UOL Pink Sheet Volatility

Pink Sheets . USA . 
Stock . UOL Group Ltd
UOLGY Stock  USD 20.04  0.28  1.38%   
We consider UOL very steady. UOL Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0409, which indicates the firm had 0.0409% of return per unit of standard deviation 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 UOL Group, which you can use to evaluate the future volatility of the company. Please validate UOL risk adjusted performance of 0.031, and Coefficient Of Variation of 3531.28 to confirm if the risk estimate we provide is consistent with the expected return of 0.0568%.
  
UOL 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 UOL daily returns, and it is calculated using variance and standard deviation. We also use UOL's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of UOL volatility.

90 Days Market Risk

Very steady

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Follows the market closely
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as UOL 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 UOL at lower prices. For example, an investor can purchase UOL 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 UOL'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 UOL

+0.76SUHJYSun Hung KaiPairCorr
+0.73CAOVFChina Overseas LandPairCorr

UOL Market Sensitivity And Downside Risk

UOL's beta coefficient measures the volatility of UOL 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 UOL pink sheet's returns against your selected market. In other words, UOL's beta of 0.73 provides an investor with an approximation of how much risk UOL pink sheet can potentially add to one of your existing portfolios.
UOL Group has relatively low volatility with skewness of -0.06 and kurtosis of 0.34. However, we advise all investors to independently investigate UOL Group to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure UOL's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact UOL's pink sheet price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze UOL Group Demand Trend
Check current 90 days UOL correlation with market (NYSE Composite)

UOL Beta

    
  0.73  
UOL 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

    
  1.39  
It is essential to understand the difference between upside risk (as represented by UOL's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of UOL's daily returns or price. Since the actual investment returns on holding a position in uol 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 UOL.

UOL Group Pink Sheet Volatility Analysis

Volatility refers to the frequency at which UOL pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with UOL's price changes. Investors will then calculate the volatility of UOL'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 UOL's volatility:

Historical Volatility

This type of pink sheet volatility measures UOL's fluctuations based on previous trends. It's commonly used to predict UOL's 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 UOL'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 UOL'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. Developed by Larry Williams, the Weighted Close is the average of UOL Group high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only UOL closing price as input.
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UOL Projected Return Density Against Market

Assuming the 90 days horizon UOL has a beta of 0.7286 . This usually implies as returns on the market go up, UOL average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding UOL Group 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 UOL or Real Estate 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 UOL'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 UOL 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 0.0531, implying that it can generate a 0.0531 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
UOL's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how uol 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 an UOL 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.

UOL 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 UOL or Real Estate 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 UOL'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 UOL 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 UOL is 2442.21. The daily returns are distributed with a variance of 1.93 and standard deviation of 1.39. The mean deviation of UOL Group is currently at 1.12. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.95
α
Alpha over NYSE Composite		0.05
β
Beta against NYSE Composite0.73
σ
Overall volatility		1.39
Ir
Information ratio 0.0369

UOL Pink Sheet Return Volatility

UOL historical daily return volatility represents how much of UOL pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.3878% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.9499% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About UOL Volatility

Volatility is a rate at which the price of UOL 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 UOL may increase or decrease. In other words, similar to UOL's beta indicator, it measures the risk of UOL and helps estimate the fluctuations that may happen in a short period of time. So if prices of UOL 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.
UOL Group Limited primarily engages in property development and investment, and hotel businesses. UOL Group Limited was incorporated in 1963 and is based in Singapore. Uol operates under Real EstateDevelopment classification in the United States and is traded on OTC Exchange. It employs 1500 people.
UOL'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 UOL Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much UOL's price varies over time.

3 ways to utilize UOL's volatility to invest better

Higher UOL's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of UOL Group 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
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