Tomco OTC Stock Volatility

TMCGF -  USA Stock  

USD 0.01  0.00  0.00%

Tomco Energy appears to be out of control, given 3 months investment horizon. Tomco Energy Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.054, which indicates the firm had 0.054% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Tomco Energy Plc, which you can use to evaluate the future volatility of the company. Please review Tomco Energy's risk adjusted performance of 0.0523, and Coefficient Of Variation of 1894.96 to confirm if our risk estimates are consistent with your expectations.

Tomco Volatility 

 
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Tomco Energy OTC 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 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.

720 Days Market Risk

Out of control

Chance of Distress

High

720 Days Economic Sensitivity

Slowly supersedes the market
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.

Tomco Energy Market Sensitivity And Downside Risk

Tomco Energy's beta coefficient measures the volatility of Tomco otc stock 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 otc stock's returns against your selected market. In other words, Tomco Energy's beta of 0.23 provides an investor with an approximation of how much risk Tomco Energy otc stock can potentially add to one of your existing portfolios.
Let's try to break down what Tomco's beta means in this case. As returns on the market increase, Tomco Energy returns are expected to increase less than the market. However, during the bear market, the loss on holding Tomco Energy will be expected to be smaller as well.
3 Months Beta |Analyze Tomco Energy Plc Demand Trend
Check current 90 days Tomco Energy correlation with market (DOW)

Tomco Beta

    
  0.23  
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.

Standard Deviation

    
  6.79  
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 stock's daily returns or price. Since the actual investment returns on holding a position in Tomco Energy 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 Tomco Energy.

Tomco Energy Plc OTC Stock Volatility Analysis

Volatility refers to the frequency at which Tomco Energy stock 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 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 Tomco Energy's volatility:

Historical Volatility

This type of stock 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 stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Tomco Energy's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Tomco Energy Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Tomco Energy Plc moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Tomco Energy Projected Return Density Against Market

Assuming the 90 days horizon Tomco Energy has a beta of 0.2304 . This usually implies as returns on the market go up, Tomco Energy average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Tomco Energy Plc will be expected to be much smaller as well.
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 Tomco Energy Plc 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 stock'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 Tomco 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.
The company has an alpha of 0.3486, implying that it can generate a 0.35 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Tomco Energy's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Tomco Energy 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 a Company's Stock Price Volatility?

Several factors can influence a company's stock 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.

Tomco Energy OTC Stock 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 Tomco Energy Plc 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 stock'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 Tomco 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.
Assuming the 90 days horizon the coefficient of variation of Tomco Energy is 1851.94. The daily returns are distributed with a variance of 46.08 and standard deviation of 6.79. The mean deviation of Tomco Energy Plc is currently at 1.96. For similar time horizon, the selected benchmark (DOW) has volatility of 0.83
α
Alpha over DOW
0.35
β
Beta against DOW0.23
σ
Overall volatility
6.79
Ir
Information ratio 0.06

Tomco Energy OTC Stock Return Volatility

Tomco Energy historical daily return volatility represents how much Tomco Energy stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The firm shows 6.788% volatility of returns over 90 . By contrast, DOW inherits 0.8384% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

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 Plc operates as an oil shale exploration and development company primarily in the United Kingdom and the United States. It holds 100 percent interests in nine oil shale leases covering approximately 15,488 acres located in Uintah County, Utah. Tomco Energy is traded on OTC Exchange in the United States.

Tomco Energy Investment Opportunity

Tomco Energy Plc has a volatility of 6.79 and is 8.08 times more volatile than DOW. 58  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 58 () of all global equities and portfolios over the last 90 days. Use Tomco Energy Plc to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Tomco Energy to be traded at $0.0099 in 90 days. . Let's try to break down what Tomco's beta means in this case. As returns on the market increase, Tomco Energy returns are expected to increase less than the market. However, during the bear market, the loss on holding Tomco Energy will be expected to be smaller as well.

Significant diversification

The correlation between Tomco Energy Plc and DJI is Significant diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tomco Energy Plc and DJI in the same portfolio assuming nothing else is changed.

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 stock 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 Performance0.0523
Market Risk Adjusted Performance1.49
Mean Deviation1.87
Coefficient Of Variation1894.96
Standard Deviation6.63
Variance43.96
Information Ratio0.057
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities 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.
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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.
Additionally, take a look at World Market Map. 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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Tomco OTC Stock analysis

When running Tomco Energy Plc 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 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.
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Is Tomco Energy'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 Tomco Energy. If investors know Tomco 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 Tomco Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Tomco Energy Plc is measured differently than its book value, which is the value of Tomco that is recorded on the company's balance sheet. Investors also form their own opinion of Tomco Energy's value that differs from its market value or its book value, called intrinsic value, which is Tomco Energy'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 Tomco Energy's market value can be influenced by many factors that don't directly affect Tomco Energy'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 Tomco Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine Tomco Energy value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tomco Energy'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.