Yunhong Green (Germany) Volatility
| VCT Stock | EUR 1.19 0.01 0.83% |
Yunhong Green CTI shows Sharpe Ratio of -0.0457, which attests that the company had a -0.0457% return per unit of risk over the last 3 months. Yunhong Green CTI exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yunhong Green's Market Risk Adjusted Performance of (0.65), standard deviation of 3.19, and Mean Deviation of 2.21 to validate the risk estimate we provide. Key indicators related to Yunhong Green's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Yunhong Green 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 Yunhong daily returns, and it is calculated using variance and standard deviation. We also use Yunhong's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Yunhong Green volatility.
Yunhong |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Yunhong Green 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 Yunhong Green at lower prices. For example, an investor can purchase Yunhong 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 Yunhong Green'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 Yunhong Stock
| 0.5 | APC | Apple Inc | PairCorr |
| 0.49 | APC | Apple Inc | PairCorr |
| 0.49 | APC | Apple Inc | PairCorr |
| 0.48 | APC | Apple Inc | PairCorr |
Yunhong Green Market Sensitivity And Downside Risk
Yunhong Green's beta coefficient measures the volatility of Yunhong 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 Yunhong stock's returns against your selected market. In other words, Yunhong Green's beta of 0.23 provides an investor with an approximation of how much risk Yunhong Green stock can potentially add to one of your existing portfolios. Yunhong Green CTI exhibits very low volatility with skewness of 0.36 and kurtosis of 1.31. Yunhong Green CTI is a potential penny stock. Although Yunhong Green 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 Yunhong Green CTI. 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 Yunhong 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 Yunhong Green CTI Demand TrendCheck current 90 days Yunhong Green correlation with market (NYSE Composite)Yunhong Beta |
Yunhong 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 | 3.22 |
It is essential to understand the difference between upside risk (as represented by Yunhong Green's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Yunhong Green's daily returns or price. Since the actual investment returns on holding a position in yunhong 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 Yunhong Green.
Yunhong Green CTI Stock Volatility Analysis
Volatility refers to the frequency at which Yunhong Green stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Yunhong Green's price changes. Investors will then calculate the volatility of Yunhong Green's 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 Yunhong Green's volatility:
Historical Volatility
This type of stock volatility measures Yunhong Green's fluctuations based on previous trends. It's commonly used to predict Yunhong Green's 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 Yunhong Green's 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 Yunhong Green'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. Yunhong Green CTI 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.
Yunhong Green Projected Return Density Against Market
Assuming the 90 days trading horizon Yunhong Green has a beta of 0.2332 . This entails as returns on the market go up, Yunhong Green average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Yunhong Green CTI 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 Yunhong Green or Other 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 Yunhong Green'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 Yunhong 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.
Yunhong Green CTI has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Predicted Return Density |
| Returns |
What Drives a Yunhong Green 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.Yunhong Green Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Yunhong Green is -2187.73. The daily returns are distributed with a variance of 10.35 and standard deviation of 3.22. The mean deviation of Yunhong Green CTI is currently at 2.25. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | -0.17 | |
β | Beta against NYSE Composite | 0.23 | |
σ | Overall volatility | 3.22 | |
Ir | Information ratio | -0.07 |
Yunhong Green Stock Return Volatility
Yunhong Green historical daily return volatility represents how much of Yunhong Green stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 3.2164% volatility of returns over the 90 days investment horizon. By contrast, NYSE Composite accepts 0.5776% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Yunhong Green Volatility
Volatility is a rate at which the price of Yunhong Green 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 Yunhong Green may increase or decrease. In other words, similar to Yunhong's beta indicator, it measures the risk of Yunhong Green and helps estimate the fluctuations that may happen in a short period of time. So if prices of Yunhong Green 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.3 ways to utilize Yunhong Green's volatility to invest better
Higher Yunhong Green's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Yunhong Green CTI 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. Yunhong Green CTI 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 Yunhong Green CTI investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Yunhong Green'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 Yunhong Green's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Yunhong Green Investment Opportunity
Yunhong Green CTI has a volatility of 3.22 and is 5.55 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Yunhong Green CTI is lower than 28 percent of all global equities and portfolios over the last 90 days. You can use Yunhong Green CTI to protect your portfolios against small market fluctuations. The stock experiences a moderate downward daily trend and can be a good diversifier. Check odds of Yunhong Green to be traded at €1.1662 in 90 days.Significant diversification
The correlation between Yunhong Green CTI and NYA is 0.05 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Yunhong Green CTI and NYA in the same portfolio, assuming nothing else is changed.
Yunhong Green Additional Risk Indicators
The analysis of Yunhong Green'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 Yunhong Green's investment and either accepting that risk or mitigating it. Along with some common measures of Yunhong Green 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.
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.65) | |||
| Mean Deviation | 2.21 | |||
| Coefficient Of Variation | (2,206) | |||
| Standard Deviation | 3.19 | |||
| Variance | 10.17 | |||
| Information Ratio | (0.07) |
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.
Yunhong Green 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 Yunhong Green 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. Yunhong Green'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, Yunhong Green'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 Yunhong Green CTI.
When determining whether Yunhong Green CTI is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Yunhong Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Yunhong Green Cti Stock. Highlighted below are key reports to facilitate an investment decision about Yunhong Green Cti Stock: Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Yunhong Green CTI. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for Yunhong Stock analysis
When running Yunhong Green's price analysis, check to measure Yunhong Green'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 Yunhong Green is operating at the current time. Most of Yunhong Green's value examination focuses on studying past and present price action to predict the probability of Yunhong Green's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yunhong Green's price. Additionally, you may evaluate how the addition of Yunhong Green to your portfolios can decrease your overall portfolio volatility.
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