Airspan Networks Holdings Stock Volatility
| MIMO Stock | USD 0 0.01 80.00% |
Airspan Networks Holdings secures Sharpe Ratio (or Efficiency) of -0.25, which signifies that the company had a -0.25% return per unit of risk over the last 3 months. Airspan Networks Holdings exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Airspan Networks' Downside Deviation of 21.17, risk adjusted performance of 0.0154, and Mean Deviation of 12.32 to double-check the risk estimate we provide. Key indicators related to Airspan Networks' volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Airspan Networks 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 Airspan daily returns, and it is calculated using variance and standard deviation. We also use Airspan's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Airspan Networks volatility.
Airspan |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Airspan Networks 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 Airspan Networks at lower prices. For example, an investor can purchase Airspan 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 Airspan Networks' 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 together with Airspan Stock
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Moving against Airspan Stock
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| 0.58 | IQ | iQIYI Inc Buyout Trend | PairCorr |
Airspan Networks Market Sensitivity And Downside Risk
Airspan Networks' beta coefficient measures the volatility of Airspan 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 Airspan stock's returns against your selected market. In other words, Airspan Networks's beta of 6.3 provides an investor with an approximation of how much risk Airspan Networks stock can potentially add to one of your existing portfolios. Airspan Networks Holdings is showing large volatility of returns over the selected time horizon. Airspan Networks Holdings is a penny stock. Even though Airspan Networks may be a good instrument to invest, many penny stocks are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in Airspan Networks Holdings or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Airspan instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 Airspan Networks Holdings Demand TrendCheck current 90 days Airspan Networks correlation with market (NYSE Composite)Airspan Beta |
Airspan 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 | 20.52 |
It is essential to understand the difference between upside risk (as represented by Airspan Networks's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Airspan Networks' daily returns or price. Since the actual investment returns on holding a position in airspan 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 Airspan Networks.
Using Airspan Put Option to Manage Risk
Put options written on Airspan Networks grant holders of the option the right to sell a specified amount of Airspan Networks at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Airspan Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Airspan Networks' position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Airspan Networks will be realized, the loss incurred will be offset by the profits made with the option trade.
Airspan Networks' PUT expiring on 2024-05-17
Profit |
| Airspan Networks Price At Expiration |
Airspan Networks Holdings Stock Volatility Analysis
Volatility refers to the frequency at which Airspan Networks stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Airspan Networks' price changes. Investors will then calculate the volatility of Airspan Networks' 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 Airspan Networks' volatility:
Historical Volatility
This type of stock volatility measures Airspan Networks' fluctuations based on previous trends. It's commonly used to predict Airspan Networks' 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 Airspan Networks' 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 Airspan Networks' to be redeemed at a future date.Transformation |
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Airspan Networks Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 6.3042 . This 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, Airspan Networks 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 Airspan Networks or Diversified Telecommunication Services 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 Airspan Networks' 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 Airspan 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.
Airspan Networks Holdings has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Predicted Return Density |
| Returns |
What Drives an Airspan Networks Price Volatility?
Several factors can influence a stock'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.Airspan Networks Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Airspan Networks is -407.63. The daily returns are distributed with a variance of 420.94 and standard deviation of 20.52. The mean deviation of Airspan Networks Holdings is currently at 11.93. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | -0.29 | |
β | Beta against NYSE Composite | 6.30 | |
σ | Overall volatility | 20.52 | |
Ir | Information ratio | 0.01 |
Airspan Networks Stock Return Volatility
Airspan Networks historical daily return volatility represents how much of Airspan Networks stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 20.5167% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.6372% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Airspan Networks Volatility
Volatility is a rate at which the price of Airspan Networks 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 Airspan Networks may increase or decrease. In other words, similar to Airspan's beta indicator, it measures the risk of Airspan Networks and helps estimate the fluctuations that may happen in a short period of time. So if prices of Airspan Networks 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 Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 27.5 M | 26.1 M | |
| Market Cap | 109.6 M | 104.2 M |
Airspan Networks' 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 Airspan Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Airspan Networks' price varies over time.
3 ways to utilize Airspan Networks' volatility to invest better
Higher Airspan Networks' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Airspan Networks Holdings 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. Airspan Networks Holdings 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 Airspan Networks Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Airspan Networks' 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 Airspan Networks' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Airspan Networks Investment Opportunity
Airspan Networks Holdings has a volatility of 20.52 and is 32.06 times more volatile than NYSE Composite. 96 percent of all equities and portfolios are less risky than Airspan Networks. You can use Airspan Networks Holdings to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of Airspan Networks to be traded at $0.0012 in 90 days.Average diversification
The correlation between Airspan Networks Holdings and NYA is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Airspan Networks Holdings and NYA in the same portfolio, assuming nothing else is changed.
Airspan Networks Additional Risk Indicators
The analysis of Airspan Networks' 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 Airspan Networks' investment and either accepting that risk or mitigating it. Along with some common measures of Airspan Networks 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.
| Risk Adjusted Performance | 0.0154 | |||
| Market Risk Adjusted Performance | 0.0492 | |||
| Mean Deviation | 12.32 | |||
| Semi Deviation | 16.0 | |||
| Downside Deviation | 21.17 | |||
| Coefficient Of Variation | 11040.92 | |||
| Standard Deviation | 28.4 |
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.
Airspan Networks 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 Airspan Networks 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. Airspan Networks' 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, Airspan Networks' 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 Airspan Networks Holdings.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in population. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
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When running Airspan Networks' price analysis, check to measure Airspan Networks' 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 Airspan Networks is operating at the current time. Most of Airspan Networks' value examination focuses on studying past and present price action to predict the probability of Airspan Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Airspan Networks' price. Additionally, you may evaluate how the addition of Airspan Networks to your portfolios can decrease your overall portfolio volatility.
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Is Airspan Networks' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Airspan Networks. If investors know Airspan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Airspan Networks listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.75) | Revenue Per Share 1.517 | Quarterly Revenue Growth (0.65) | Return On Assets (0.34) |
The market value of Airspan Networks Holdings is measured differently than its book value, which is the value of Airspan that is recorded on the company's balance sheet. Investors also form their own opinion of Airspan Networks' value that differs from its market value or its book value, called intrinsic value, which is Airspan Networks' 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 Airspan Networks' market value can be influenced by many factors that don't directly affect Airspan Networks' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Airspan Networks' value and its price as these two are different measures arrived at by different means. Investors typically determine if Airspan Networks is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Airspan Networks' 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.