Transportation And Logistics Stock Volatility
| TLSS Stock | USD 0.0002 0.0001 100.00% |
Transportation is out of control given 3 months investment horizon. Transportation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 8.87% are justified by taking the suggested risk. Use Transportation Risk Adjusted Performance of 0.186, coefficient of variation of 530.0, and Semi Deviation of 26.59 to evaluate company specific risk that cannot be diversified away. Key indicators related to Transportation's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Transportation 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 Transportation daily returns, and it is calculated using variance and standard deviation. We also use Transportation's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Transportation volatility.
Transportation |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Transportation 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 Transportation at lower prices. For example, an investor can purchase Transportation 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 Transportation'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 Transportation Pink Sheet
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| 0.47 | BAC | Bank of America | PairCorr |
| 0.47 | T | ATT Inc Earnings Call This Week | PairCorr |
| 0.46 | GE | GE Aerospace Earnings Call Tomorrow | PairCorr |
| 0.46 | MSFT | Microsoft | PairCorr |
Transportation Market Sensitivity And Downside Risk
Transportation's beta coefficient measures the volatility of Transportation 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 Transportation pink sheet's returns against your selected market. In other words, Transportation's beta of -2.33 provides an investor with an approximation of how much risk Transportation pink sheet can potentially add to one of your existing portfolios. Transportation and Logistics is showing large volatility of returns over the selected time horizon. Transportation and Logistics appears to be a penny stock. Although Transportation and Logistics may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in Transportation and Logistics or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Transportation 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 Transportation Demand TrendCheck current 90 days Transportation correlation with market (Dow Jones Industrial)Transportation Beta |
Transportation 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 | 47.02 |
It is essential to understand the difference between upside risk (as represented by Transportation's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Transportation's daily returns or price. Since the actual investment returns on holding a position in transportation 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 Transportation.
Transportation Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Transportation pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Transportation's price changes. Investors will then calculate the volatility of Transportation'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 Transportation's volatility:
Historical Volatility
This type of pink sheet volatility measures Transportation's fluctuations based on previous trends. It's commonly used to predict Transportation'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 Transportation'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 Transportation'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. Transportation 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.
Transportation Projected Return Density Against Market
Given the investment horizon of 90 days Transportation and Logistics has a beta of -2.3253 . This usually implies as returns on its benchmark rise, returns on holding Transportation and Logistics are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Transportation is expected to outperform its benchmark.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 Transportation or Air Freight & Logistics 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 Transportation'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 Transportation 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.
Transportation and Logistics has an alpha of 9.1651, implying that it can generate a 9.17 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Transportation 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.Transportation Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Transportation is 530.0. The daily returns are distributed with a variance of 2210.54 and standard deviation of 47.02. The mean deviation of Transportation and Logistics is currently at 35.74. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.93
α | Alpha over Dow Jones | 9.17 | |
β | Beta against Dow Jones | -2.33 | |
σ | Overall volatility | 47.02 | |
Ir | Information ratio | 0.19 |
Transportation Pink Sheet Return Volatility
Transportation historical daily return volatility represents how much of Transportation pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 47.0164% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7819% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Transportation Volatility
Volatility is a rate at which the price of Transportation 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 Transportation may increase or decrease. In other words, similar to Transportation's beta indicator, it measures the risk of Transportation and helps estimate the fluctuations that may happen in a short period of time. So if prices of Transportation 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.Transportation and Logistics Systems, Inc., through its subsidiaries, operates as a logistics and transportation company the United States. Transportation and Logistics Systems, Inc. is based in Jupiter, Florida. TRANSPORTATION LOGISTICS operates under Trucking classification in the United States and is traded on OTC Exchange. It employs 40 people.
Transportation'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 Transportation Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Transportation's price varies over time.
3 ways to utilize Transportation's volatility to invest better
Higher Transportation's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Transportation 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. Transportation 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 Transportation investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Transportation'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 Transportation's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Transportation Investment Opportunity
Transportation and Logistics has a volatility of 47.02 and is 60.28 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Transportation and Logistics is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Transportation and Logistics 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 Transportation to be traded at $3.0E-4 in 90 days.Good diversification
The correlation between Transportation and Logistics and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Transportation and Logistics and DJI in the same portfolio, assuming nothing else is changed.
Transportation Additional Risk Indicators
The analysis of Transportation'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 Transportation's investment and either accepting that risk or mitigating it. Along with some common measures of Transportation 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 | 0.186 | |||
| Market Risk Adjusted Performance | (3.80) | |||
| Mean Deviation | 35.74 | |||
| Semi Deviation | 26.59 | |||
| Downside Deviation | 46.35 | |||
| Coefficient Of Variation | 530.0 | |||
| Standard Deviation | 47.02 |
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.
Transportation 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 Transportation 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. Transportation'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, Transportation'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 Transportation and Logistics.
Additional Tools for Transportation Pink Sheet Analysis
When running Transportation's price analysis, check to measure Transportation'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 Transportation is operating at the current time. Most of Transportation's value examination focuses on studying past and present price action to predict the probability of Transportation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Transportation's price. Additionally, you may evaluate how the addition of Transportation to your portfolios can decrease your overall portfolio volatility.