BCUFF OTC Stock Volatility

BCUFF
 Stock
  

USD 0.12  0.00  0.00%   

We consider Bell Copper out of control. Bell Copper secures Sharpe Ratio (or Efficiency) of 0.0154, which signifies that the company had 0.0154% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Bell Copper, which you can use to evaluate the future volatility of the firm. Please confirm Bell Copper mean deviation of 4.55, and Risk Adjusted Performance of (0.016218) to double-check if the risk estimate we provide is consistent with the expected return of 0.11%.
  
Bell Copper OTC Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of BCUFF daily returns, and it is calculated using variance and standard deviation. We also use BCUFF's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Bell Copper volatility.

30 Days Market Risk

Out of control

Chance of Distress

Average

30 Days Economic Sensitivity

Responds to the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Bell Copper can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Bell Copper at lower prices. For example, an investor can purchase BCUFF stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Bell Copper's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving against Bell Copper

-0.6MRKMerck CompanyPairCorr
-0.58PPERYBank Mandiri Persero Normal TradingPairCorr
-0.56PPERFBank Mandiri PerseroPairCorr

Bell Copper Market Sensitivity And Downside Risk

Bell Copper's beta coefficient measures the volatility of BCUFF otc stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents BCUFF otc stock's returns against your selected market. In other words, Bell Copper's beta of 1.31 provides an investor with an approximation of how much risk Bell Copper otc stock can potentially add to one of your existing portfolios.
Bell Copper is displaying above-average volatility over the selected time horizon. Investors should scrutinize Bell Copper independently to ensure intended market timing strategies are aligned with expectations about Bell Copper volatility. Bell Copper is a potential penny stock. Although Bell Copper may be in fact a good instrument to invest, many penny otc stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Bell Copper. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on BCUFF instrument if you perfectly time your entry and exit. However, remember that penny otcs that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Bell Copper Demand Trend
Check current 90 days Bell Copper correlation with market (NYSE Composite)

BCUFF Beta

    
  1.31  
BCUFF standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  6.82  
It is essential to understand the difference between upside risk (as represented by Bell Copper's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Bell Copper's daily returns or price. Since the actual investment returns on holding a position in bcuff otc stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Bell Copper.

Bell Copper OTC Stock Volatility Analysis

Volatility refers to the frequency at which Bell Copper otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Bell Copper's price changes. Investors will then calculate the volatility of Bell Copper's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Bell Copper's volatility:

Historical Volatility

This type of otc volatility measures Bell Copper's fluctuations based on previous trends. It's commonly used to predict Bell Copper's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Bell Copper's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Bell Copper's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Bell Copper Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Bell Copper moving average lines.
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Bell Copper Projected Return Density Against Market

Assuming the 90 days horizon the otc stock has the beta coefficient of 1.3056 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Bell Copper will likely underperform.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Bell Copper or Metals & Mining sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Bell Copper's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a BCUFF otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Bell Copper is significantly underperforming NYSE Composite.
   Predicted Return Density   
       Returns  
Bell Copper's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how bcuff otc stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Bell Copper Price Volatility?

Several factors can influence a OTC's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Bell Copper OTC Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Bell Copper or Metals & Mining sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Bell Copper's price will be affected by overall otc stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a BCUFF otc's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of Bell Copper is 6479.43. The daily returns are distributed with a variance of 46.5 and standard deviation of 6.82. The mean deviation of Bell Copper is currently at 4.55. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.49
α
Alpha over NYSE Composite
-0.21
β
Beta against NYSE Composite1.31
σ
Overall volatility
6.82
Ir
Information ratio -0.03

Bell Copper OTC Stock Return Volatility

Bell Copper historical daily return volatility represents how much of Bell Copper otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm shows 6.8194% volatility of returns over 90 . By contrast, NYSE Composite accepts 1.5215% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About Bell Copper Volatility

Volatility is a rate at which the price of Bell Copper or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Bell Copper may increase or decrease. In other words, similar to BCUFF's beta indicator, it measures the risk of Bell Copper and helps estimate the fluctuations that may happen in a short period of time. So if prices of Bell Copper fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Bell Copper Corporation, together with its subsidiaries, engages in the acquisition, exploration, development, and evaluation of mineral properties in North America. The company was incorporated in 1991 and is headquartered in Vancouver, Canada. Bell Copper operates under Copper classification in the United States and is traded on OTC Exchange.

Bell Copper Investment Opportunity

Bell Copper has a volatility of 6.82 and is 4.49 times more volatile than NYSE Composite. 59  of all equities and portfolios are less risky than Bell Copper. Compared to the overall equity markets, volatility of historical daily returns of Bell Copper is higher than 59 () of all global equities and portfolios over the last 90 days. Use Bell Copper to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Bell Copper to be traded at $0.1188 in 90 days.

Modest diversification

The correlation between Bell Copper and NYA is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bell Copper and NYA in the same portfolio, assuming nothing else is changed.

Bell Copper Additional Risk Indicators

The analysis of Bell Copper's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Bell Copper's investment and either accepting that risk or mitigating it. Along with some common measures of Bell Copper otc stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Bell Copper Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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 Bell Copper 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. Bell Copper'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, Bell Copper'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 Bell Copper.
Continue to Trending Equities. Note that the Bell Copper information on this page should be used as a complementary analysis to other Bell Copper's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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When running Bell Copper price analysis, check to measure Bell Copper's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bell Copper is operating at the current time. Most of Bell Copper's value examination focuses on studying past and present price action to predict the probability of Bell Copper's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Bell Copper's price. Additionally, you may evaluate how the addition of Bell Copper to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Bell Copper's value and its price as these two are different measures arrived at by different means. Investors typically determine Bell Copper value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bell Copper's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.