Tdh Holdings Stock Volatility

PETZ Stock  USD 1.18  0.01  0.85%   
We consider TDH Holdings extremely dangerous. TDH Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0172, which indicates the firm had a 0.0172% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for TDH Holdings, which you can use to evaluate the volatility of the company. Please validate TDH Holdings' coefficient of variation of 1888.82, and Risk Adjusted Performance of 0.0384 to confirm if the risk estimate we provide is consistent with the expected return of 0.0915%. Key indicators related to TDH Holdings' volatility include:
30 Days Market Risk
Chance Of Distress
30 Days Economic Sensitivity
TDH Holdings 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 TDH daily returns, and it is calculated using variance and standard deviation. We also use TDH's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of TDH Holdings volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as TDH Holdings 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 TDH Holdings at lower prices. For example, an investor can purchase TDH 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 TDH Holdings' 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 TDH Stock

  0.43FMX Fomento Economico Financial Report 26th of April 2024 PairCorr
  0.42UVV UniversalPairCorr
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TDH Holdings Market Sensitivity And Downside Risk

TDH Holdings' beta coefficient measures the volatility of TDH 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 TDH stock's returns against your selected market. In other words, TDH Holdings's beta of 1.72 provides an investor with an approximation of how much risk TDH Holdings stock can potentially add to one of your existing portfolios. TDH Holdings shows above-average downside volatility for the selected time horizon. TDH Holdings is a potential penny stock. Although TDH Holdings may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in TDH Holdings. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on TDH instrument if you perfectly time your entry and exit. However, remember that penny 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 TDH Holdings Demand Trend
Check current 90 days TDH Holdings correlation with market (NYSE Composite)

TDH Beta

    
  1.72  
TDH 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

    
  5.32  
It is essential to understand the difference between upside risk (as represented by TDH Holdings's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of TDH Holdings' daily returns or price. Since the actual investment returns on holding a position in tdh 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 TDH Holdings.

TDH Holdings Stock Volatility Analysis

Volatility refers to the frequency at which TDH Holdings stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with TDH Holdings' price changes. Investors will then calculate the volatility of TDH Holdings' stock to predict their future moves. A 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 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 TDH Holdings' volatility:

Historical Volatility

This type of stock volatility measures TDH Holdings' fluctuations based on previous trends. It's commonly used to predict TDH Holdings' 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 TDH Holdings' current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on TDH Holdings' 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. TDH Holdings 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.

TDH Holdings Projected Return Density Against Market

Given the investment horizon of 90 days the stock has the beta coefficient of 1.7159 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, TDH Holdings 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 TDH Holdings or Food Products 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 TDH Holdings' 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 TDH 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.
TDH Holdings has an alpha of 0.0546, implying that it can generate a 0.0546 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
TDH Holdings' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how tdh stock'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 TDH Holdings Price Volatility?

Several factors can influence a 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.

TDH Holdings Stock Risk Measures

Given the investment horizon of 90 days the coefficient of variation of TDH Holdings is 5812.81. The daily returns are distributed with a variance of 28.3 and standard deviation of 5.32. The mean deviation of TDH Holdings is currently at 3.49. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.56
α
Alpha over NYSE Composite
0.05
β
Beta against NYSE Composite1.72
σ
Overall volatility
5.32
Ir
Information ratio 0.03

TDH Holdings Stock Return Volatility

TDH Holdings historical daily return volatility represents how much of TDH Holdings stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 5.3201% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.573% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About TDH Holdings Volatility

Volatility is a rate at which the price of TDH Holdings 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 TDH Holdings may increase or decrease. In other words, similar to TDH's beta indicator, it measures the risk of TDH Holdings and helps estimate the fluctuations that may happen in a short period of time. So if prices of TDH Holdings 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.
Last ReportedProjected for 2024
Selling And Marketing Expenses82.2 K78.1 K
TDH Holdings' 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 TDH Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much TDH Holdings' price varies over time.

3 ways to utilize TDH Holdings' volatility to invest better

Higher TDH Holdings' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of TDH 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. TDH 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 TDH Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in TDH Holdings' 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 TDH Holdings' 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.

TDH Holdings Investment Opportunity

TDH Holdings has a volatility of 5.32 and is 9.33 times more volatile than NYSE Composite. 46 percent of all equities and portfolios are less risky than TDH Holdings. You can use TDH Holdings to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of TDH Holdings to be traded at $1.298 in 90 days.

Average diversification

The correlation between TDH Holdings and NYA is 0.18 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding TDH Holdings and NYA in the same portfolio, assuming nothing else is changed.

TDH Holdings Additional Risk Indicators

The analysis of TDH Holdings' 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 TDH Holdings' investment and either accepting that risk or mitigating it. Along with some common measures of TDH Holdings 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.
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 stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

TDH Holdings 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 TDH Holdings 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. TDH Holdings' 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, TDH Holdings' 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 TDH Holdings.
When determining whether TDH Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of TDH Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Tdh Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tdh Holdings Stock:
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in TDH Holdings. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in estimate.
For more information on how to buy TDH Stock please use our How to Invest in TDH Holdings guide.
You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.

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When running TDH Holdings' price analysis, check to measure TDH Holdings' 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 TDH Holdings is operating at the current time. Most of TDH Holdings' value examination focuses on studying past and present price action to predict the probability of TDH Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TDH Holdings' price. Additionally, you may evaluate how the addition of TDH Holdings to your portfolios can decrease your overall portfolio volatility.
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Is TDH Holdings' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of TDH Holdings. If investors know TDH will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about TDH Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share
0.2
Revenue Per Share
0.318
Quarterly Revenue Growth
0.07
Return On Assets
(0.03)
Return On Equity
0.1047
The market value of TDH Holdings is measured differently than its book value, which is the value of TDH that is recorded on the company's balance sheet. Investors also form their own opinion of TDH Holdings' value that differs from its market value or its book value, called intrinsic value, which is TDH Holdings' 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 TDH Holdings' market value can be influenced by many factors that don't directly affect TDH Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between TDH Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if TDH Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TDH Holdings' 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.