Hst Global OTC Stock Volatility

HSTC -  USA Stock  

USD 0.14  0.00  0.00%

Hst Global is out of control given 3 months investment horizon. Hst Global holds Efficiency (Sharpe) Ratio of 0.0998, which attests that the entity had 0.0998% of return per unit of risk over the last 3 months. Our standpoint towards determining the risk of a stock is to use both market data as well as company specific technical data. We were able to interpolate and analyze data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.21% are justified by taking the suggested risk. Use Hst Global market risk adjusted performance of 0.4992, and Risk Adjusted Performance of 0.0731 to evaluate company specific risk that cannot be diversified away.

Hst Global Volatility 

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

60 Days Market Risk

Out of control

Chance of Distress

Very Small

60 Days Economic Sensitivity

Hyperactively responds to market trends

Hst Global Market Sensitivity And Downside Risk

Hst Global's beta coefficient measures the volatility of Hst Global 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 Hst Global otc stock's returns against your selected market. In other words, Hst Global's beta of 2.15 provides an investor with an approximation of how much risk Hst Global otc stock can potentially add to one of your existing portfolios.
Let's try to break down what Hst Global's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hst Global will likely underperform.
3 Months Beta |Analyze Hst Global Demand Trend
Check current 90 days Hst Global correlation with market (DOW)

Hst Global Beta

    
  2.15  
Hst Global 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

    
  12.15  
It is essential to understand the difference between upside risk (as represented by Hst Global's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Hst Global stock's daily returns or price. Since the actual investment returns on holding a position in Hst Global 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 Hst Global.

Hst Global OTC Stock Volatility Analysis

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The output start index for this execution was zero with a total number of output elements of sixty-one. Hst Global 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.

Hst Global Projected Return Density Against Market

Given the investment horizon of 90 days the otc stock has the beta coefficient of 2.1521 . 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, Hst Global 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 Hst Global or Healthcare 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 Hst Global 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 Hst Global 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 an alpha of 0.9945, implying that it can generate a 0.99 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

Hst Global 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 Hst Global or Healthcare 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 Hst Global 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 Hst Global 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.
Given the investment horizon of 90 days the coefficient of variation of Hst Global is 1002.07. The daily returns are distributed with a variance of 147.53 and standard deviation of 12.15. The mean deviation of Hst Global is currently at 4.73. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
0.99
β
Beta against DOW2.15
σ
Overall volatility
12.15
Ir
Information ratio 0.09

Hst Global OTC Stock Return Volatility

Hst Global historical daily return volatility represents how much Hst Global stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company inherits 12.1462% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 0.7131% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Hst Global Volatility

Volatility is a rate at which the price of Hst Global 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 Hst Global may increase or decrease. In other words, similar to Hst Global's beta indicator, it measures the risk of Hst Global and helps estimate the fluctuations that may happen in a short period of time. So if prices of Hst Global 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.
HST Global, Inc., an integrated health and wellness biotechnology company, develops andor acquires a network of wellness centers for the homeopathic and alternative treatment of late stage cancer worldwide. It also focuses on the homeopathic and alternative product candidates that are undergoing or have already completed clinical testing for the treatment of late stage cancers and other life-threatening diseases. Hst Global is traded on OTC Exchange in the United States.

Hst Global Investment Opportunity

Hst Global has a volatility of 12.15 and is 17.11 times more volatile than DOW. 96  of all equities and portfolios are less risky than Hst Global. Compared to the overall equity markets, volatility of historical daily returns of Hst Global is higher than 96 () of all global equities and portfolios over the last 90 days. Use Hst Global to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Hst Global to be traded at $0.1386 in 90 days. . Let's try to break down what Hst Global's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hst Global will likely underperform.

Average diversification

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

Hst Global Additional Risk Indicators

The analysis of Hst Global'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 Hst Global's investment and either accepting that risk or mitigating it. Along with some common measures of Hst Global 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 Performance0.0731
Market Risk Adjusted Performance0.4992
Mean Deviation4.47
Coefficient Of Variation1109.58
Standard Deviation11.79
Variance139.09
Information Ratio0.087
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.

Hst Global 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 Hst Global 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. Hst Global'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, Hst Global'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 Hst Global.
Please check Risk vs Return Analysis. Note that the Hst Global information on this page should be used as a complementary analysis to other Hst Global'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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

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When running Hst Global price analysis, check to measure Hst Global'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 Hst Global is operating at the current time. Most of Hst Global's value examination focuses on studying past and present price action to predict the probability of Hst Global's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hst Global's price. Additionally, you may evaluate how the addition of Hst Global to your portfolios can decrease your overall portfolio volatility.
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The market value of Hst Global is measured differently than its book value, which is the value of Hst Global that is recorded on the company's balance sheet. Investors also form their own opinion of Hst Global's value that differs from its market value or its book value, called intrinsic value, which is Hst Global'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 Hst Global's market value can be influenced by many factors that don't directly affect Hst Global 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 Hst Global's value and its price as these two are different measures arrived at by different means. Investors typically determine Hst Global value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hst Global'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.