Wuxi Biologics Stock Volatility

WXIBF Stock  USD 1.90  0.16  9.20%   
WuXi Biologics shows Sharpe Ratio of -0.16, which attests that the company had a -0.16% return per unit of risk over the last 3 months. WuXi Biologics exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out WuXi Biologics' Market Risk Adjusted Performance of (1.92), mean deviation of 3.44, and Standard Deviation of 5.85 to validate the risk estimate we provide. Key indicators related to WuXi Biologics' volatility include:
720 Days Market Risk
Chance Of Distress
720 Days Economic Sensitivity
WuXi Biologics 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 WuXi daily returns, and it is calculated using variance and standard deviation. We also use WuXi's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of WuXi Biologics volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as WuXi Biologics 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 WuXi Biologics at lower prices. For example, an investor can purchase WuXi 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 WuXi Biologics' 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.

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WuXi Biologics Market Sensitivity And Downside Risk

WuXi Biologics' beta coefficient measures the volatility of WuXi pink sheet 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 WuXi pink sheet's returns against your selected market. In other words, WuXi Biologics's beta of 0.46 provides an investor with an approximation of how much risk WuXi Biologics pink sheet can potentially add to one of your existing portfolios. WuXi Biologics exhibits very low volatility with skewness of -1.38 and kurtosis of 3.91. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure WuXi Biologics' 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 WuXi Biologics' 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 financial instruments as prices fall.
3 Months Beta |Analyze WuXi Biologics Demand Trend
Check current 90 days WuXi Biologics correlation with market (NYSE Composite)

WuXi Beta

    
  0.46  
WuXi 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

    
  5.74  
It is essential to understand the difference between upside risk (as represented by WuXi Biologics's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of WuXi Biologics' daily returns or price. Since the actual investment returns on holding a position in wuxi 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 WuXi Biologics.

WuXi Biologics Pink Sheet Volatility Analysis

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

Historical Volatility

This type of pink sheet volatility measures WuXi Biologics' fluctuations based on previous trends. It's commonly used to predict WuXi Biologics' 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 WuXi Biologics' 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 WuXi Biologics' 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. WuXi Biologics 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.

WuXi Biologics Projected Return Density Against Market

Assuming the 90 days horizon WuXi Biologics has a beta of 0.4624 . This entails as returns on the market go up, WuXi Biologics average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding WuXi Biologics 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 WuXi Biologics or Healthcare 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 WuXi Biologics' 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 WuXi 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.
WuXi Biologics has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming NYSE Composite.
   Predicted Return Density   
       Returns  
WuXi Biologics' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how wuxi 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 a WuXi Biologics 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.

WuXi Biologics Pink Sheet Risk Measures

Assuming the 90 days horizon the coefficient of variation of WuXi Biologics is -626.36. The daily returns are distributed with a variance of 32.93 and standard deviation of 5.74. The mean deviation of WuXi Biologics is currently at 3.32. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
-0.95
β
Beta against NYSE Composite0.46
σ
Overall volatility
5.74
Ir
Information ratio -0.17

WuXi Biologics Pink Sheet Return Volatility

WuXi Biologics historical daily return volatility represents how much of WuXi Biologics pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 5.7381% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.573% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About WuXi Biologics Volatility

Volatility is a rate at which the price of WuXi Biologics 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 WuXi Biologics may increase or decrease. In other words, similar to WuXi's beta indicator, it measures the risk of WuXi Biologics and helps estimate the fluctuations that may happen in a short period of time. So if prices of WuXi Biologics 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.
WuXi Biologics Inc. provides end-to-end solutions and services for biologics discovery, development and manufacturing in the Peoples Republic of China, North America, Europe, and internationally. The company was incorporated in 2014 and is headquartered in Wuxi, China. Wuxi Biologics is traded on OTC Exchange in the United States.
WuXi Biologics' 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 WuXi Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much WuXi Biologics' price varies over time.

3 ways to utilize WuXi Biologics' volatility to invest better

Higher WuXi Biologics' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of WuXi Biologics 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. WuXi Biologics 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 WuXi Biologics investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in WuXi Biologics' 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 WuXi Biologics' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

WuXi Biologics Investment Opportunity

WuXi Biologics has a volatility of 5.74 and is 10.07 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of WuXi Biologics is higher than 50 percent of all global equities and portfolios over the last 90 days. You can use WuXi Biologics to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of WuXi Biologics to be traded at $2.38 in 90 days.

Significant diversification

The correlation between WuXi Biologics and NYA is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WuXi Biologics and NYA in the same portfolio, assuming nothing else is changed.

WuXi Biologics Additional Risk Indicators

The analysis of WuXi Biologics' 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 WuXi Biologics' investment and either accepting that risk or mitigating it. Along with some common measures of WuXi Biologics pink sheet'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.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

WuXi Biologics 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.
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 WuXi Biologics 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. WuXi Biologics' 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, WuXi Biologics' 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 WuXi Biologics.
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in WuXi Biologics. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics.
Note that the WuXi Biologics information on this page should be used as a complementary analysis to other WuXi Biologics' 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 the Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for WuXi Pink Sheet analysis

When running WuXi Biologics' price analysis, check to measure WuXi Biologics' 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 WuXi Biologics is operating at the current time. Most of WuXi Biologics' value examination focuses on studying past and present price action to predict the probability of WuXi Biologics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WuXi Biologics' price. Additionally, you may evaluate how the addition of WuXi Biologics to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between WuXi Biologics' value and its price as these two are different measures arrived at by different means. Investors typically determine if WuXi Biologics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WuXi Biologics' 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.