Winmill Co Incorporated Stock Volatility
| WNMLA Stock | USD 5.00 0.10 2.04% |
Winmill Co Incorporated keeps a minimal volatility profile over the selected analytical period. Winmill Co Incorporated currently reflects a Sharpe Ratio (Efficiency) of 0.0883, implying constructive risk-adjusted performance over the last 3 months. Current volatility conditions are reflected in 20 technical indicators.
Sharpe Ratio = 0.0883
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Winmill Co Incorporated reported a Market Risk Adjusted Performance of -0.1%, a Risk of 2.23, and a Risk Adjusted Performance of 0.02%. Based on moving average positioning, Winmill Co is functioning near 7% of its previously observed return span. Portfolio interaction determines incremental risk-adjusted impact.
Key indicators related to Winmill Co's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Comparing Winmill Co's current volatility against its historical average surfaces whether Winmill Co is in a period of elevated or suppressed risk. Elevated volatility often coincides with uncertainty about earnings, regulatory changes, or macro conditions.
Winmill |
Volatility Strategy
Winmill Co Incorporated fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 2.23% with a beta coefficient of -0.15, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0883, evaluates return per unit of total risk. An alpha value of 0.008762 reflects performance relative to systematic market exposure. Expected return estimates near 0.2% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Industry trends may alter price sensitivity.
Main indicators related to Winmill Co's market risk premium analysis include:
Beta -0.15 | Alpha 0.008762 | Risk 2.23 | Sharpe Ratio 0.0883 | Expected Return 0.2 |
Moving against Winmill Pink Sheet
| 0.6 | HD | Home Depot | PairCorr |
| 0.46 | PG | Procter Gamble | PairCorr |
| 0.41 | GE | GE Aerospace | PairCorr |
| 0.37 | CAT | Caterpillar | PairCorr |
| 0.31 | SLF | Sun Life Financial | PairCorr |
Sensitivity To Market
Market sensitivity for Winmill Co Incorporated is expressed through a beta of -0.15, based on regression between asset returns and market returns. Total price dispersion is near 2.23%.Winmill Co Incorporated price movement reflects recent variability that can be tracked through standard deviation (2.47%) and downside deviation (0.0%). This stock section uses plain language to describe measured variability and downside movement.
3 Months Beta |Analyze Winmill Co Demand TrendCheck current 90 days Winmill Co correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation is the primary measure of Winmill daily price volatility relative to its mean over a specified period. High values reflect high volatility; low values reflect a stable price pattern.
Standard Deviation | 2.23 |
An important distinction for Winmill Co investors is between standard deviation (total volatility, including upside) and downside deviation, which measures only the risk of loss in Winmill Co's returns. Winmill Co Incorporated reported a Maximum Drawdown of 18.89.
Pink Sheet Volatility Analysis
Tracking Winmill Co volatility helps market participants understand the degree of price uncertainty. Sharp price swings in Winmill Co's pink sheet often accompany major news events, earnings announcements, or macro shifts.
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This analysis covers sixty-one data points across the selected time horizon. Winmill Co 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 Winmill Co Incorporated has a beta of -0.146 . This entails that as returns on the benchmark increase, returns on Winmill Co tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Winmill Co Incorporated is likely to outperform the market.Winmill Co combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. Winmill Co Incorporated reported a Mean Deviation of 0.85 and a Standard Deviation of 2.47.
Predicted Return Density |
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What Drives Winmill Co's Price Volatility?
Several factors can influence Winmill Co's market volatility:Industry Dynamics
Sector-level events can directly affect Winmill Co's price stability. Regulatory changes, supply disruptions, or shifts in demand within Winmill Co'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 Winmill Co.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Winmill Co's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Winmill Co. During periods of economic expansion, Winmill Co's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Winmill Co's Company-Specific Factors
Volatility can also stem from events unique to Winmill Co. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Winmill Co's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Winmill Co's share price.Pink Sheet Risk Measures
Assuming a 90-day horizon the coefficient of variation of Winmill Co is 1132.02. The daily returns are distributed with a variance of 4.96 and standard deviation of 2.23. The mean deviation of Winmill Co Incorporated is currently at 0.89. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.146 | |
σ | Overall volatility | 2.23 | |
Ir | Information ratio | 0.05 |
Pink Sheet Return Volatility
Volatility for Winmill Co quantifies the day-to-day dispersion of pink sheet returns around their historical average. The company carries 2.228% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8248% 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
Winmill Co Company may look attractive on headline returns alone, but deeper analysis often tells a different story. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Winmill Co'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| WNLV | 9.62 | 2.27 | 0.05 | 0.52 | 11.03 | 25.00 | 200.00 | |||
| SSPLF | 3.70 | 0.61 | 0.00 | 0.17 | 0.00 | 0.00 | 84.25 | |||
| SOLCF | 7.36 | -0.21 | 0.00 | -0.42 | 0.00 | 23.50 | 66.07 | |||
| SPFX | 2.91 | 0.42 | 0.04 | 0.37 | 4.53 | 11.43 | 35.50 | |||
| LINS | 0.55 | 0.25 | 0.00 | -1.58 | 0.00 | 0.00 | 18.42 | |||
| ESIFF | 2.93 | 0.64 | 0.05 | 1.00 | 3.67 | 17.65 | 40.10 | |||
| ITPC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BGTTF | 5.07 | -0.21 | 0.00 | -0.50 | 0.00 | 16.67 | 39.39 | |||
| IDKFF | 4.50 | 1.27 | 0.19 | 0.58 | 4.47 | 13.46 | 26.36 | |||
| ORLCF | 7.17 | 0.11 | 0.01 | 0.06 | 9.22 | 14.47 | 68.46 |
Risk Metrics, Assumptions & Methodology
Volatility for Winmill Co measures return dispersion and uncertainty over time. Return spread influences portfolio contribution and drawdown risk. Winmill Co has a market cap of 3.45 M, P/E of 7.14, ROE of 15.07%.
Unless otherwise specified, data for Winmill Co Incorporated is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardWinmill Co Investment Opportunity
Winmill Co Incorporated currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.72. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Winmill Co Incorporated to enhance the returns of your portfolios. 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. an expected bullish sentiment for its category. Check odds of Winmill Co to be traded at $6.0 in 90 days.Excellent diversification
WNMLA currently posts a -0.58 correlation with DJI, indicating a Excellent diversification relationship for the active sample. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Winmill Co Additional Risk Indicators
A broader risk-indicator set for Winmill Co Incorporated 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 | 0.0175 | |||
| Market Risk Adjusted Performance | -0.15 | |||
| Mean Deviation | 0.853 | |||
| Coefficient Of Variation | 7457.52 | |||
| Standard Deviation | 2.47 | |||
| Variance | 6.1 | |||
| Information Ratio | 0.0492 |
Winmill Co Suggested Diversification Pairs
Pair analysis around Winmill Co Incorporated matters because it can turn one security idea into a more market-neutral structure. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Winmill Co's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Winmill Co's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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