Beyond Commerce Stock Volatility
| BYOC Stock | USD 0.0001 0.00 0.00% |
Beyond Commerce continues to trade with a very high volatility profile through the current horizon. Measured over the selected window, Beyond Commerce has a Sharpe Ratio (Efficiency) of -0.14, supporting negative efficiency readings over the last 3 months. We reviewed 19 technical indicators influencing the latest risk profile.
Sharpe Ratio = -0.1414
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BYOC |
Latest disclosures for Beyond Commerce show a Market Risk Adjusted Performance of 1.4%, a Risk of 41.26, and a Risk Adjusted Performance of 0.1%. Beyond Commerce has not reached its return potential based on moving average analysis. Including it in a well-diversified portfolio can reduce portfolio-level risk.
Key indicators related to Beyond Commerce's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Investors holding Beyond Commerce should monitor Beyond Commerce's rolling volatility as part of ongoing risk management. A sudden spike in Beyond Commerce volatility, even without a directional price move, can signal increased uncertainty and potential for larger price swings ahead.
Beyond |
Volatility Strategy
Volatility clustering in Beyond Commerce may influence portfolio rebalancing frequency. Current statistical measures show total volatility near 41.26% with a beta coefficient of 2.81, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.14, evaluates return per unit of total risk. An alpha value of 4.02 reflects performance relative to systematic market exposure. Expected return estimates near -5.83% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Balance-sheet changes can affect risk perception.
Main indicators related to Beyond Commerce's market risk premium analysis include:
Beta 2.81 | Alpha 4.02 | Risk 41.26 | Sharpe Ratio -0.14 | Expected Return -5.83 |
Moving against Beyond Pink Sheet
| 0.47 | INTC | Intel | PairCorr |
| 0.39 | HD | Home Depot | PairCorr |
| 0.38 | CAT | Caterpillar | PairCorr |
| 0.38 | PFE | Pfizer Inc | PairCorr |
| 0.37 | JCDXF | JCDecaux SA | PairCorr |
| 0.37 | BLAGF | Blue Lagoon Resources | PairCorr |
| 0.37 | TATT | Tat Techno | PairCorr |
| 0.37 | PG | Procter Gamble | PairCorr |
| 0.36 | BA | Boeing | PairCorr |
| 0.36 | DD | Dupont De Nemours | PairCorr |
Sensitivity To Market
The systematic risk of Beyond Commerce is captured by a beta reading of 2.81, indicating responsiveness to overall market fluctuations. Observed volatility is near 41.26%.Volatility measures for Beyond Commerce summarize how wide the trading range has been over time. Downside deviation is about 0.0%. Sector rotation can change stock volatility even without company-specific events.
3 Months Beta |Analyze Beyond Commerce Demand TrendCheck current 90 days Beyond Commerce correlation with market (Dow Jones Industrial)Downside Risk
Beyond standard deviation is a volatility measure that captures how far daily prices deviate from their mean over the selected period. Volatile instruments have high standard deviations; stable instruments have low.
Standard Deviation | 41.26 |
Standard deviation captures Beyond Commerce's total volatility, including favorable price movements that most investors don't consider risky. Downside deviation isolates the true loss risk in Beyond Commerce's daily returns. Latest disclosures for Beyond Commerce show a Maximum Drawdown of 150.
Pink Sheet Volatility Analysis
Volatility in Beyond Commerce reflects the degree of uncertainty around Beyond Commerce's pink sheet price. When Beyond Commerce experiences high volatility, its pink sheet price can shift dramatically in a short period. Conversely, low Beyond Commerce's volatility suggests price stability and predictability.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Beyond Commerce 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.
Projected Return Density Against Market
Given the investment horizon of 90 days Beyond Commerce has a beta of 2.8086 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Beyond Commerce will likely underperform.Beyond Commerce volatility reflects broader pink sheet market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Latest disclosures for Beyond Commerce show a Mean Deviation of 14.58 and a Standard Deviation of 30.77.
Predicted Return Density |
| Returns |
What Drives Beyond Commerce's Price Volatility?
Several factors can influence Beyond Commerce's market volatility:Industry Dynamics
Sector-level events can directly affect Beyond Commerce's price stability. Regulatory changes, supply disruptions, or shifts in demand within Beyond Commerce's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Beyond Commerce.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Beyond Commerce's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Beyond Commerce. During periods of economic expansion, Beyond Commerce's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Beyond Commerce's Company-Specific Factors
Volatility can also stem from events unique to Beyond Commerce. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Beyond Commerce's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Beyond Commerce's share price.Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Beyond Commerce is -707.38. The daily returns are distributed with a variance of 1702.68 and standard deviation of 41.26. The mean deviation of Beyond Commerce is currently at 23.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 4.02 | |
β | Beta against Dow Jones | 2.81 | |
σ | Overall volatility | 41.26 | |
Ir | Information ratio | 0.13 |
Pink Sheet Return Volatility
Daily return volatility for Beyond Commerce measures how far pink sheet returns deviate from their average on a day-to-day basis. The firm shows 41.2636% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Strong stock returns do not always mean Beyond Commerce Company is outperforming its peers on a fundamental level. A thorough review of Beyond Commerce's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DBMM | 8.61 | 0.22 | 0.02 | 0.84 | 9.97 | 16.67 | 53.57 | |||
| PVSP | 7.42 | 2.37 | 0.00 | 0.25 | 0.00 | 0.00 | 150.00 | |||
| LIGA | 9.25 | 1.88 | 0.13 | 0.72 | 9.17 | 31.91 | 79.49 | |||
| FMPR | 4.41 | 2.12 | 0.00 | -1.38 | 0.00 | 0.00 | 100.00 | |||
| EEGI | 39.94 | 12.15 | 0.24 | 26.40 | 26.22 | 100.00 | 150.00 | |||
| VNUE | 13.86 | -2.18 | 0.00 | 2.82 | 0.00 | 24.78 | 178.67 | |||
| MRNJ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CMGO | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| AZTEF | 2.24 | -0.91 | 0.00 | -0.42 | 0.00 | 0.00 | 75.00 | |||
| NWTT | 5.97 | 1.06 | 0.00 | -0.29 | 0.00 | 0.00 | 150.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Beyond Commerce measures return dispersion and uncertainty over time. Market stress typically elevates dispersion and correlation risk. Beyond Commerce has a market cap of 4.92 M, P/E of 1.1.
This section for Beyond Commerce is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsBeyond Commerce Investment Opportunity
Measured over the selected horizon, Beyond Commerce carries roughly 49.71 times the return volatility of Dow Jones Industrial. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use Beyond Commerce to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward fluctuation but is a risky buy. Check odds of Beyond Commerce to be traded at $1.0E-4 in 90 days.Good diversification
Across the chosen horizon, BYOC and DJI show a correlation of -0.13 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Beyond Commerce Additional Risk Indicators
Secondary risk indicators for Beyond Commerce can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.1076 | |||
| Market Risk Adjusted Performance | 1.36 | |||
| Mean Deviation | 14.58 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 30.77 | |||
| Variance | 946.97 | |||
| Information Ratio | 0.1256 |
Beyond Commerce Suggested Diversification Pairs
Pair analysis around Beyond Commerce matters because it can turn one security idea into a more market-neutral structure. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
| Dupont De vs. Beyond Commerce | ||
| Alphabet vs. Beyond Commerce | ||
| Bank of America vs. Beyond Commerce | ||
| SentinelOne vs. Beyond Commerce | ||
| Visa vs. Beyond Commerce | ||
| Salesforce vs. Beyond Commerce | ||
| GM vs. Beyond Commerce | ||
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Beyond Commerce with another position. However, Beyond Commerce's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Beyond Commerce.
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