Jmd Properties Stock Volatility

SLDX Stock  USD 0.05  0.02  28.28%   
JMD Properties is out of control given 3 months investment horizon. JMD Properties holds Efficiency (Sharpe) Ratio of 0.0851, which attests that the entity had a 0.0851% return per unit of return volatility over the last 3 months. We were able to break down twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.42% are justified by taking the suggested risk. Use JMD Properties Market Risk Adjusted Performance of 0.2361, coefficient of variation of 1175.22, and Risk Adjusted Performance of 0.0569 to evaluate company specific risk that cannot be diversified away. Key indicators related to JMD Properties' volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
JMD Properties Pink Sheet 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 JMD daily returns, and it is calculated using variance and standard deviation. We also use JMD's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of JMD Properties volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as JMD Properties 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 JMD Properties at lower prices. For example, an investor can purchase JMD 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 JMD Properties' 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.

JMD Properties Market Sensitivity And Downside Risk

JMD Properties' beta coefficient measures the volatility of JMD pink sheet 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 JMD pink sheet's returns against your selected market. In other words, JMD Properties's beta of 6.25 provides an investor with an approximation of how much risk JMD Properties pink sheet can potentially add to one of your existing portfolios. JMD Properties is displaying above-average volatility over the selected time horizon. JMD Properties is a penny stock. Although JMD Properties may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in JMD Properties. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on JMD instrument if you perfectly time your entry and exit. However, remember that penny pink sheets 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 JMD Properties Demand Trend
Check current 90 days JMD Properties correlation with market (NYSE Composite)

JMD Beta

    
  6.25  
JMD 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

    
  16.72  
It is essential to understand the difference between upside risk (as represented by JMD Properties's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of JMD Properties' daily returns or price. Since the actual investment returns on holding a position in jmd pink sheet 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 JMD Properties.

JMD Properties Pink Sheet Volatility Analysis

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

Historical Volatility

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

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for JMD Properties' current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on JMD Properties' 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. JMD Properties 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.

JMD Properties Projected Return Density Against Market

Given the investment horizon of 90 days the pink sheet has the beta coefficient of 6.2477 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, JMD Properties 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 JMD Properties 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 JMD Properties' price will be affected by overall pink sheet 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 JMD pink sheet'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.
JMD Properties has an alpha of 0.6325, implying that it can generate a 0.63 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
JMD Properties' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how jmd pink sheet'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 a JMD Properties Price Volatility?

Several factors can influence a pink sheet'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.

JMD Properties Pink Sheet Risk Measures

Given the investment horizon of 90 days the coefficient of variation of JMD Properties is 1175.22. The daily returns are distributed with a variance of 279.6 and standard deviation of 16.72. The mean deviation of JMD Properties is currently at 5.19. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
0.63
β
Beta against NYSE Composite6.25
σ
Overall volatility
16.72
Ir
Information ratio 0.08

JMD Properties Pink Sheet Return Volatility

JMD Properties historical daily return volatility represents how much of JMD Properties pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 16.7214% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.573% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About JMD Properties Volatility

Volatility is a rate at which the price of JMD Properties 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 JMD Properties may increase or decrease. In other words, similar to JMD's beta indicator, it measures the risk of JMD Properties and helps estimate the fluctuations that may happen in a short period of time. So if prices of JMD Properties 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.
Stella Diagnostics, Inc., a molecular diagnostics-based company, focuses on enhancing patient management strategies for people living with severe esophageal diseases. The company was formerly known as JMP Properties, Inc. and changed its name to Stella Diagnostics, Inc. in April 2021. Stella Diagnostics operates under Diagnostics Research classification in the United States and is traded on OTC Exchange.
JMD Properties' 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 JMD Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much JMD Properties' price varies over time.

3 ways to utilize JMD Properties' volatility to invest better

Higher JMD Properties' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of JMD Properties 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. JMD Properties 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 JMD Properties investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in JMD Properties' 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 JMD Properties' 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.

JMD Properties Investment Opportunity

JMD Properties has a volatility of 16.72 and is 29.33 times more volatile than NYSE Composite. 96 percent of all equities and portfolios are less risky than JMD Properties. You can use JMD Properties to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of JMD Properties to be traded at $0.0431 in 90 days.

Average diversification

The correlation between JMD Properties and NYA is 0.19 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding JMD Properties and NYA in the same portfolio, assuming nothing else is changed.

JMD Properties Additional Risk Indicators

The analysis of JMD Properties' 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 JMD Properties' investment and either accepting that risk or mitigating it. Along with some common measures of JMD Properties pink sheet'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 pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

JMD Properties 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 JMD Properties 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. JMD Properties' 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, JMD Properties' 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 JMD Properties.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in JMD Properties. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in unemployment.
Note that the JMD Properties information on this page should be used as a complementary analysis to other JMD Properties' 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 the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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Please note, there is a significant difference between JMD Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if JMD Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JMD Properties' 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.