Virgin Orbit Holdings Volatility
| VORBDelisted Stock | USD 0.04 0 14.00% |
We have found twenty-three technical indicators for Virgin Orbit Holdings, which you can use to evaluate the volatility of the company. Please validate Virgin Orbit's Risk Adjusted Performance of (0.02), coefficient of variation of (2,011), and Variance of 821.45 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Virgin Orbit's volatility include:
270 Days Market Risk | Chance Of Distress | 270 Days Economic Sensitivity |
Virgin Orbit 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 Virgin daily returns, and it is calculated using variance and standard deviation. We also use Virgin's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Virgin Orbit volatility.
Virgin |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Virgin Orbit 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 Virgin Orbit at lower prices. For example, an investor can purchase Virgin 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 Virgin Orbit'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 against Virgin Stock
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| 0.66 | BAC | Bank of America Aggressive Push | PairCorr |
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Virgin Orbit Market Sensitivity And Downside Risk
Virgin Orbit's beta coefficient measures the volatility of Virgin 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 Virgin stock's returns against your selected market. In other words, Virgin Orbit's beta of -9.98 provides an investor with an approximation of how much risk Virgin Orbit stock can potentially add to one of your existing portfolios. Virgin Orbit Holdings is displaying above-average volatility over the selected time horizon. Virgin Orbit Holdings is a penny stock. Although Virgin Orbit may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Virgin Orbit Holdings. 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 Virgin instrument if you perfectly time your entry and exit. However, remember that penny delisted 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 Virgin Orbit Holdings Demand TrendCheck current 90 days Virgin Orbit correlation with market (NYSE Composite)Virgin Beta |
Virgin 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by Virgin Orbit's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Virgin Orbit's daily returns or price. Since the actual investment returns on holding a position in virgin 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 Virgin Orbit.
Virgin Orbit Holdings Stock Volatility Analysis
Volatility refers to the frequency at which Virgin Orbit delisted stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Virgin Orbit's price changes. Investors will then calculate the volatility of Virgin Orbit's stock to predict their future moves. A delisted 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 delisted 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 Virgin Orbit's volatility:
Historical Volatility
This type of delisted stock volatility measures Virgin Orbit's fluctuations based on previous trends. It's commonly used to predict Virgin Orbit'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 Virgin Orbit's current market price. This means that the delisted stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Virgin Orbit's to be redeemed at a future date.Transformation |
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Virgin Orbit Projected Return Density Against Market
Given the investment horizon of 90 days Virgin Orbit Holdings has a beta of -9.9811 . This entails as returns on its benchmark rise, returns on holding Virgin Orbit Holdings are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Virgin Orbit 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 Virgin Orbit or Machinery 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 Virgin Orbit'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 Virgin delisted 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.
Virgin Orbit Holdings 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 Virgin Orbit Price Volatility?
Several factors can influence a delisted 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.Virgin Orbit Stock Return Volatility
Virgin Orbit historical daily return volatility represents how much of Virgin Orbit delisted stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.6294% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Virgin Orbit Volatility
Volatility is a rate at which the price of Virgin Orbit 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 Virgin Orbit may increase or decrease. In other words, similar to Virgin's beta indicator, it measures the risk of Virgin Orbit and helps estimate the fluctuations that may happen in a short period of time. So if prices of Virgin Orbit 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.Virgin Orbit Holdings, Inc., a vertically integrated aerospace company, designs and develops commercial space orbital air pad launch solutions for small satellites across government, research, and education industries. It offers launch services for national security and defense rideshare satellite launch services civil spaceports and space solutions. Virgin Orbit operates under Aerospace Defense classification in the United States and is traded on NASDAQ Exchange. It employs 660 people.
Virgin Orbit'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 Virgin Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Virgin Orbit's price varies over time.
3 ways to utilize Virgin Orbit's volatility to invest better
Higher Virgin Orbit's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Virgin Orbit Holdings 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. Virgin Orbit Holdings 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 Virgin Orbit Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Virgin Orbit'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 Virgin Orbit's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Virgin Orbit Investment Opportunity
NYSE Composite has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than Virgin Orbit Holdings. 0 percent of all equities and portfolios are less risky than Virgin Orbit. You can use Virgin Orbit Holdings to enhance the returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of Virgin Orbit to be traded at $0.0499 in 90 days.Very good diversification
The correlation between Virgin Orbit Holdings and NYA is -0.21 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Virgin Orbit Holdings and NYA in the same portfolio, assuming nothing else is changed.
Virgin Orbit Additional Risk Indicators
The analysis of Virgin Orbit'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 Virgin Orbit's investment and either accepting that risk or mitigating it. Along with some common measures of Virgin Orbit 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 | (0.02) | |||
| Market Risk Adjusted Performance | 0.1538 | |||
| Mean Deviation | 17.47 | |||
| Coefficient Of Variation | (2,011) | |||
| Standard Deviation | 28.66 | |||
| Variance | 821.45 | |||
| Information Ratio | (0.05) |
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 delisted stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Virgin Orbit 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 Virgin Orbit 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. Virgin Orbit'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, Virgin Orbit'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 Virgin Orbit Holdings.
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Other Consideration for investing in Virgin Stock
If you are still planning to invest in Virgin Orbit Holdings check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Virgin Orbit's history and understand the potential risks before investing.
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