TechCom Stock Volatility
| TCRI Stock | USD 0.12 0.00 0.00% |
TechCom exhibits a very high volatility profile over the current measurement period. TechCom currently reflects a Sharpe Ratio (Efficiency) of 0.11, indicating measured return efficiency over the last 3 months. 24 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = 0.1134
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Latest disclosures for TechCom show a Market Risk Adjusted Performance of 0.7%, a Risk of 129.86, and a Risk Adjusted Performance of 0.1%. At about 9% of its historical trend bandwidth, TechCom is operating within prior boundaries. Its impact depends on correlation and volatility interaction.
Key indicators related to TechCom's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for TechCom positions requires understanding whether TechCom's elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for TechCom tends to persist longer than sentiment-driven spikes.
TechCom |
Volatility Strategy
TechCom return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 129.86% with a beta coefficient of 94.53, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.11, evaluates return per unit of total risk. An alpha value of 63.54 reflects performance relative to systematic market exposure. Expected return estimates near 14.72% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Macro developments can affect sector-level volatility.
Main indicators related to TechCom's market risk premium analysis include:
Beta 94.53 | Alpha 63.54 | Risk 129.86 | Sharpe Ratio 0.11 | Expected Return 14.72 |
Moving against TechCom Pink Sheet
| 0.68 | AA | Alcoa Corp | PairCorr |
| 0.64 | BA | Boeing | PairCorr |
| 0.58 | MRK | Merck Company | PairCorr |
| 0.52 | INTC | Intel | PairCorr |
| 0.5 | DD | Dupont De Nemours | PairCorr |
| 0.48 | GORO | Gold Resource | PairCorr |
| 0.48 | CAT | Caterpillar | PairCorr |
| 0.47 | XOM | Exxon Mobil Corp Aggressive Push | PairCorr |
| 0.42 | HD | Home Depot | PairCorr |
| 0.37 | WMT | Walmart Common Stock Aggressive Push | PairCorr |
Sensitivity To Market
TechCom demonstrates a beta of 94.53, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 129.86%.TechCom volatility can be described using downside deviation (44.95%), which captures negative-return intensity over the selected horizon. For stocks, measured downside deviation helps describe the intensity of negative return periods.
3 Months Beta |Analyze TechCom Demand TrendCheck current 90 days TechCom correlation with market (Dow Jones Industrial)Downside Risk
TechCom standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 129.86 |
Standard deviation of TechCom captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of TechCom's return distribution. Latest disclosures for TechCom show a Downside Deviation of 44.95, a Downside Variance of 2020.80, and a Maximum Drawdown of 4181.59.
Pink Sheet Volatility Analysis
Volatility is a core concept when evaluating TechCom as part of a diversified portfolio. The pink sheet's historical price swings give investors a sense of how much risk TechCom's adds. Combining TechCom with lower-volatility assets can reduce overall portfolio risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. TechCom 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 TechCom has a beta of 94.5308 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, TechCom will likely underperform.Market risk ties TechCom to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Latest disclosures for TechCom show a Downside Deviation of 44.95, a Mean Deviation of 124.59, and a Semi Deviation of 12.91.
Predicted Return Density |
| Returns |
What Drives TechCom's Price Volatility?
Several factors can influence TechCom's market volatility:Industry Dynamics
Sector-level events can directly affect TechCom's price stability. Regulatory changes, supply disruptions, or shifts in demand within TechCom'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 TechCom.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for TechCom's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward TechCom. During periods of economic expansion, TechCom's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.TechCom's Company-Specific Factors
Volatility can also stem from events unique to TechCom. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in TechCom's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on TechCom's share price.Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of TechCom is 881.99. The daily returns are distributed with a variance of 16863.11 and standard deviation of 129.86. The mean deviation of TechCom is currently at 35.2. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 63.54 | |
β | Beta against Dow Jones | 94.53 | |
σ | Overall volatility | 129.86 | |
Ir | Information ratio | 0.12 |
Pink Sheet Return Volatility
TechCom daily volatility tracks how widely pink sheet returns have moved around the mean across the selected time frame. The firm reflects 129.858% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.7948% 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
Surface-level performance for TechCom Pink Sheet can mask how the business actually stacks up against its competitive set. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LNMG | 10.24 | 3.21 | 0.00 | -3.55 | 0.00 | 40.91 | 165.77 | |||
| SPUP | 1.99 | -1.00 | 0.00 | -1.31 | 0.00 | 0.00 | 66.67 | |||
| BOREF | 6.91 | 0.60 | 0.04 | 0.92 | 8.36 | 33.33 | 68.57 | |||
| ITRX | 6.43 | 2.92 | 0.00 | -1.78 | 0.00 | 13.77 | 164.22 | |||
| PSCO | 22.98 | 8.87 | 0.16 | 0.43 | 15.25 | 55.34 | 618.90 | |||
| SLTN | 300.42 | 155.22 | 0.00 | 1.61 | 0.00 | 5.26 | 10,067 | |||
| ABVN | 2.85 | -1.24 | 0.00 | -0.64 | 0.00 | 0.00 | 81.85 | |||
| DPXCF | 2.48 | 0.40 | 0.00 | 5.20 | 0.00 | 8.14 | 59.62 | |||
| MFDB | 1.02 | 0.32 | 0.00 | -0.78 | 0.00 | 3.64 | 22.25 | |||
| GFOO | 1.99 | -1.07 | 0.00 | 0.60 | 0.00 | 0.00 | 66.67 |
Risk Metrics, Assumptions & Methodology
Volatility for TechCom measures return dispersion and uncertainty over time. Uncertainty impacts position sizing assumptions in portfolio models. TechCom has a market cap of 4.56 M.
Macroaxis compiles TechCom metrics from periodic company reporting and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardTechCom Investment Opportunity
TechCom currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 164.38. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use TechCom 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 is most useful when combined with broader risk controls and position-sizing discipline. a normal downward fluctuation but is a risky buy. Check odds of TechCom to be traded at $0.1188 in 90 days.Very good diversification
Across the chosen horizon, TCRI and DJI show a correlation of -0.41 and fall into the Very good diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
TechCom Additional Risk Indicators
Looking at additional risk metrics for TechCom helps investors judge how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.106 | |||
| Market Risk Adjusted Performance | 0.6556 | |||
| Mean Deviation | 124.59 | |||
| Semi Deviation | 12.91 | |||
| Downside Deviation | 44.95 | |||
| Coefficient Of Variation | 833.88 | |||
| Standard Deviation | 509.03 |
TechCom Suggested Diversification Pairs
A pair strategy built around TechCom is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for TechCom persists even in a well-constructed pair. The benefit is in offsetting TechCom's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of TechCom.
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