Exploits Discovery Corp Stock Volatility
| NFLDF Stock | USD 0.04 0.0019 5.00% |
Over the last 3 months, Exploits Discovery Corp maintains high price volatility. Exploits Discovery Corp registers a Sharpe ratio of -0.0355, suggesting weak return efficiency over the last 3 months. The latest risk read is supported by 27 technical indicators.
Sharpe Ratio = -0.0355
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For Exploits Discovery Corp, recent data highlights a Market Risk Adjusted Performance of 0.4%, a Risk of 6.13, and a Risk Adjusted Performance of 0.02%. Exploits Discovery is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency. Correlation structure between Exploits Discovery and other holdings determines the diversification benefit. The risk-reduction potential of adding Exploits Discovery to a diversified portfolio can be quantified.
Key indicators related to Exploits Discovery's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Exploits Discovery's historical volatility sets realistic expectations for Exploits Discovery's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Exploits Discovery exposure. Volatility analysis for Exploits Discovery is most actionable when combined with directional views. High financial distress probability for Exploits Discovery amplifies the risk of extreme downside scenarios.
Exploits |
Volatility Strategy
Exploits Discovery Corp return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 6.13% with a beta coefficient of 0.11, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0355, evaluates return per unit of total risk. An alpha value of 0.0524 reflects performance relative to systematic market exposure. Expected return estimates near -0.22% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.
Main indicators related to Exploits Discovery's market risk premium analysis include:
Beta 0.11 | Alpha 0.0524 | Risk 6.13 | Sharpe Ratio -0.04 | Expected Return -0.22 |
Moving against Exploits OTC Stock
| 0.42 | CTDD | Qwest Corp 6 | PairCorr |
| 0.38 | KB | KB Financial Group | PairCorr |
| 0.35 | GOLD | Gold Inc Symbol Change | PairCorr |
| 0.33 | CTBB | Qwest Corp NT | PairCorr |
| 0.33 | HYMTF | Hyundai Motor | PairCorr |
Sensitivity To Market
Exploits Discovery Corp exhibits a beta of 0.11, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 6.13%.Volatility metrics for Exploits Discovery Corp describe how stable or unstable returns have been over the selected window. Current downside deviation is about 7.26%. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
3 Months Beta |Analyze Exploits Discovery Corp Demand TrendCheck current 90 days Exploits Discovery correlation with market (Dow Jones Industrial)Downside Risk
For Exploits, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for Exploits provides a measure of daily price dispersion around the mean. Standard deviation for Exploits allows comparison of risk levels across different time horizons.
Standard Deviation | 6.13 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Exploits Discovery. Upside risk is measured by Exploits Discovery's standard deviation, while downside risk is captured by downside deviation of Exploits Discovery's returns. Standard deviation and downside deviation for Exploits Discovery measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Exploits Discovery's returns. For Exploits Discovery Corp, recent data highlights a Downside Deviation of 7.26, a Downside Variance of 52.67, and a Maximum Drawdown of 42.23.
OTC Stock Volatility Analysis
For investors tracking Exploits Discovery, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Exploits Discovery's price swings over a specific time horizon. For traders and investors in Exploits Discovery, volatility is both a risk factor and a source of opportunity. Sharp price movements in Exploits Discovery's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Exploits Discovery Corp 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 Exploits Discovery has a beta of 0.1058 . This indicates as returns on the market go up, Exploits Discovery's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Exploits Discovery Corp is expected to be smaller as well.Investors in Exploits Discovery face systematic risk from overall otc stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. For Exploits Discovery Corp, recent data highlights a Downside Deviation of 7.26, a Mean Deviation of 4.37, and a Semi Deviation of 6.00.
Predicted Return Distribution |
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What Drives Exploits Discovery's Price Volatility?
Industry Dynamics
Exploits Discovery's volatility can rise when competitive dynamics or demand conditions shift across the Basic Materials sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Exploits Discovery's trading.Exploits Discovery's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Exploits Discovery.OTC Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of Exploits Discovery is -2819.17. The daily returns are distributed with a variance of 37.55 and standard deviation of 6.13. The mean deviation of Exploits Discovery Corp is currently at 4.2. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | 0.11 | |
σ | Overall volatility | 6.13 | |
Ir | Information ratio | 0.02 |
OTC Stock Return Volatility
Exploits Discovery return volatility captures the typical daily swing in otc returns relative to the mean over the selected period. The company has volatility of 6.1275% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8483% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| -0.49 | 0.41 | 0.47 | 0.0 | 0.22 | GDRZF | ||
| -0.49 | -0.04 | -0.23 | 0.0 | 0.06 | RMRDF | ||
| 0.41 | -0.04 | 0.86 | 0.0 | 0.61 | AUMBF | ||
| 0.47 | -0.23 | 0.86 | 0.0 | 0.69 | WRLGF | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | ATLDF | ||
| 0.22 | 0.06 | 0.61 | 0.69 | 0.0 | MFGCF | ||
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
Exploits Discovery OTC Stock can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Exploits Discovery's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GDRZF | 5.10 | 2.34 | 0.50 | 1.13 | 3.27 | 9.43 | 102.58 | |||
| RMRDF | 3.42 | -0.14 | 0.00 | -0.15 | 0.00 | 7.84 | 21.78 | |||
| AUMBF | 5.08 | 0.21 | 0.02 | 0.05 | 5.94 | 10.26 | 33.03 | |||
| WRLGF | 3.06 | 0.17 | 0.04 | 0.08 | 3.52 | 6.32 | 19.03 | |||
| ATLDF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MFGCF | 3.06 | -0.30 | 0.00 | 0.34 | 0.00 | 6.49 | 18.20 |
Risk Metrics, Assumptions & Methodology
Volatility for Exploits Discovery measures return dispersion and uncertainty over time. Observed drawdowns appear relatively moderate compared with broader market swings. Exploits Discovery has a market cap of 22.07 M, ROE of -20.56%.
For Exploits Discovery Corp, this section uses periodic company reporting and market reference feeds and standardizes the results for cross-period comparison. 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 BoardExploits Discovery Investment Opportunity
Exploits Discovery Corp currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 7.21. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Exploits Discovery Corp to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Exploits Discovery to be traded at $0.0499 in 90 days.Moderate diversification
For the present investment horizon, the measured correlation between Exploits Discovery and Dow Jones stands at 0.38, or Moderate diversification. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding Exploits Discovery alone.
Exploits Discovery Additional Risk Indicators
A broader risk-indicator set for Exploits Discovery Corp can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0158 | |||
| Market Risk Adjusted Performance | 0.4375 | |||
| Mean Deviation | 4.37 | |||
| Semi Deviation | 6.0 | |||
| Downside Deviation | 7.26 | |||
| Coefficient Of Variation | 11499.69 | |||
| Standard Deviation | 6.35 |
Exploits Discovery Suggested Diversification Pairs
A pair strategy built around Exploits Discovery Corp is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Exploits Discovery, market-wide risk remains. What pair trading can address is Exploits Discovery's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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