Oculus VisionTech Stock Volatility
| OVT Stock | CAD 0.05 0.00 0.00% |
Oculus VisionTech remains associated with a very high volatility profile over the chosen period. Oculus VisionTech reports a Sharpe Ratio (Efficiency) of 0.0847, demonstrating favorable reward-to-risk behavior over the last 3 months. The present risk profile is informed by 25 technical indicators.
Sharpe Ratio = 0.0847
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| Small Returns | OVT | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 9.64 actual daily | 86 86% of assets are less volatile |
Expected Return
| 0.82 actual daily | 16 84% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
For Oculus VisionTech, recent data highlights a Market Risk Adjusted Performance of -0.5%, a Risk of 9.64, and a Risk Adjusted Performance of 0.1%. Monthly averages suggest Oculus VisionTech is positioned around 6% of its historical performance band. Correlation characteristics influence diversification outcomes.
Key indicators related to Oculus VisionTech's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, Oculus VisionTech's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for Oculus VisionTech is significantly above realized volatility, options premiums may be elevated relative to historical norms.
Oculus |
Volatility Strategy
Oculus VisionTech return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 9.64% with a beta coefficient of -1.55, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0847, evaluates return per unit of total risk. An alpha value of 0.73 reflects performance relative to systematic market exposure. Expected return estimates near 0.82% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Analyst revisions may increase short-term dispersion.
Main indicators related to Oculus VisionTech's market risk premium analysis include:
Beta -1.55 | Alpha 0.73 | Risk 9.64 | Sharpe Ratio 0.0847 | Expected Return 0.82 |
Moving against Oculus Stock
| 0.34 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.34 | ZMSF | MICROSOFT BMO CDR | PairCorr |
| 0.34 | MSFT | Microsoft CDR | PairCorr |
Sensitivity To Market
Oculus VisionTech market-relative volatility is reflected in its beta of -1.55. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 9.64%.Oculus VisionTech has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 9.64%. For stocks, volatility is commonly tied to sentiment shifts and revisions in forward expectations.
| α | 0.73 | β | -1.5451 | Check current 90 days Oculus VisionTech correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation of Oculus prices measures volatility as the average daily spread from the mean over your selected horizon. High standard deviation implies high volatility; low standard deviation implies price stability.
Standard Deviation | 9.64 |
For a complete risk picture of Oculus VisionTech, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of Oculus VisionTech's returns (downside risk proxy). For Oculus VisionTech, recent data highlights a Downside Deviation of 14.93, a Downside Variance of 222.99, and a Maximum Drawdown of 50.79.
Stock Volatility Analysis
Understanding Oculus VisionTech volatility allows investors to better quantify the risk of holding Oculus VisionTech's stock. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for Oculus VisionTech.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Oculus VisionTech 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 Oculus VisionTech has a beta of -1.5451 . This indicates as returns on its benchmark rise, returns on Oculus VisionTech are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Oculus VisionTech is expected to outperform its benchmark.Both systematic and unsystematic risks influence Oculus VisionTech. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. For Oculus VisionTech, recent data highlights a Downside Deviation of 14.93, a Mean Deviation of 5.83, and a Semi Deviation of 6.42.
Predicted Return Density |
| Returns |
What Drives Oculus VisionTech's Price Volatility?
Several factors can influence Oculus VisionTech's market volatility:Industry Dynamics
Sector-level events can directly affect Oculus VisionTech's price stability. Regulatory changes, supply disruptions, or shifts in demand within Oculus VisionTech'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 Oculus VisionTech.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Oculus VisionTech's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Oculus VisionTech. During periods of economic expansion, Oculus VisionTech's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Oculus VisionTech's Company-Specific Factors
Volatility can also stem from events unique to Oculus VisionTech. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Oculus VisionTech's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Oculus VisionTech's share price.Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of Oculus VisionTech is 1180.53. The daily returns are distributed with a variance of 92.98 and standard deviation of 9.64. The mean deviation of Oculus VisionTech is currently at 5.62. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.73 | |
β | Beta against Dow Jones | -1.5451 | |
σ | Overall volatility | 9.64 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Oculus VisionTech historical daily return volatility represents how much of Oculus VisionTech stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 9.6425% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8013% 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
There is a big difference between Oculus Stock performing well and Oculus VisionTech 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VENZ | 6.73 | 1.27 | 0.07 | -1.10 | 7.68 | 16.67 | 56.67 | |||
| MTLO | 17.49 | 3.76 | 0.07 | -7.03 | 17.11 | 100.00 | 150.00 | |||
| ZONE | 4.51 | 0.25 | 0.00 | 2.18 | 0.00 | 33.33 | 66.67 | |||
| VIS | 4.48 | 0.71 | 0.00 | -0.49 | 0.00 | 0.00 | 83.33 | |||
| DSY | 3.18 | 0.24 | 0.00 | -0.12 | 0.00 | 14.04 | 56.25 | |||
| DEAL | 1.49 | -0.79 | 0.00 | 0.75 | 0.00 | 0.00 | 0.00 | |||
| ROI | 6.26 | 0.63 | 0.04 | -0.29 | 7.89 | 16.67 | 50.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Oculus VisionTech measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. Oculus VisionTech has a market cap of 5.06 M, ROE of -18.84%.
For Oculus VisionTech, 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 BoardOculus VisionTech Investment Opportunity
Recent data suggests that Oculus VisionTech is meaningfully more volatile than Dow Jones Industrial, by roughly a 12.05x factor. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Oculus VisionTech to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Oculus VisionTech to be traded at C$0.0495 in 90 days.Very good diversification
The correlation between OVT and DJI is -0.26, which Macroaxis classifies as Very good diversification for the selected horizon. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.
Oculus VisionTech Additional Risk Indicators
A broader risk-indicator set for Oculus VisionTech can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0743 | |||
| Market Risk Adjusted Performance | -0.49 | |||
| Mean Deviation | 5.83 | |||
| Semi Deviation | 6.42 | |||
| Downside Deviation | 14.93 | |||
| Coefficient Of Variation | 1229.02 | |||
| Standard Deviation | 9.64 |
Oculus VisionTech Suggested Diversification Pairs
Using Oculus VisionTech 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 Oculus VisionTech 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. Oculus VisionTech'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, Oculus VisionTech'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 Oculus VisionTech.
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