Hldg pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Fbc Hldg's price changes. Investors will then calculate the volatility of Fbc Hldg'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 Fbc Hldg's volatility:
Historical Volatility
This type of pink sheet volatility measures Fbc Hldg's fluctuations based on previous trends. It's commonly used to predict Fbc Hldg'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 Fbc Hldg'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 Fbc Hldg'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. Fbc Hldg 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.
Fbc Hldg Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 3.0277 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Fbc Hldg 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 Fbc Hldg or Consumer Cyclical 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 Fbc Hldg'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 Fbc 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.
Fbc Hldg has an alpha of 7.3884, implying that it can generate a 7.39 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Fbc Hldg 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.Fbc Hldg Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Fbc Hldg is 600.45. The daily returns are distributed with a variance of 17804.66 and standard deviation of 133.43. The mean deviation of Fbc Hldg is currently at 55.73. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 7.39 | |
β | Beta against NYSE Composite | 3.03 | |
σ | Overall volatility | 133.43 | |
Ir | Information ratio | 0.17 |
Fbc Hldg Pink Sheet Return Volatility
Fbc Hldg historical daily return volatility represents how much of Fbc Hldg pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 133.4341% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.6179% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Fbc Hldg Volatility
Volatility is a rate at which the price of Fbc Hldg 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 Fbc Hldg may increase or decrease. In other words, similar to Fbc's beta indicator, it measures the risk of Fbc Hldg and helps estimate the fluctuations that may happen in a short period of time. So if prices of Fbc Hldg 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.FBC Holding, Inc. markets and sells streetwear clothing, headwear, and accessories for high school students in the United States. The company sells its product through 2 retail locations located in Scottsdale, Arizona, as well as through the online store FormRunnerApparel.com. Fbc Hld operates under Apparel Retail classification in the United States and is traded on OTC Exchange. It employs 1 people.
Fbc Hldg'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 Fbc Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Fbc Hldg's price varies over time.
3 ways to utilize Fbc Hldg's volatility to invest better
Higher Fbc Hldg's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Fbc Hldg 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. Fbc Hldg 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 Fbc Hldg investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Fbc Hldg'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 Fbc Hldg's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Fbc Hldg Investment Opportunity
Fbc Hldg has a volatility of 133.43 and is 215.21 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Fbc Hldg is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Fbc Hldg to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Fbc Hldg to be traded at $1.0E-4 in 90 days.Significant diversification
The correlation between Fbc Hldg and NYA is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fbc Hldg and NYA in the same portfolio, assuming nothing else is changed.
Fbc Hldg Additional Risk Indicators
The analysis of Fbc Hldg'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 Fbc Hldg's investment and either accepting that risk or mitigating it. Along with some common measures of Fbc Hldg 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 | 0.1183 | |||
| Market Risk Adjusted Performance | 2.51 | |||
| Mean Deviation | 28.01 | |||
| Semi Deviation | 21.14 | |||
| Downside Deviation | 52.7 | |||
| Coefficient Of Variation | 570.02 | |||
| Standard Deviation | 43.18 |
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.
Fbc Hldg 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.
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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 Fbc Hldg 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. Fbc Hldg'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, Fbc Hldg'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 Fbc Hldg.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Fbc Hldg. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in main economic indicators. Note that the Fbc Hldg information on this page should be used as a complementary analysis to other Fbc Hldg'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 Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for Fbc Pink Sheet analysis
When running Fbc Hldg's price analysis, check to measure Fbc Hldg'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 Fbc Hldg is operating at the current time. Most of Fbc Hldg's value examination focuses on studying past and present price action to predict the probability of Fbc Hldg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fbc Hldg's price. Additionally, you may evaluate how the addition of Fbc Hldg to your portfolios can decrease your overall portfolio volatility.
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