Exchange Bankshares Stock Volatility
| EXCH Stock | USD 50.00 0.00 0.00% |
Exchange Bankshares is very steady at the moment. Exchange Bankshares secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Exchange Bankshares, which you can use to evaluate the volatility of the firm. Please confirm Exchange Bankshares' Downside Deviation of 3.3, semi deviation of 1.23, and Mean Deviation of 1.4 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Key indicators related to Exchange Bankshares' volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Exchange Bankshares 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 Exchange daily returns, and it is calculated using variance and standard deviation. We also use Exchange's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Exchange Bankshares volatility.
Exchange |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Exchange Bankshares at lower prices. For example, an investor can purchase Exchange stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with Exchange Pink Sheet
| 0.87 | HDB | HDFC Bank Limited | PairCorr |
| 0.85 | BBDC4 | Banco Bradesco SA | PairCorr |
| 0.79 | IBN | ICICI Bank Limited | PairCorr |
Moving against Exchange Pink Sheet
Exchange Bankshares Market Sensitivity And Downside Risk
Exchange Bankshares' beta coefficient measures the volatility of Exchange 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 Exchange pink sheet's returns against your selected market. In other words, Exchange Bankshares's beta of 0.2 provides an investor with an approximation of how much risk Exchange Bankshares pink sheet can potentially add to one of your existing portfolios. Exchange Bankshares shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Exchange Bankshares' 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 Exchange Bankshares' 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 Exchange Bankshares Demand TrendCheck current 90 days Exchange Bankshares correlation with market (Dow Jones Industrial)Exchange Beta |
Exchange 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 | 0.83 |
It is essential to understand the difference between upside risk (as represented by Exchange Bankshares's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Exchange Bankshares' daily returns or price. Since the actual investment returns on holding a position in exchange 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 Exchange Bankshares.
Exchange Bankshares Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Exchange Bankshares pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Exchange Bankshares' price changes. Investors will then calculate the volatility of Exchange Bankshares' 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 Exchange Bankshares' volatility:
Historical Volatility
This type of pink sheet volatility measures Exchange Bankshares' fluctuations based on previous trends. It's commonly used to predict Exchange Bankshares' 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 Exchange Bankshares' 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 Exchange Bankshares' 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. Exchange Bankshares 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.
Exchange Bankshares Projected Return Density Against Market
Given the investment horizon of 90 days Exchange Bankshares has a beta of 0.1996 suggesting as returns on the market go up, Exchange Bankshares average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Exchange Bankshares 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 Exchange Bankshares or Financial Services 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 Exchange Bankshares' 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 Exchange 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.
Exchange Bankshares has an alpha of 0.3865, implying that it can generate a 0.39 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Exchange Bankshares 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.Exchange Bankshares Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Exchange Bankshares is 806.4. The daily returns are distributed with a variance of 0.7 and standard deviation of 0.83. The mean deviation of Exchange Bankshares is currently at 0.36. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 1.64
α | Alpha over Dow Jones | 0.39 | |
β | Beta against Dow Jones | 0.20 | |
σ | Overall volatility | 0.83 | |
Ir | Information ratio | 0.16 |
Exchange Bankshares Pink Sheet Return Volatility
Exchange Bankshares historical daily return volatility represents how much of Exchange Bankshares pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.8344% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 1.6724% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Exchange Bankshares Volatility
Volatility is a rate at which the price of Exchange Bankshares 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 Exchange Bankshares may increase or decrease. In other words, similar to Exchange's beta indicator, it measures the risk of Exchange Bankshares and helps estimate the fluctuations that may happen in a short period of time. So if prices of Exchange Bankshares 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.Exchange Bankshares, Inc. operates as the holding company for Exchange Bank that provides personal and business banking products and services in Georgia. The company was founded in 1903 and is based in Milledgeville, Georgia. Exchange Bankshares operates under BanksRegional classification in the United States and is traded on OTC Exchange.
Exchange Bankshares' 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 Exchange Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Exchange Bankshares' price varies over time.
3 ways to utilize Exchange Bankshares' volatility to invest better
Higher Exchange Bankshares' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Exchange Bankshares 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. Exchange Bankshares 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 Exchange Bankshares investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Exchange Bankshares' 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 Exchange Bankshares' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Exchange Bankshares Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 1.67 and is 2.01 times more volatile than Exchange Bankshares. 7 percent of all equities and portfolios are less risky than Exchange Bankshares. You can use Exchange Bankshares to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Exchange Bankshares to be traded at $49.5 in 90 days.Average diversification
The correlation between Exchange Bankshares and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Exchange Bankshares and DJI in the same portfolio, assuming nothing else is changed.
Exchange Bankshares Additional Risk Indicators
The analysis of Exchange Bankshares' 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 Exchange Bankshares' investment and either accepting that risk or mitigating it. Along with some common measures of Exchange Bankshares 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 | 0.2902 | |||
| Market Risk Adjusted Performance | 1.98 | |||
| Mean Deviation | 1.4 | |||
| Semi Deviation | 1.23 | |||
| Downside Deviation | 3.3 | |||
| Coefficient Of Variation | 570.8 | |||
| Standard Deviation | 2.3 |
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.
Exchange Bankshares 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 Exchange Bankshares 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. Exchange Bankshares' 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, Exchange Bankshares' 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 Exchange Bankshares.
Complementary Tools for Exchange Pink Sheet analysis
When running Exchange Bankshares' price analysis, check to measure Exchange Bankshares' 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 Exchange Bankshares is operating at the current time. Most of Exchange Bankshares' value examination focuses on studying past and present price action to predict the probability of Exchange Bankshares' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exchange Bankshares' price. Additionally, you may evaluate how the addition of Exchange Bankshares to your portfolios can decrease your overall portfolio volatility.
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