TomCo Energy is out of control given 3 months investment horizon. TomCo Energy Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had 0.18% of return per unit of risk over the last 3 months. Our standpoint towards measuring the risk of a stock is to use both market data as well as company specific technical data. We were able to analyze and collect data for thirteen different technical indicators, which can help you to evaluate if expected returns of 1.14% are justified by taking the suggested risk. Use TomCo Energy Plc Risk Adjusted Performance of 0.0315, variance of 77.09, and Coefficient Of Variation of 2781.51 to evaluate company specific risk that cannot be diversified away.
30 Days Market Risk
Chance of Distress
30 Days Economic Sensitivity
TomCo Energy 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 TomCo daily returns, and it is calculated using variance and standard deviation. We also use TomCo's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of TomCo Energy volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as TomCo Energy 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 TomCo Energy at lower prices. For example, an investor can purchase TomCo 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 TomCo Energy'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.
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TomCo Energy Market Sensitivity And Downside Risk
TomCo Energy's beta coefficient measures the volatility of TomCo pink sheet 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 TomCo pink sheet's returns against your selected market. In other words, TomCo Energy's beta of -1.54 provides an investor with an approximation of how much risk TomCo Energy pink sheet can potentially add to one of your existing portfolios.TomCo Energy Plc is displaying above-average volatility over the selected time horizon. Investors should scrutinize TomCo Energy Plc independently to ensure intended market timing strategies are aligned with expectations about TomCo Energy volatility. TomCo Energy Plc is a penny stock. Even though TomCo Energy may be a good instrument to invest, many penny pink sheets are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in TomCo Energy Plc 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 TomCo 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 TomCo Energy Plc Demand TrendCheck current 90 days TomCo Energy correlation with market (NYSE Composite)
TomCo 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.
It is essential to understand the difference between upside risk (as represented by TomCo Energy's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of TomCo Energy's daily returns or price. Since the actual investment returns on holding a position in tomco 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 TomCo Energy.
TomCo Energy Plc Pink Sheet Volatility Analysis
Volatility refers to the frequency at which TomCo Energy pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with TomCo Energy's price changes. Investors will then calculate the volatility of TomCo Energy's 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 TomCo Energy's volatility:
Historical VolatilityThis type of pink sheet volatility measures TomCo Energy's fluctuations based on previous trends. It's commonly used to predict TomCo Energy's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.
Implied VolatilityThis type of volatility provides a positive outlook on future price fluctuations for TomCo Energy's 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 TomCo Energy's to be redeemed at a future date.
TomCo Energy Projected Return Density Against MarketAssuming the 90 days horizon TomCo Energy Plc has a beta of -1.5428 . This usually implies as returns on its benchmark rise, returns on holding TomCo Energy Plc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, TomCo Energy 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 TomCo Energy or Energy 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 TomCo Energy's 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 TomCo 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.The company has an alpha of 0.2798, implying that it can generate a 0.28 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). TomCo Energy's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how tomco 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 TomCo Energy Price Volatility?Several factors can influence a pink sheet's market volatility:
IndustrySpecific 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 environmentWhen 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 PerformanceSometimes 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.
TomCo Energy Pink Sheet 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 TomCo Energy or Energy 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 TomCo Energy's 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 TomCo 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. Assuming the 90 days horizon the coefficient of variation of TomCo Energy is 553.18. The daily returns are distributed with a variance of 39.94 and standard deviation of 6.32. The mean deviation of TomCo Energy Plc is currently at 2.21. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
TomCo Energy Pink Sheet Return VolatilityTomCo Energy historical daily return volatility represents how much of TomCo Energy pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 6.3199% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6192% volatility on return distribution over the 90 days horizon.
About TomCo Energy Volatility
Volatility is a rate at which the price of TomCo Energy 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 TomCo Energy may increase or decrease. In other words, similar to TomCo's beta indicator, it measures the risk of TomCo Energy and helps estimate the fluctuations that may happen in a short period of time. So if prices of TomCo Energy 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.
TomCo Energy'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 TomCo Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much TomCo Energy's price varies over time.
3 ways to utilize TomCo Energy's volatility to invest betterHigher TomCo Energy's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of TomCo Energy Plc 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. TomCo Energy Plc 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 TomCo Energy Plc investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in TomCo Energy'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 TomCo Energy's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
TomCo Energy Investment OpportunityTomCo Energy Plc has a volatility of 6.32 and is 10.19 times more volatile than NYSE Composite. 55 of all equities and portfolios are less risky than TomCo Energy. Compared to the overall equity markets, volatility of historical daily returns of TomCo Energy Plc is higher than 55 () of all global equities and portfolios over the last 90 days. Use TomCo Energy Plc to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of TomCo Energy to be traded at $0.0011 in 90 days.
TomCo Energy Additional Risk Indicators
The analysis of TomCo Energy'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 TomCo Energy's investment and either accepting that risk or mitigating it. Along with some common measures of TomCo Energy 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.
TomCo Energy 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 TomCo Energy 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. TomCo Energy'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, TomCo Energy'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 TomCo Energy Plc.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in TomCo Energy Plc. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in price. Note that the TomCo Energy Plc information on this page should be used as a complementary analysis to other TomCo Energy'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 the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Complementary Tools for TomCo Pink Sheet analysis
When running TomCo Energy's price analysis, check to measure TomCo Energy'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 TomCo Energy is operating at the current time. Most of TomCo Energy's value examination focuses on studying past and present price action to predict the probability of TomCo Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TomCo Energy's price. Additionally, you may evaluate how the addition of TomCo Energy to your portfolios can decrease your overall portfolio volatility.