Indaptus Therapeutics Stock Volatility

INDP Stock  USD 2.25  0.03  1.35%   
Indaptus Therapeutics holds Efficiency (Sharpe) Ratio of -0.0217, which attests that the entity had a -0.0217% return per unit of risk over the last 3 months. Indaptus Therapeutics exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Indaptus Therapeutics' Downside Deviation of 5.09, risk adjusted performance of 0.0121, and Market Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. Key indicators related to Indaptus Therapeutics' volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
Indaptus Therapeutics 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 Indaptus daily returns, and it is calculated using variance and standard deviation. We also use Indaptus's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Indaptus Therapeutics volatility.

ESG Sustainability

While most ESG disclosures are voluntary, Indaptus Therapeutics' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Indaptus Therapeutics' managers and investors.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Indaptus Therapeutics 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 Indaptus Therapeutics at lower prices. For example, an investor can purchase Indaptus 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 Indaptus Therapeutics' 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 Indaptus Stock

  0.53EWTX Edgewise TherapeuticsPairCorr
  0.31GOSS Gossamer BioPairCorr

Indaptus Therapeutics Market Sensitivity And Downside Risk

Indaptus Therapeutics' beta coefficient measures the volatility of Indaptus stock 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 Indaptus stock's returns against your selected market. In other words, Indaptus Therapeutics's beta of -0.14 provides an investor with an approximation of how much risk Indaptus Therapeutics stock can potentially add to one of your existing portfolios. Indaptus Therapeutics exhibits above-average semi-deviation for your current time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Indaptus Therapeutics' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Indaptus Therapeutics' stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Indaptus Therapeutics Demand Trend
Check current 90 days Indaptus Therapeutics correlation with market (Dow Jones Industrial)

Indaptus Beta

Indaptus 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

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

Indaptus Therapeutics Stock Volatility Analysis

Volatility refers to the frequency at which Indaptus Therapeutics stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Indaptus Therapeutics' price changes. Investors will then calculate the volatility of Indaptus Therapeutics' stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 Indaptus Therapeutics' volatility:

Historical Volatility

This type of stock volatility measures Indaptus Therapeutics' fluctuations based on previous trends. It's commonly used to predict Indaptus Therapeutics' future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Indaptus Therapeutics' current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Indaptus Therapeutics' to be redeemed at a future date.
The output start index for this execution was zero with a total number of output elements of sixty-one. Indaptus Therapeutics 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.

Indaptus Therapeutics Projected Return Density Against Market

Given the investment horizon of 90 days Indaptus Therapeutics has a beta of -0.1391 . This usually indicates as returns on the benchmark increase, returns on holding Indaptus Therapeutics are expected to decrease at a much lower rate. During a bear market, however, Indaptus Therapeutics is likely to outperform the market.
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 Indaptus Therapeutics 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 Indaptus Therapeutics' 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 Indaptus 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.
Indaptus Therapeutics has an alpha of 0.0218, implying that it can generate a 0.0218 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Predicted Return Density   
Indaptus Therapeutics' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how indaptus stock'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 an Indaptus Therapeutics Price Volatility?

Several factors can influence a stock's market volatility:


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.

Indaptus Therapeutics Stock Risk Measures

Given the investment horizon of 90 days the coefficient of variation of Indaptus Therapeutics is -4616.15. The daily returns are distributed with a variance of 27.32 and standard deviation of 5.23. The mean deviation of Indaptus Therapeutics is currently at 3.97. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.6
Alpha over Dow Jones
Beta against Dow Jones-0.14
Overall volatility
Information ratio -0.0013

Indaptus Therapeutics Stock Return Volatility

Indaptus Therapeutics historical daily return volatility represents how much of Indaptus Therapeutics stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 5.2267% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.5759% volatility on return distribution over the 90 days horizon.

About Indaptus Therapeutics Volatility

Volatility is a rate at which the price of Indaptus Therapeutics 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 Indaptus Therapeutics may increase or decrease. In other words, similar to Indaptus's beta indicator, it measures the risk of Indaptus Therapeutics and helps estimate the fluctuations that may happen in a short period of time. So if prices of Indaptus Therapeutics 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.
Last ReportedProjected for Next Year
Selling And Marketing Expenses1.2 K1.1 K
Market Cap14.8 M11.4 M
Indaptus Therapeutics' 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 Indaptus Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Indaptus Therapeutics' price varies over time.

3 ways to utilize Indaptus Therapeutics' volatility to invest better

Higher Indaptus Therapeutics' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Indaptus Therapeutics 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. Indaptus Therapeutics 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 Indaptus Therapeutics investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Indaptus Therapeutics' 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 Indaptus Therapeutics' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Indaptus Therapeutics Investment Opportunity

Indaptus Therapeutics has a volatility of 5.23 and is 9.02 times more volatile than Dow Jones Industrial. 46 percent of all equities and portfolios are less risky than Indaptus Therapeutics. You can use Indaptus Therapeutics to enhance the returns of your portfolios. The stock experiences a large bullish trend. Check odds of Indaptus Therapeutics to be traded at $2.48 in 90 days.

Good diversification

The correlation between Indaptus Therapeutics and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Indaptus Therapeutics and DJI in the same portfolio, assuming nothing else is changed.

Indaptus Therapeutics Additional Risk Indicators

The analysis of Indaptus Therapeutics' 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 Indaptus Therapeutics' investment and either accepting that risk or mitigating it. Along with some common measures of Indaptus Therapeutics stock'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.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Indaptus Therapeutics 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 Indaptus Therapeutics 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. Indaptus Therapeutics' 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, Indaptus Therapeutics' 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 Indaptus Therapeutics.

Additional Tools for Indaptus Stock Analysis

When running Indaptus Therapeutics' price analysis, check to measure Indaptus Therapeutics' 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 Indaptus Therapeutics is operating at the current time. Most of Indaptus Therapeutics' value examination focuses on studying past and present price action to predict the probability of Indaptus Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Indaptus Therapeutics' price. Additionally, you may evaluate how the addition of Indaptus Therapeutics to your portfolios can decrease your overall portfolio volatility.