Inventronics Stock Volatility
| IVX Stock | CAD 0.77 0.03 4.05% |
Inventronics remains associated with elevated price volatility over the last 3 months. Inventronics posts a Sharpe ratio of -0.0425, demonstrating unfavorable reward-to-risk behavior over the last 3 months. There are 30 technical indicators affecting the current volatility pattern.
Sharpe Ratio = -0.0425
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IVX |
Estimated Market Risk
| 3.13 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Inventronics (IVX.V) recorded a Risk of 3.13, a Risk Adjusted Performance of 0.01%, and a Total Risk Alpha of 0.40. Based on monthly moving average, Inventronics is not performing at its full potential. A well-diversified portfolio allocation may improve risk-adjusted returns for Inventronics. Risk reduction through diversification often compensates for individual position underperformance.
Key indicators related to Inventronics' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Inventronics Stock volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about Inventronics' future price, while lower volatility suggests more predictable behavior. The volatility of Inventronics is a critical input for portfolio construction and diversification.
Inventronics |
Volatility Strategy
Inventronics return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 3.13% with a beta coefficient of -0.46, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0425, evaluates return per unit of total risk. An alpha value of -0.0419 reflects performance relative to systematic market exposure. Expected return estimates near -0.13% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Valuation adjustments may drive price swings.
Main indicators related to Inventronics' market risk premium analysis include:
Beta -0.46 | Alpha -0.04 | Risk 3.13 | Sharpe Ratio -0.04 | Expected Return -0.13 |
Moving together with Inventronics Stock
| 0.71 | ZMSF | MICROSOFT BMO CDR | PairCorr |
| 0.71 | MSFT | Microsoft CDR | PairCorr |
| 0.71 | MSFT | Microsoft Corp CDR | PairCorr |
Moving against Inventronics Stock
Sensitivity To Market
Inventronics market-relative volatility is reflected in its beta of -0.46. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 3.13%.Inventronics has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 3.26%. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze Inventronics Demand TrendCheck current 90 days Inventronics correlation with market (Dow Jones Industrial)Downside Risk
Inventronics standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Standard deviation for Inventronics provides a statistical measure of daily price variability relative to the mean.
Standard Deviation | 3.13 |
It is essential to understand the difference between upside risk and downside risk for Inventronics. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in Inventronics' daily returns. Investors analyzing Inventronics should consider both total and downside risk metrics. Inventronics (IVX.V) recorded a Downside Deviation of 5.23, a Downside Variance of 27.31, and a Maximum Drawdown of 17.63.
Stock Volatility Analysis
Volatility refers to the frequency at which Inventronics stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock. A stock with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Inventronics 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
Assuming a 90-day horizon Inventronics has a beta of -0.4602 . This usually indicates that as returns on the benchmark increase, returns on Inventronics tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Inventronics is likely to outperform the market.Both systematic and unsystematic risks influence Inventronics. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. Inventronics (IVX.V) recorded a Downside Deviation of 5.23, a Mean Deviation of 1.72, and a Semi Deviation of 2.48.
Predicted Return Density |
| Returns |
What Drives Inventronics' Price Volatility?
Several factors can influence Inventronics' market volatility:Industry Dynamics
Sector-level events can directly affect Inventronics' price stability. Regulatory changes, supply disruptions, or shifts in demand within Inventronics' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Inventronics.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Inventronics' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Inventronics. During periods of economic expansion, Inventronics' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Inventronics' Company-Specific Factors
Volatility can also stem from events unique to Inventronics. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Inventronics' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Inventronics' share price.Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of Inventronics is -2355.66. The daily returns are distributed with a variance of 9.77 and standard deviation of 3.13. The mean deviation of Inventronics is currently at 1.75. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0419 | |
β | Beta against Dow Jones | -0.4602 | |
σ | Overall volatility | 3.13 | |
Ir | Information ratio | 0.03 |
Stock Return Volatility
Inventronics historical daily return volatility represents how much of Inventronics stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 3.1256% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8242% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.73 | -0.67 | 0.57 | -0.56 | -0.67 | EWK | ||
| 0.73 | -0.85 | 0.25 | -0.49 | -0.72 | APL | ||
| -0.67 | -0.85 | -0.27 | 0.43 | 0.75 | CYM | ||
| 0.57 | 0.25 | -0.27 | -0.4 | -0.28 | EGT | ||
| -0.56 | -0.49 | 0.43 | -0.4 | 0.34 | WATR | ||
| -0.67 | -0.72 | 0.75 | -0.28 | 0.34 | BES | ||
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
There is a big difference between Inventronics Stock performing well and Inventronics Company doing well as a business compared to the competition. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EWK | 13.25 | 4.95 | 0.14 | 1.57 | 10.01 | 33.33 | 240.00 | |||
| APL | 0.53 | 0.10 | 0.00 | -0.38 | 0.00 | 4.35 | 8.89 | |||
| CYM | 3.93 | -0.61 | 0.00 | 0.74 | 0.00 | 9.09 | 33.33 | |||
| EGT | 2.80 | -0.06 | 0.00 | -0.47 | 0.00 | 9.09 | 23.38 | |||
| WATR | 11.25 | 2.38 | 0.00 | -28.96 | 0.00 | 50.00 | 150.00 | |||
| BES | 3.99 | -0.01 | 0.00 | -0.11 | 0.00 | 10.00 | 62.63 |
Risk Metrics, Assumptions & Methodology
Volatility for Inventronics measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. Inventronics has a market cap of 3.8 M, P/E of 1.37, ROE of 7.31%.
For Inventronics, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardInventronics Investment Opportunity
Measured over the selected horizon, Inventronics carries roughly 3.82 times the return volatility of Dow Jones Industrial. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Inventronics to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative upward sentiment. Check odds of Inventronics to be traded at C$0.9625 in 90 days.Very good diversification
The correlation between Inventronics and Dow Jones is 0.05, which Macroaxis classifies as Very good diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Inventronics Additional Risk Indicators
Secondary risk indicators for Inventronics 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 | 0.0108 | |||
| Market Risk Adjusted Performance | 0.0026 | |||
| Mean Deviation | 1.72 | |||
| Semi Deviation | 2.48 | |||
| Downside Deviation | 5.23 | |||
| Coefficient Of Variation | 24364.09 | |||
| Standard Deviation | 3.26 |
Inventronics Suggested Diversification Pairs
Using Inventronics in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
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 Inventronics 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. Inventronics' 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, Inventronics' 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 Inventronics.
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