Moving Image Technologies Stock Volatility
| MITQ Stock | USD 0.56 0.01 1.82% |
Moving iMage Technologies has Sharpe Ratio of -0.0836, which conveys that the firm had a -0.0836% return per unit of risk over the last 3 months. Moving IMage exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moving IMage's Risk Adjusted Performance of (0.05), mean deviation of 3.79, and Standard Deviation of 5.59 to check out the risk estimate we provide. Key indicators related to Moving IMage's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Moving IMage 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 Moving daily returns, and it is calculated using variance and standard deviation. We also use Moving's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Moving IMage volatility.
Moving |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Moving IMage 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 Moving IMage at lower prices. For example, an investor can purchase Moving 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 Moving IMage'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.
Moving together with Moving Stock
| 0.79 | MEI | Methode Electronics Financial Report 27th of June 2024 | PairCorr |
Moving against Moving Stock
| 0.8 | MU | Micron Technology Financial Report 26th of June 2024 | PairCorr |
| 0.8 | DTST | Data Storage Corp | PairCorr |
| 0.7 | CTS | CTS Corporation Earnings Call This Week | PairCorr |
| 0.7 | OSIS | OSI Systems Earnings Call This Week | PairCorr |
| 0.6 | WAVD | Wavedancer | PairCorr |
| 0.58 | BHE | Benchmark Electronics Earnings Call Next Week | PairCorr |
| 0.51 | VERB | VERB TECHNOLOGY PANY | PairCorr |
| 0.46 | SANM | Sanmina Financial Report 9th of May 2024 | PairCorr |
Moving IMage Market Sensitivity And Downside Risk
Moving IMage's beta coefficient measures the volatility of Moving 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 Moving stock's returns against your selected market. In other words, Moving IMage's beta of -1.74 provides an investor with an approximation of how much risk Moving IMage stock can potentially add to one of your existing portfolios. Moving iMage Technologies exhibits very low volatility with skewness of 0.05 and kurtosis of 4.14. Moving iMage Technologies is a potential penny stock. Although Moving IMage may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Moving iMage Technologies. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Moving 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 Moving iMage Technologies Demand TrendCheck current 90 days Moving IMage correlation with market (NYSE Composite)Moving Beta |
Moving 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 | 5.72 |
It is essential to understand the difference between upside risk (as represented by Moving IMage's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Moving IMage's daily returns or price. Since the actual investment returns on holding a position in moving 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 Moving IMage.
Moving iMage Technologies Stock Volatility Analysis
Volatility refers to the frequency at which Moving IMage stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Moving IMage's price changes. Investors will then calculate the volatility of Moving IMage's 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 Moving IMage's volatility:
Historical Volatility
This type of stock volatility measures Moving IMage's fluctuations based on previous trends. It's commonly used to predict Moving IMage's 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 Moving IMage's 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 Moving IMage'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. Moving iMage Technologies 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.
Moving IMage Projected Return Density Against Market
Given the investment horizon of 90 days Moving iMage Technologies has a beta of -1.7382 . This indicates as returns on its benchmark rise, returns on holding Moving iMage Technologies are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Moving IMage is expected to outperform its benchmark.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 Moving IMage or Electronic Equipment, Instruments & Components 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 Moving IMage'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 Moving 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.
Moving iMage Technologies 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 a Moving IMage 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.Moving IMage Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Moving IMage is -1195.81. The daily returns are distributed with a variance of 32.71 and standard deviation of 5.72. The mean deviation of Moving iMage Technologies is currently at 3.91. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | -0.41 | |
β | Beta against NYSE Composite | -1.74 | |
σ | Overall volatility | 5.72 | |
Ir | Information ratio | -0.11 |
Moving IMage Stock Return Volatility
Moving IMage historical daily return volatility represents how much of Moving IMage stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 5.7194% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.637% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Moving IMage Volatility
Volatility is a rate at which the price of Moving IMage 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 Moving IMage may increase or decrease. In other words, similar to Moving's beta indicator, it measures the risk of Moving IMage and helps estimate the fluctuations that may happen in a short period of time. So if prices of Moving IMage 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 | 3 M | 2.5 M | |
| Market Cap | 14.7 M | 14.8 M |
Moving IMage's 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 Moving Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Moving IMage's price varies over time.
3 ways to utilize Moving IMage's volatility to invest better
Higher Moving IMage's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Moving iMage Technologies 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. Moving iMage Technologies 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 Moving iMage Technologies investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Moving IMage's 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 Moving IMage's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Moving IMage Investment Opportunity
Moving iMage Technologies has a volatility of 5.72 and is 8.94 times more volatile than NYSE Composite. 50 percent of all equities and portfolios are less risky than Moving IMage. You can use Moving iMage Technologies to enhance the returns of your portfolios. The stock experiences a large bullish trend. Check odds of Moving IMage to be traded at $0.616 in 90 days.Good diversification
The correlation between Moving iMage Technologies and NYA is -0.19 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Moving iMage Technologies and NYA in the same portfolio, assuming nothing else is changed.
Moving IMage Additional Risk Indicators
The analysis of Moving IMage'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 Moving IMage's investment and either accepting that risk or mitigating it. Along with some common measures of Moving IMage 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 | (0.05) | |||
| Market Risk Adjusted Performance | 0.3242 | |||
| Mean Deviation | 3.79 | |||
| Coefficient Of Variation | (1,043) | |||
| Standard Deviation | 5.59 | |||
| Variance | 31.3 | |||
| Information Ratio | (0.11) |
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.
Moving IMage 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.
| Salesforce vs. Moving IMage | ||
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| Ford vs. Moving IMage | ||
| Natco Pharma vs. Moving IMage | ||
| Bliss GVS vs. Moving IMage | ||
| Citigroup vs. Moving IMage | ||
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 Moving IMage 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. Moving IMage'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, Moving IMage'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 Moving iMage Technologies.
When determining whether Moving iMage Technologies is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Moving Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Moving Image Technologies Stock. Highlighted below are key reports to facilitate an investment decision about Moving Image Technologies Stock: Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Moving iMage Technologies. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in estimate. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for Moving Stock analysis
When running Moving IMage's price analysis, check to measure Moving IMage'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 Moving IMage is operating at the current time. Most of Moving IMage's value examination focuses on studying past and present price action to predict the probability of Moving IMage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moving IMage's price. Additionally, you may evaluate how the addition of Moving IMage to your portfolios can decrease your overall portfolio volatility.
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Is Moving IMage's 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 Moving IMage. If investors know Moving 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 Moving IMage listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.19) | Revenue Per Share 1.8 | Quarterly Revenue Growth (0.33) | Return On Assets (0.06) | Return On Equity (0.25) |
The market value of Moving iMage Technologies is measured differently than its book value, which is the value of Moving that is recorded on the company's balance sheet. Investors also form their own opinion of Moving IMage's value that differs from its market value or its book value, called intrinsic value, which is Moving IMage'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 Moving IMage's market value can be influenced by many factors that don't directly affect Moving IMage's 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 Moving IMage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Moving IMage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Moving IMage'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.