Northern Graphite Stock Volatility
| NGPHF Stock | USD 0.13 -0.01 -7.14% |
Northern Graphite still carries high price volatility through the last 3 months. Northern Graphite continues to report a Sharpe ratio of 0.0524, signaling risk-adjusted stability over the last 3 months. The latest risk read is supported by 30 technical indicators.
Sharpe Ratio = 0.0524
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Latest disclosures for Northern Graphite show a Market Risk Adjusted Performance of 0.4%, a Risk of 8.63, and a Risk Adjusted Performance of 0.05%. Northern Graphite reflects approximately 4% of its established trend range based on monthly averages. Diversification may change its marginal risk-adjusted impact.
Key indicators related to Northern Graphite's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Northern Graphite's historical volatility sets realistic expectations for Northern Graphite's future price range. High-volatility otc stocks offer greater return potential but require more active risk management.
Northern |
Volatility Strategy
Northern Graphite may experience price swings that adjust its weight within diversified strategies. Current statistical measures show total volatility near 8.63% with a beta coefficient of 1.01, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0524, evaluates return per unit of total risk. An alpha value of 0.51 reflects performance relative to systematic market exposure. Expected return estimates near 0.45% 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 Northern Graphite's market risk premium analysis include:
Beta 1.01 | Alpha 0.51 | Risk 8.63 | Sharpe Ratio 0.0524 | Expected Return 0.45 |
Moving together with Northern OTC Stock
Moving against Northern OTC Stock
Sensitivity To Market
Northern Graphite beta of 1.01 summarizes its systematic risk relative to a selected benchmark. It reflects the regression slope between Northern returns and market returns. Total return dispersion is approximately 8.63%.This volatility snapshot summarizes recent price movement in Northern Graphite using standard deviation (8.36%) and downside deviation (7.33%). Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
3 Months Beta |Analyze Northern Graphite Demand TrendCheck current 90 days Northern Graphite correlation with market (Dow Jones Industrial)Downside Risk
For Northern, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 8.63 |
Investors in Northern Graphite should distinguish between standard deviation - which measures total price dispersion including upside - and downside deviation, which captures only the risk of loss in Northern Graphite's returns. Latest disclosures for Northern Graphite show a Downside Deviation of 7.33, a Downside Variance of 53.67, and a Maximum Drawdown of 63.73.
OTC Stock Volatility Analysis
For investors tracking Northern Graphite, understanding volatility is essential to managing portfolio risk. Volatility measures how much Northern Graphite's otc stock price deviates from its average over a period. A wide deviation implies greater uncertainty and potential reward or loss.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Northern Graphite 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 Northern Graphite has a beta of 1.0076 . This indicates Northern Graphite market returns are reactive to returns on the market. As the market goes up or down, Northern Graphite is expected to follow.Like most traded instruments, Northern Graphite reflects both market risk and company or sector-specific developments. Diversifying across uncorrelated assets may reduce specific volatility, but broader otc stock market fluctuations remain influential. Latest disclosures for Northern Graphite show a Downside Deviation of 7.33, a Mean Deviation of 4.87, and a Semi Deviation of 4.59.
Predicted Return Density |
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What Drives Northern Graphite's Price Volatility?
Several factors can influence Northern Graphite's market volatility:Industry Dynamics
Sector-level events can directly affect Northern Graphite's price stability. Regulatory changes, supply disruptions, or shifts in demand within Northern Graphite'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 Northern Graphite.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Northern Graphite's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Northern Graphite. During periods of economic expansion, Northern Graphite's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Northern Graphite's Company-Specific Factors
Volatility can also stem from events unique to Northern Graphite. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Northern Graphite's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Northern Graphite's share price.OTC Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of Northern Graphite is 1906.74. The daily returns are distributed with a variance of 74.4 and standard deviation of 8.63. The mean deviation of Northern Graphite is currently at 5.18. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.51 | |
β | Beta against Dow Jones | 1.01 | |
σ | Overall volatility | 8.63 | |
Ir | Information ratio | 0.06 |
OTC Stock Return Volatility
Northern Graphite daily volatility tracks how widely otc returns have moved around the mean across the selected time frame. The company reflects 8.6257% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
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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
Surface-level performance for Northern OTC Stock can mask how the business actually stacks up against its competitive set. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Northern Graphite's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ADXDF | 65.30 | 24.24 | 0.53 | -0.49 | 17.43 | 45.56 | 1,798 | |||
| WMLLF | 5.98 | 0.52 | 0.04 | 1.50 | 7.16 | 20.00 | 53.33 | |||
| LBNKF | 4.60 | 0.33 | 0.06 | 1.04 | 5.10 | 13.89 | 52.10 | |||
| ATCMF | 4.66 | 0.60 | 0.07 | 0.31 | 5.33 | 12.50 | 33.64 | |||
| UREQF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BVLDF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PXCLF | 12.54 | 3.49 | 0.07 | 1.34 | 14.28 | 25.00 | 313.44 | |||
| KWGBF | 7.32 | 0.89 | 0.05 | 0.35 | 8.67 | 27.78 | 100.37 | |||
| CODMF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CDBDF | 0.62 | -0.32 | 0.00 | -4.94 | 0.00 | 0.00 | 13.04 |
Risk Metrics, Assumptions & Methodology
Volatility for Northern Graphite measures return dispersion and uncertainty over time. Volatility clustering can signal regime shifts in dispersion. Northern Graphite has a market cap of 47.97 M, ROE of -39.44%.
Reported values for Northern Graphite are derived from periodic company reporting and market reference feeds and then standardized by Macroaxis analytics. Refresh times depend on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardNorthern Graphite Investment Opportunity
Recent data suggests that Northern Graphite is meaningfully more volatile than Dow Jones Industrial, by roughly a 10.52x factor. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use Northern Graphite to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a very speculative downward sentiment. The market maybe over-reacting. Check odds of Northern Graphite to be traded at $0.1235 in 90 days.Very weak diversification
Across the chosen horizon, NGPHF and DJI show a correlation of 0.51 and fall into the Very weak diversification bucket. Used correctly, the chart supports evaluation of whether adding the second position genuinely diversifies the first.
Northern Graphite Additional Risk Indicators
Risk analysis around Northern Graphite becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0498 | |||
| Market Risk Adjusted Performance | 0.4218 | |||
| Mean Deviation | 4.87 | |||
| Semi Deviation | 4.59 | |||
| Downside Deviation | 7.33 | |||
| Coefficient Of Variation | 1966.45 | |||
| Standard Deviation | 8.36 |
Northern Graphite Suggested Diversification Pairs
Pair analysis around Northern Graphite matters because it can turn one security idea into a more market-neutral structure. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Northern Graphite persists even in a well-constructed pair. The benefit is in offsetting Northern Graphite's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Northern Graphite.
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