COMPREHENSIVE Stock Volatility

CHCR
 Stock
  

USD 0.0001  0.00  0.00%   

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 COMPREHENSIVE CARE CORP, which you can use to evaluate the future volatility of the firm. Please confirm COMPREHENSIVE CARE CORP to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.
  
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COMPREHENSIVE CARE 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 COMPREHENSIVE daily returns, and it is calculated using variance and standard deviation. We also use COMPREHENSIVE's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of COMPREHENSIVE CARE volatility.

30 Days Market Risk

Very steady

Chance of Distress

Very High

30 Days Economic Sensitivity

Ignores market trends

COMPREHENSIVE CARE CORP Stock Volatility Analysis

Volatility refers to the frequency at which COMPREHENSIVE CARE stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with COMPREHENSIVE CARE's price changes. Investors will then calculate the volatility of COMPREHENSIVE CARE's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 COMPREHENSIVE CARE's volatility:

Historical Volatility

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

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for COMPREHENSIVE CARE's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. COMPREHENSIVE CARE CORP 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.
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COMPREHENSIVE CARE Projected Return Density Against Market

Given the investment horizon of 90 days COMPREHENSIVE CARE has a beta that is very close to zero suggesting the returns on DOW and COMPREHENSIVE CARE do not appear to be sensible.
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 COMPREHENSIVE CARE or Healthcare 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 COMPREHENSIVE CARE stock's price will be affected by overall 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 COMPREHENSIVE stock'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.
It does not look like the company alpha can have any bearing on the current equity valuation.
 Predicted Return Density 
      Returns 
COMPREHENSIVE CARE's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how COMPREHENSIVE CARE 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 Company's Stock Price Volatility?

Several factors can influence a company'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.

COMPREHENSIVE CARE Stock Return Volatility

COMPREHENSIVE CARE historical daily return volatility represents how much COMPREHENSIVE CARE stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The enterprise inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.4395% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About COMPREHENSIVE CARE Volatility

Volatility is a rate at which the price of COMPREHENSIVE CARE 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 COMPREHENSIVE CARE may increase or decrease. In other words, similar to COMPREHENSIVE's beta indicator, it measures the risk of COMPREHENSIVE CARE and helps estimate the fluctuations that may happen in a short period of time. So if prices of COMPREHENSIVE CARE 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.
Last ReportedProjected for 2022
Market Capitalization33 M35.6 M
Advanzeon Solutions, Inc., through its subsidiary, Pharmacy Value Management Solutions, Inc., administers and operates a sleep apnea program known as SleepMaster Solutions. On September 7, 2020, Advanzeon Solutions, Inc. filed a voluntary petition for reorganization under Chapter 11 in the U.S. COMPREHENSIVE CARE operates under Medical Care Facilities classification in the United States and is traded on New York Stock Exchange. It employs 2 people.

COMPREHENSIVE CARE Investment Opportunity

DOW has a standard deviation of returns of 1.44 and is 9.223372036854776E16 times more volatile than COMPREHENSIVE CARE CORP. of all equities and portfolios are less risky than COMPREHENSIVE CARE. Compared to the overall equity markets, volatility of historical daily returns of COMPREHENSIVE CARE CORP is lower than 0 () of all global equities and portfolios over the last 90 days.

COMPREHENSIVE CARE Additional Risk Indicators

The analysis of COMPREHENSIVE CARE'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 COMPREHENSIVE CARE's investment and either accepting that risk or mitigating it. Along with some common measures of COMPREHENSIVE CARE stock 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.
Coefficient Of Variation0.0
Maximum Drawdown0.0
Potential Upside0.0
Skewness0.0
Kurtosis0.0
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

COMPREHENSIVE CARE 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.
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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 COMPREHENSIVE CARE 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. COMPREHENSIVE CARE'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, COMPREHENSIVE CARE'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 COMPREHENSIVE CARE CORP.
Continue to Trending Equities. Note that the COMPREHENSIVE CARE CORP information on this page should be used as a complementary analysis to other COMPREHENSIVE CARE'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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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Is COMPREHENSIVE CARE'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 COMPREHENSIVE CARE. If investors know COMPREHENSIVE 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 COMPREHENSIVE CARE listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
12 K
Quarterly Revenue Growth YOY
0.86
Return On Assets
-0.71
The market value of COMPREHENSIVE CARE CORP is measured differently than its book value, which is the value of COMPREHENSIVE that is recorded on the company's balance sheet. Investors also form their own opinion of COMPREHENSIVE CARE's value that differs from its market value or its book value, called intrinsic value, which is COMPREHENSIVE CARE'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 COMPREHENSIVE CARE's market value can be influenced by many factors that don't directly affect COMPREHENSIVE CARE'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 COMPREHENSIVE CARE's value and its price as these two are different measures arrived at by different means. Investors typically determine COMPREHENSIVE CARE value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, COMPREHENSIVE CARE'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.