Vu1 Corp OTC Stock Volatility

VUOC -  USA Stock  

USD 0.0001  0.00  0.00%

Vu1 Corp retains Efficiency (Sharpe Ratio) of -0.0342, which indicates the firm had -0.0342% of return per unit of risk over the last 3 months. Macroaxis approach into measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Vu1 Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vu1 Corp Downside Deviation of 57.57, market risk adjusted performance of 0.2141, and Risk Adjusted Performance of 0.0434 to confirm the risk estimate we provide.

Vu1 Corp Volatility 

 
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Vu1 Corp 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 Vu1 Corp daily returns, and it is calculated using variance and standard deviation. We also use Vu1 Corp's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Vu1 Corp volatility.

30 Days Market Risk

Out of control

Chance of Distress

Close to Average

30 Days Economic Sensitivity

Hyperactively responds to market trends

Vu1 Corp Market Sensitivity And Downside Risk

Vu1 Corp's beta coefficient measures the volatility of Vu1 Corp 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 Vu1 Corp otc stock's returns against your selected market. In other words, Vu1 Corp's beta of 9.81 provides an investor with an approximation of how much risk Vu1 Corp otc stock can potentially add to one of your existing portfolios.
Let's try to break down what Vu1 Corp's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vu1 Corp will likely underperform.
3 Months Beta |Analyze Vu1 Corp Demand Trend
Check current 90 days Vu1 Corp correlation with market (DOW)

Vu1 Corp Beta

    
  9.81  
Vu1 Corp 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

    
  28.44  
It is essential to understand the difference between upside risk (as represented by Vu1 Corp's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Vu1 Corp stock's daily returns or price. Since the actual investment returns on holding a position in Vu1 Corp 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 Vu1 Corp.

Vu1 Corp OTC Stock Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Vu1 Corp 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. View also all equity analysis or get more info about average price price transform indicator.

Vu1 Corp Projected Return Density Against Market

Given the investment horizon of 90 days the otc stock has the beta coefficient of 9.8148 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Vu1 Corp 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 Vu1 Corp or Consumer Cyclical 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 Vu1 Corp 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 Vu1 Corp 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 1.7366, implying that it can generate a 1.74 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

Vu1 Corp 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 Vu1 Corp or Consumer Cyclical 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 Vu1 Corp 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 Vu1 Corp 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.
Given the investment horizon of 90 days the coefficient of variation of Vu1 Corp is -2919.87. The daily returns are distributed with a variance of 808.85 and standard deviation of 28.44. The mean deviation of Vu1 Corp is currently at 11.95. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
1.74
β
Beta against DOW9.81
σ
Overall volatility
28.44
Ir
Information ratio 0.0466

Vu1 Corp OTC Stock Return Volatility

Vu1 Corp historical daily return volatility represents how much Vu1 Corp stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company inherits 28.4402% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 0.7131% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Vu1 Corp Volatility

Volatility is a rate at which the price of Vu1 Corp 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 Vu1 Corp may increase or decrease. In other words, similar to Vu1 Corp's beta indicator, it measures the risk of Vu1 Corp and helps estimate the fluctuations that may happen in a short period of time. So if prices of Vu1 Corp 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.
Vu1 Corporation develops, manufactures, and sells various mercury free light bulbs based on its proprietary light emitting technology. Vu1 Corporation was founded in 1990 and is headquartered in Berkeley, California. Vu1 Corp is traded on OTC Exchange in the United States.

Vu1 Corp Investment Opportunity

Vu1 Corp has a volatility of 28.44 and is 40.06 times more volatile than DOW. 96  of all equities and portfolios are less risky than Vu1 Corp. Compared to the overall equity markets, volatility of historical daily returns of Vu1 Corp is higher than 96 () of all global equities and portfolios over the last 90 days. Use Vu1 Corp to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Vu1 Corp to be traded at $1.0E-4 in 90 days. . Let's try to break down what Vu1 Corp's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vu1 Corp will likely underperform.

Average diversification

The correlation between Vu1 Corp and DJI is Average diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vu1 Corp and DJI in the same portfolio assuming nothing else is changed.

Vu1 Corp Additional Risk Indicators

The analysis of Vu1 Corp'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 Vu1 Corp's investment and either accepting that risk or mitigating it. Along with some common measures of Vu1 Corp 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 Performance0.0434
Market Risk Adjusted Performance0.2141
Mean Deviation17.2
Semi Deviation21.33
Downside Deviation57.57
Coefficient Of Variation2104.46
Standard Deviation42.36
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.

Vu1 Corp 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 Vu1 Corp 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. Vu1 Corp'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, Vu1 Corp'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 Vu1 Corp.
Also, please take a look at World Market Map. Note that the Vu1 Corp information on this page should be used as a complementary analysis to other Vu1 Corp'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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When running Vu1 Corp price analysis, check to measure Vu1 Corp'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 Vu1 Corp is operating at the current time. Most of Vu1 Corp's value examination focuses on studying past and present price action to predict the probability of Vu1 Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vu1 Corp's price. Additionally, you may evaluate how the addition of Vu1 Corp to your portfolios can decrease your overall portfolio volatility.
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The market value of Vu1 Corp is measured differently than its book value, which is the value of Vu1 Corp that is recorded on the company's balance sheet. Investors also form their own opinion of Vu1 Corp's value that differs from its market value or its book value, called intrinsic value, which is Vu1 Corp'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 Vu1 Corp's market value can be influenced by many factors that don't directly affect Vu1 Corp underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vu1 Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Vu1 Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vu1 Corp'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.