Foothills Pink Sheet Volatility

Pink Sheets . USA . 
Stock . Foothills Exploration
FTXP Stock  USD 0.0002  0.0001  33.33%   
Foothills Exploration is out of control given 3 months investment horizon. Foothills Exploration secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had 0.17% of return per unit of risk over the last 3 months. Our standpoint towards predicting the volatility of a stock is to use Foothills Exploration market data together with company specific technical indicators. We have analyzed and interpolated twenty-seven different technical indicators, which can help you to evaluate if expected returns of 4.84% are justified by taking the suggested risk. Use Foothills Exploration Downside Deviation of 43.03, coefficient of variation of 517.13, and Mean Deviation of 22.67 to evaluate company specific risk that cannot be diversified away.
  
Foothills Exploration 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 Foothills daily returns, and it is calculated using variance and standard deviation. We also use Foothills's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Foothills Exploration volatility.

30 Days Market Risk

Out of control

Chance of Distress

Quite High

30 Days Economic Sensitivity

Hyperactively responds to market trends
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Foothills Exploration 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 Foothills Exploration at lower prices. For example, an investor can purchase Foothills 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 Foothills Exploration'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.

Foothills Exploration Market Sensitivity And Downside Risk

Foothills Exploration's beta coefficient measures the volatility of Foothills 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 Foothills pink sheet's returns against your selected market. In other words, Foothills Exploration's beta of 4.3 provides an investor with an approximation of how much risk Foothills Exploration pink sheet can potentially add to one of your existing portfolios.
Foothills Exploration is showing large volatility of returns over the selected time horizon. We encourage all investors to investigate this asset further to ensure that related market timing strategies are aligned with all the expectations about Foothills Exploration implied risk. Foothills Exploration appears to be a penny stock. Although Foothills Exploration 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 Foothills Exploration 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 Foothills 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 Foothills Exploration Demand Trend
Check current 90 days Foothills Exploration correlation with market (NYSE Composite)

Foothills Beta

    
  4.3  
Foothills 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

    
  29.32  
It is essential to understand the difference between upside risk (as represented by Foothills Exploration's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Foothills Exploration's daily returns or price. Since the actual investment returns on holding a position in foothills 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 Foothills Exploration.

Foothills Exploration Pink Sheet Volatility Analysis

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

Historical Volatility

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

Given the investment horizon of 90 days the pink sheet has the beta coefficient of 4.3003 . 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, Foothills Exploration 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 Foothills Exploration or Energy 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 Foothills Exploration'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 Foothills 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 6.6582, implying that it can generate a 6.66 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Foothills Exploration's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how foothills 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 a Foothills Exploration 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.

Foothills Exploration 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 Foothills Exploration or Energy 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 Foothills Exploration'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 Foothills 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. Given the investment horizon of 90 days the coefficient of variation of Foothills Exploration is 605.93. The daily returns are distributed with a variance of 859.63 and standard deviation of 29.32. The mean deviation of Foothills Exploration is currently at 18.71. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.95
α
Alpha over NYSE Composite		6.66
β
Beta against NYSE Composite4.30
σ
Overall volatility		29.32
Ir
Information ratio 0.19

Foothills Exploration Pink Sheet Return Volatility

Foothills Exploration historical daily return volatility represents how much of Foothills Exploration pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 29.3194% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.9501% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About Foothills Exploration Volatility

Volatility is a rate at which the price of Foothills Exploration 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 Foothills Exploration may increase or decrease. In other words, similar to Foothills's beta indicator, it measures the risk of Foothills Exploration and helps estimate the fluctuations that may happen in a short period of time. So if prices of Foothills Exploration 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.
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