Graphene Solar Technologies Stock Volatility
| GSTX Stock | USD 0.01 0.01 190.48% |
Graphene Solar is out of control given 3 months investment horizon. Graphene Solar Techn holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 13.05% are justified by taking the suggested risk. Use Graphene Solar Technologies risk adjusted performance of 0.1179, and Market Risk Adjusted Performance of 8.69 to evaluate company specific risk that cannot be diversified away. Key indicators related to Graphene Solar's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Graphene Solar 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 Graphene daily returns, and it is calculated using variance and standard deviation. We also use Graphene's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Graphene Solar volatility.
Graphene |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Graphene Solar 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 Graphene Solar at lower prices. For example, an investor can purchase Graphene 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 Graphene Solar'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 Graphene Pink Sheet
| 0.5 | PTAIF | PT Astra International | PairCorr |
| 0.48 | PIFMY | Indofood Sukses Makmur | PairCorr |
| 0.44 | PKX | POSCO Holdings | PairCorr |
| 0.36 | PTAIY | Astra International Tbk | PairCorr |
Graphene Solar Market Sensitivity And Downside Risk
Graphene Solar's beta coefficient measures the volatility of Graphene 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 Graphene pink sheet's returns against your selected market. In other words, Graphene Solar's beta of 1.41 provides an investor with an approximation of how much risk Graphene Solar pink sheet can potentially add to one of your existing portfolios. Graphene Solar Technologies is showing large volatility of returns over the selected time horizon. Graphene Solar Technologies is a penny stock. Although Graphene Solar may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Graphene Solar Technologies. 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 Graphene instrument if you perfectly time your entry and exit. However, remember that penny pink sheets 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 Graphene Solar Techn Demand TrendCheck current 90 days Graphene Solar correlation with market (NYSE Composite)Graphene Beta |
Graphene 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 | 73.14 |
It is essential to understand the difference between upside risk (as represented by Graphene Solar's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Graphene Solar's daily returns or price. Since the actual investment returns on holding a position in graphene 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 Graphene Solar.
Graphene Solar Techn Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Graphene Solar pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Graphene Solar's price changes. Investors will then calculate the volatility of Graphene Solar's 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 Graphene Solar's volatility:
Historical Volatility
This type of pink sheet volatility measures Graphene Solar's fluctuations based on previous trends. It's commonly used to predict Graphene Solar's 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 Graphene Solar's 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 Graphene Solar's 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. Graphene Solar Techn 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.
Graphene Solar Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 1.412 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Graphene Solar 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 Graphene Solar or Metals & Mining 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 Graphene Solar's 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 Graphene 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.
Graphene Solar Technologies has an alpha of 12.2439, implying that it can generate a 12.24 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Graphene Solar 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.Graphene Solar Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Graphene Solar is 560.43. The daily returns are distributed with a variance of 5349.26 and standard deviation of 73.14. The mean deviation of Graphene Solar Technologies is currently at 33.14. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 12.24 | |
β | Beta against NYSE Composite | 1.41 | |
σ | Overall volatility | 73.14 | |
Ir | Information ratio | 0.17 |
Graphene Solar Pink Sheet Return Volatility
Graphene Solar historical daily return volatility represents how much of Graphene Solar pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 73.1386% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.627% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Graphene Solar Volatility
Volatility is a rate at which the price of Graphene Solar 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 Graphene Solar may increase or decrease. In other words, similar to Graphene's beta indicator, it measures the risk of Graphene Solar and helps estimate the fluctuations that may happen in a short period of time. So if prices of Graphene Solar 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.Graphene Solar Technologies Limited produces high purity quartz sand in the United States. Graphene Solar Technologies Limited was incorporated in 2010 and is based in Newport Beach, California. Graphene Solar operates under Semiconductor Equipment Materials classification in the United States and is traded on OTC Exchange.
Graphene Solar'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 Graphene Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Graphene Solar's price varies over time.
3 ways to utilize Graphene Solar's volatility to invest better
Higher Graphene Solar's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Graphene Solar Techn 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. Graphene Solar Techn 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 Graphene Solar Techn investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Graphene Solar'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 Graphene Solar's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Graphene Solar Investment Opportunity
Graphene Solar Technologies has a volatility of 73.14 and is 116.1 times more volatile than NYSE Composite. 96 percent of all equities and portfolios are less risky than Graphene Solar. You can use Graphene Solar Technologies 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 Graphene Solar to be traded at $0.0153 in 90 days.Significant diversification
The correlation between Graphene Solar Technologies and NYA is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Graphene Solar Technologies and NYA in the same portfolio, assuming nothing else is changed.
Graphene Solar Additional Risk Indicators
The analysis of Graphene Solar'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 Graphene Solar's investment and either accepting that risk or mitigating it. Along with some common measures of Graphene Solar 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.
| Risk Adjusted Performance | 0.1179 | |||
| Market Risk Adjusted Performance | 8.69 | |||
| Mean Deviation | 31.3 | |||
| Semi Deviation | 16.66 | |||
| Downside Deviation | 48.89 | |||
| Coefficient Of Variation | 578.51 | |||
| Standard Deviation | 70.92 |
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.
Graphene Solar 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 Graphene Solar 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. Graphene Solar'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, Graphene Solar'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 Graphene Solar Technologies.
Additional Tools for Graphene Pink Sheet Analysis
When running Graphene Solar's price analysis, check to measure Graphene Solar'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 Graphene Solar is operating at the current time. Most of Graphene Solar's value examination focuses on studying past and present price action to predict the probability of Graphene Solar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graphene Solar's price. Additionally, you may evaluate how the addition of Graphene Solar to your portfolios can decrease your overall portfolio volatility.