Vista OTC Stock Volatility

VVIT -  USA Stock  

USD 0.0028  0.00  0.00%

Vista Intl Tech owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0367, which indicates the firm had -0.0367% of return per unit of risk over the last 3 months. Macroaxis standpoint towards 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. Vista Intl Tech exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vista Intl risk adjusted performance of 0.0033, and Coefficient Of Variation of (11,105) to confirm the risk estimate we provide.

Vista Volatility 

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

90 Days Market Risk

Out of control

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Moves completely opposite to the market

Vista Intl Market Sensitivity And Downside Risk

Vista Intl's beta coefficient measures the volatility of Vista 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 Vista otc stock's returns against your selected market. In other words, Vista Intl's beta of -5.81 provides an investor with an approximation of how much risk Vista Intl otc stock can potentially add to one of your existing portfolios.
Let's try to break down what Vista's beta means in this case. As returns on the market increase, returns on owning Vista Intl are expected to decrease by larger amounts. On the other hand, during market turmoil, Vista Intl is expected to outperform it.
3 Months Beta |Analyze Vista Intl Tech Demand Trend
Check current 90 days Vista Intl correlation with market (DOW)

Vista Beta

    
  -5.81  
Vista 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

    
  22.65  
It is essential to understand the difference between upside risk (as represented by Vista Intl's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Vista Intl stock's daily returns or price. Since the actual investment returns on holding a position in Vista Intl 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 Vista Intl.

Vista Intl Tech OTC Stock Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Vista Intl Tech 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.

Vista Intl Projected Return Density Against Market

Given the investment horizon of 90 days Vista Intl Tech has a beta of -5.8092 . This entails as returns on its benchmark rise, returns on holding Vista Intl Tech are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Vista Intl 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 Vista Intl or Industrials 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 Vista Intl 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 Vista 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 a negative alpha, implying that the risk taken by holding this instrument is not justified. Vista Intl Tech is significantly underperforming DOW.
 Predicted Return Density 
      Returns 

Vista Intl 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 Vista Intl or Industrials 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 Vista Intl 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 Vista 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 Vista Intl is -2723.1. The daily returns are distributed with a variance of 513.18 and standard deviation of 22.65. The mean deviation of Vista Intl Tech is currently at 7.31. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
-0.07
β
Beta against DOW-5.81
σ
Overall volatility
22.65
Ir
Information ratio -0.01

Vista Intl OTC Stock Return Volatility

Vista Intl historical daily return volatility represents how much Vista Intl stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The firm inherits 22.6536% 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 Vista Intl Volatility

Volatility is a rate at which the price of Vista Intl 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 Vista Intl may increase or decrease. In other words, similar to Vista's beta indicator, it measures the risk of Vista Intl and helps estimate the fluctuations that may happen in a short period of time. So if prices of Vista Intl 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.
Vista International Technologies, Inc. engages in developing, commercializing, and operating renewable energy and waste-to-energy technologies and projects. Vista International Technologies, Inc. is headquartered in Commerce City, Colorado. Vista Intl operates under Waste Management classification in the United States and is traded on OTC Exchange. It employs 3 people.

Vista Intl Investment Opportunity

Vista Intl Tech has a volatility of 22.65 and is 31.9 times more volatile than DOW. 96  of all equities and portfolios are less risky than Vista Intl. Compared to the overall equity markets, volatility of historical daily returns of Vista Intl Tech is higher than 96 () of all global equities and portfolios over the last 90 days. Use Vista Intl Tech to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Vista Intl to be traded at $0.0028 in 90 days. . Let's try to break down what Vista's beta means in this case. As returns on the market increase, returns on owning Vista Intl are expected to decrease by larger amounts. On the other hand, during market turmoil, Vista Intl is expected to outperform it.

Good diversification

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

Vista Intl Additional Risk Indicators

The analysis of Vista Intl'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 Vista Intl's investment and either accepting that risk or mitigating it. Along with some common measures of Vista Intl 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 Performance0.0033
Market Risk Adjusted Performance0.0485
Mean Deviation7.91
Coefficient Of Variation(11,105)
Standard Deviation23.74
Variance563.71
Information Ratio(0.010569)
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.

Vista Intl 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 Vista Intl 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. Vista Intl'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, Vista Intl'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 Vista Intl Tech.
Also, please take a look at World Market Map. Note that the Vista Intl Tech information on this page should be used as a complementary analysis to other Vista Intl'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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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