Badger OTC Stock Volatility

BADFF
 Stock
  

USD 20.78  1.52  6.82%   

Badger Infrastructure secures Sharpe Ratio (or Efficiency) of -0.0123, which signifies that the company had -0.0123% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Badger Infrastructure Solutions exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Badger Infrastructure risk adjusted performance of 0.082, and Mean Deviation of 1.24 to double-check the risk estimate we provide.
  
Badger Infrastructure 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 Badger daily returns, and it is calculated using variance and standard deviation. We also use Badger's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Badger Infrastructure volatility.

30 Days Market Risk

Not too volatile

Chance of Distress

Above Average

30 Days Economic Sensitivity

Moves indifferently to market moves
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Badger Infrastructure 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 Badger Infrastructure at lower prices. For example, an investor can purchase Badger 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 Badger Infrastructure'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 together with Badger Infrastructure

+0.61LTOUFLarsen ToubroPairCorr
+0.69PWRQuanta ServicesPairCorr
+0.78WSPOFWSP GlobalPairCorr

Moving against Badger Infrastructure

-0.63CHZQChina Zhong QiPairCorr
-0.6BPTBP Prudhoe BayPairCorr

Badger Infrastructure Market Sensitivity And Downside Risk

Badger Infrastructure's beta coefficient measures the volatility of Badger 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 Badger otc stock's returns against your selected market. In other words, Badger Infrastructure's beta of -0.42 provides an investor with an approximation of how much risk Badger Infrastructure otc stock can potentially add to one of your existing portfolios.
Badger Infrastructure Solutions shows above-average downside volatility for the selected time horizon. We advise investors to inspect Badger Infrastructure Solutions further and ensure that all market timing and asset allocation strategies are consistent with the estimation of Badger Infrastructure future alpha. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Badger Infrastructure's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Badger Infrastructure's otc stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze Badger Infrastructure Demand Trend
Check current 90 days Badger Infrastructure correlation with market (DOW)

Badger Beta

    
  -0.42  
Badger 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

    
  2.27  
It is essential to understand the difference between upside risk (as represented by Badger Infrastructure's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Badger Infrastructure's daily returns or price. Since the actual investment returns on holding a position in badger 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 Badger Infrastructure.

Badger Infrastructure OTC Stock Volatility Analysis

Volatility refers to the frequency at which Badger Infrastructure otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Badger Infrastructure's price changes. Investors will then calculate the volatility of Badger Infrastructure'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 Badger Infrastructure's volatility:

Historical Volatility

This type of otc volatility measures Badger Infrastructure's fluctuations based on previous trends. It's commonly used to predict Badger Infrastructure'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 Badger Infrastructure'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 Badger Infrastructure'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. Badger Infrastructure 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.
.

Badger Infrastructure Projected Return Density Against Market

Assuming the 90 days horizon Badger Infrastructure Solutions has a beta of -0.418 suggesting as returns on benchmark increase, returns on holding Badger Infrastructure are expected to decrease at a much lower rate. During the bear market, however, Badger Infrastructure Solutions is likely to outperform the market.
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 Badger Infrastructure or Industrials 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 Badger Infrastructure'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 Badger 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 an alpha of 0.1, implying that it can generate a 0.1 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Badger Infrastructure's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how badger 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 Badger Infrastructure 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.

Badger Infrastructure 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 Badger Infrastructure or Industrials 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 Badger Infrastructure'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 Badger 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 Badger Infrastructure is -8106.07. The daily returns are distributed with a variance of 5.17 and standard deviation of 2.27. The mean deviation of Badger Infrastructure Solutions is currently at 1.29. For similar time horizon, the selected benchmark (DOW) has volatility of 1.12
α
Alpha over DOW
0.10
β
Beta against DOW-0.42
σ
Overall volatility
2.27
Ir
Information ratio 0.11

Badger Infrastructure OTC Stock Return Volatility

Badger Infrastructure historical daily return volatility represents how much of Badger Infrastructure otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm shows 2.2745% volatility of returns over 90 . By contrast, DOW inherits 1.1358% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Badger Infrastructure Volatility

Volatility is a rate at which the price of Badger Infrastructure 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 Badger Infrastructure may increase or decrease. In other words, similar to Badger's beta indicator, it measures the risk of Badger Infrastructure and helps estimate the fluctuations that may happen in a short period of time. So if prices of Badger Infrastructure 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.
Badger Infrastructure Solutions Ltd. provides non-destructive excavating and related services in Canada and the United States. Badger Infrastructure Solutions Ltd. was founded in 1992 and is headquartered in Calgary, Canada. Badger Infrastructure operates under Engineering Construction classification in the United States and is traded on OTC Exchange. It employs 2119 people.

Badger Infrastructure Investment Opportunity

Badger Infrastructure Solutions has a volatility of 2.27 and is 1.99 times more volatile than DOW. 19  of all equities and portfolios are less risky than Badger Infrastructure. Compared to the overall equity markets, volatility of historical daily returns of Badger Infrastructure Solutions is lower than 19 () of all global equities and portfolios over the last 90 days. Use Badger Infrastructure Solutions to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Badger Infrastructure to be traded at $19.74 in 90 days.

Very good diversification

The correlation between Badger Infrastructure Solution and DJI is -0.22 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Badger Infrastructure Solution and DJI in the same portfolio, assuming nothing else is changed.

Badger Infrastructure Additional Risk Indicators

The analysis of Badger Infrastructure'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 Badger Infrastructure's investment and either accepting that risk or mitigating it. Along with some common measures of Badger Infrastructure 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.

Badger Infrastructure 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 Badger Infrastructure 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. Badger Infrastructure'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, Badger Infrastructure'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 Badger Infrastructure Solutions.
Continue to Trending Equities. Note that the Badger Infrastructure information on this page should be used as a complementary analysis to other Badger Infrastructure'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 Transaction History module to view history of all your transactions and understand their impact on performance.

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When running Badger Infrastructure price analysis, check to measure Badger Infrastructure'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 Badger Infrastructure is operating at the current time. Most of Badger Infrastructure's value examination focuses on studying past and present price action to predict the probability of Badger Infrastructure's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Badger Infrastructure's price. Additionally, you may evaluate how the addition of Badger Infrastructure to your portfolios can decrease your overall portfolio volatility.
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Is Badger Infrastructure's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Badger Infrastructure. If investors know Badger will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Badger Infrastructure listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Badger Infrastructure is measured differently than its book value, which is the value of Badger that is recorded on the company's balance sheet. Investors also form their own opinion of Badger Infrastructure's value that differs from its market value or its book value, called intrinsic value, which is Badger Infrastructure's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Badger Infrastructure's market value can be influenced by many factors that don't directly affect Badger Infrastructure's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Badger Infrastructure's value and its price as these two are different measures arrived at by different means. Investors typically determine Badger Infrastructure value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Badger Infrastructure'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.