Security First Intl Stock Volatility
Security First appears to be out of control, given 3 months investment horizon. Security First Intl owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0493, which indicates the firm had a 0.0493 % return per unit of risk over the last 3 months. By inspecting Security First's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please review Security First's Risk Adjusted Performance of 0.0553, semi deviation of 9.3, and Coefficient Of Variation of 2029.86 to confirm if our risk estimates are consistent with your expectations.
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Security First 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 Security daily returns, and it is calculated using variance and standard deviation. We also use Security's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Security First volatility.
Security First Intl Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Security First pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Security First's price changes. Investors will then calculate the volatility of Security First'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 Security First's volatility:
Historical Volatility
This type of pink sheet volatility measures Security First's fluctuations based on previous trends. It's commonly used to predict Security First'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 Security First'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 Security First's to be redeemed at a future date.Transformation |
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Security First Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 2.813 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Security First 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 Security First or Communication 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 Security First'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 Security 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.
Security First Intl has an alpha of 0.2877, implying that it can generate a 0.29 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
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What Drives a Security First 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.Security First Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Security First is 2029.86. The daily returns are distributed with a variance of 182.54 and standard deviation of 13.51. The mean deviation of Security First Intl is currently at 7.38. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.93
α | Alpha over Dow Jones | 0.29 | |
β | Beta against Dow Jones | 2.81 | |
σ | Overall volatility | 13.51 | |
Ir | Information ratio | 0.04 |
Security First Pink Sheet Return Volatility
Security First historical daily return volatility represents how much of Security First pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 13.5106% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8352% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Security First Volatility
Volatility is a rate at which the price of Security First 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 Security First may increase or decrease. In other words, similar to Security's beta indicator, it measures the risk of Security First and helps estimate the fluctuations that may happen in a short period of time. So if prices of Security First 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.GamesGamesGames Technology, Inc. focuses on the development, acquisition, and marketing of software applications, client-side and mobile software applications, and video game titles for various platforms. GamesGamesGames Technology, Inc. is based in Pensacola, Florida. Security First is traded on OTC Exchange in the United States.
Security First'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 Security Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Security First's price varies over time.
3 ways to utilize Security First's volatility to invest better
Higher Security First's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Security First Intl 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. Security First Intl 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 Security First Intl investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Security First'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 Security First's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Security First Investment Opportunity
Security First Intl has a volatility of 13.51 and is 16.08 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Security First Intl is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Security First Intl to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Security First to be traded at $0.1425 in 90 days.Average diversification
The correlation between Security First Intl and DJI is 0.19 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Security First Intl and DJI in the same portfolio, assuming nothing else is changed.
Security First Additional Risk Indicators
The analysis of Security First'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 Security First's investment and either accepting that risk or mitigating it. Along with some common measures of Security First 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 | 0.0553 | |||
| Market Risk Adjusted Performance | 0.2431 | |||
| Mean Deviation | 7.38 | |||
| Semi Deviation | 9.3 | |||
| Downside Deviation | 18.13 | |||
| Coefficient Of Variation | 2029.86 | |||
| Standard Deviation | 13.51 |
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.
Security First 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.
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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 Security First 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. Security First'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, Security First'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 Security First Intl.
Additional Tools for Security Pink Sheet Analysis
When running Security First's price analysis, check to measure Security First'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 Security First is operating at the current time. Most of Security First's value examination focuses on studying past and present price action to predict the probability of Security First's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Security First's price. Additionally, you may evaluate how the addition of Security First to your portfolios can decrease your overall portfolio volatility.