FVVSF OTC Stock Volatility

FVVSF -  USA Stock  

USD 0.025  0.00  0.00%

Five Star Diamonds secures Sharpe Ratio (or Efficiency) of -0.22, which denotes the company had -0.22% of return per unit of risk over the last month. Macroaxis standpoint towards predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Five Star Diamonds exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Five Star Diamonds coefficient of variation of (469.04), and Mean Deviation of 1.81 to check the risk estimate we provide.

Search Volatility 

 
Refresh
Five Star OTC Stock 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 FVVSF daily returns, and it is calculated using variance and standard deviation. We also use FVVSF's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Five Star volatility.

720 Days Market Risk

Out of control

Chance of Distress

Below Average

720 Days Economic Sensitivity

Slowly supersedes the market

Five Star Market Sensitivity And Downside Risk

Five Star's beta coefficient measures the volatility of FVVSF otc stock 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 FVVSF otc stock's returns against your selected market. In other words, Five Star's beta of 0.7 provides an investor with an approximation of how much risk Five Star otc stock can potentially add to one of your existing portfolios.
Let's try to break down what FVVSF's beta means in this case. As returns on the market increase, Five Star returns are expected to increase less than the market. However, during the bear market, the loss on holding Five Star will be expected to be smaller as well.
One Month Beta |Analyze Five Star Diamonds Demand Trend
Check current 90 days Five Star correlation with market (DOW)

FVVSF Beta

    
  0.7  
FVVSF 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

    
  4.56  
It is essential to understand the difference between upside risk (as represented by Five Star's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Five Star stock's daily returns or price. Since the actual investment returns on holding a position in Five Star stock 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 Five Star.

Five Star Diamonds OTC Stock Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Five Star Diamonds 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. View also all equity analysis or get more info about average price price transform indicator.

Five Star Projected Return Density Against Market

Assuming the 90 days horizon Five Star has a beta of 0.6986 . This usually indicates as returns on the market go up, Five Star average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Five Star Diamonds 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 Five Star 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 Five Star stock's price will be affected by overall stock 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 FVVSF stock'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 a negative alpha, implying that the risk taken by holding this instrument is not justified. Five Star Diamonds is significantly underperforming DOW.
 Predicted Return Density 
      Returns 

Five Star OTC Stock 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 Five Star 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 Five Star stock's price will be affected by overall stock 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 FVVSF stock'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 Five Star is -458.26. The daily returns are distributed with a variance of 20.77 and standard deviation of 4.56. The mean deviation of Five Star Diamonds is currently at 1.89. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
-0.9
β
Beta against DOW0.70
σ
Overall volatility
4.56
Ir
Information ratio -0.2

Five Star OTC Stock Return Volatility

Five Star historical daily return volatility represents how much Five Star stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The firm shows 4.5577% volatility of returns over 90 . By contrast, DOW inherits 0.8385% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Five Star Volatility

Volatility is a rate at which the price of Five Star 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 Five Star may increase or decrease. In other words, similar to FVVSF's beta indicator, it measures the risk of Five Star and helps estimate the fluctuations that may happen in a short period of time. So if prices of Five Star 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.
Aranjin Resources Ltd., together with its subsidiaries, engages in the exploration and development of mineral properties in Mongolia. Aranjin Resources Ltd. was incorporated in 2012 and is headquartered in Ulaanbaatar, Mongolia. Five Star is traded on OTC Exchange in the United States.

Five Star Investment Opportunity

Five Star Diamonds has a volatility of 4.56 and is 5.43 times more volatile than DOW. 39  of all equities and portfolios are less risky than Five Star. Compared to the overall equity markets, volatility of historical daily returns of Five Star Diamonds is lower than 39 () of all global equities and portfolios over the last 90 days. Use Five Star Diamonds to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Five Star to be traded at $0.0248 in 90 days. . Let's try to break down what FVVSF's beta means in this case. As returns on the market increase, Five Star returns are expected to increase less than the market. However, during the bear market, the loss on holding Five Star will be expected to be smaller as well.

Average diversification

The correlation between Five Star Diamonds and DJI is Average diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Five Star Diamonds and DJI in the same portfolio assuming nothing else is changed.

Five Star Additional Risk Indicators

The analysis of Five Star'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 Five Star's investment and either accepting that risk or mitigating it. Along with some common measures of Five Star stock 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(0.14)
Market Risk Adjusted Performance(1.36)
Mean Deviation1.81
Coefficient Of Variation(469.04)
Standard Deviation4.45
Variance19.83
Information Ratio(0.20)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Five Star 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.
Quantum Si vs. Five Star
Total Bond vs. Five Star
Auckland International vs. Five Star
Blackrock Science vs. Five Star
Twitter vs. Five Star
Microsoft Corp vs. Five Star
Vanguard Value vs. Five Star
Walker Dunlop vs. Five Star
Wm Technology vs. Five Star
Disney vs. Five Star
Coinbase Global vs. Five Star
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 Five Star 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. Five Star'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, Five Star'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 Five Star Diamonds.
Please check Investing Opportunities. Note that the Five Star Diamonds information on this page should be used as a complementary analysis to other Five Star'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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

Complementary Tools for FVVSF OTC Stock analysis

When running Five Star Diamonds price analysis, check to measure Five Star'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 Five Star is operating at the current time. Most of Five Star's value examination focuses on studying past and present price action to predict the probability of Five Star's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Five Star's price. Additionally, you may evaluate how the addition of Five Star to your portfolios can decrease your overall portfolio volatility.
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
The market value of Five Star Diamonds is measured differently than its book value, which is the value of FVVSF that is recorded on the company's balance sheet. Investors also form their own opinion of Five Star's value that differs from its market value or its book value, called intrinsic value, which is Five Star's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Five Star's market value can be influenced by many factors that don't directly affect Five Star Diamonds underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Five Star's value and its price as these two are different measures arrived at by different means. Investors typically determine Five Star value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Five Star'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.