Cyclacel Stock Volatility

CYCC
 Stock
  

USD 0.82  0.0496  5.70%   

Cyclacel Pharmaceuticals secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had -0.18% 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. Cyclacel Pharmaceuticals exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Cyclacel Pharmaceuticals risk adjusted performance of (0.24), and Mean Deviation of 3.87 to double-check the risk estimate we provide.
  
Cyclacel Pharmaceuticals 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 Cyclacel daily returns, and it is calculated using variance and standard deviation. We also use Cyclacel's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Cyclacel Pharmaceuticals volatility.

30 Days Market Risk

Relatively risky

Chance of Distress

Below Average

30 Days Economic Sensitivity

Slowly supersedes the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Cyclacel Pharmaceuticals 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 Cyclacel Pharmaceuticals at lower prices. For example, an investor can purchase Cyclacel 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 Cyclacel Pharmaceuticals' 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 Cyclacel Pharmaceuticals

+0.68ACADACADIA PharmaceuticalsPairCorr

Moving against Cyclacel Pharmaceuticals

-0.82ABBVAbbVie IncPairCorr
-0.82MRKMerck CompanyPairCorr
-0.75BIIBBiogen IncPairCorr
-0.75BMYBristol-Myers SquibbPairCorr
-0.75JNJJohnson JohnsonPairCorr
-0.74LLYEli Lilly AndPairCorr
-0.7GMABGenmab ASPairCorr

Cyclacel Pharmaceuticals Market Sensitivity And Downside Risk

Cyclacel Pharmaceuticals' beta coefficient measures the volatility of Cyclacel 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 Cyclacel stock's returns against your selected market. In other words, Cyclacel Pharmaceuticals's beta of 0.42 provides an investor with an approximation of how much risk Cyclacel Pharmaceuticals stock can potentially add to one of your existing portfolios.
Cyclacel Pharmaceuticals exhibits very low volatility with skewness of 0.65 and kurtosis of 0.41. However, we advise investors to further study Cyclacel Pharmaceuticals technical indicators to ensure that all market info is available and is reliable. Cyclacel Pharmaceuticals is a potential penny stock. Although Cyclacel Pharmaceuticals may be in fact a good instrument to invest, many penny 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 Cyclacel Pharmaceuticals. 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 Cyclacel instrument if you perfectly time your entry and exit. However, remember that penny stocks 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 Cyclacel Pharmaceuticals Demand Trend
Check current 90 days Cyclacel Pharmaceuticals correlation with market (NYSE Composite)

Cyclacel Beta

    
  0.42  
Cyclacel 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

    
  4.99  
It is essential to understand the difference between upside risk (as represented by Cyclacel Pharmaceuticals's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Cyclacel Pharmaceuticals' daily returns or price. Since the actual investment returns on holding a position in cyclacel 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 Cyclacel Pharmaceuticals.

Using Cyclacel Put Option to Manage Risk

Put options written on Cyclacel Pharmaceuticals grant holders of the option the right to sell a specified amount of Cyclacel Pharmaceuticals at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Cyclacel Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Cyclacel Pharmaceuticals' position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Cyclacel Pharmaceuticals will be realized, the loss incurred will be offset by the profits made with the option trade.

Cyclacel Pharmaceuticals' PUT expiring on 2022-12-16

   Profit   
Share
       Cyclacel Pharmaceuticals Price At Expiration  

Cyclacel Pharmaceuticals Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Cyclacel Pharmaceuticals' fluctuations based on previous trends. It's commonly used to predict Cyclacel Pharmaceuticals' 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 Cyclacel Pharmaceuticals' current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Cyclacel Pharmaceuticals' 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. The Median Price line plots median indexes of Cyclacel Pharmaceuticals price series.
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Cyclacel Pharmaceuticals Projected Return Density Against Market

Given the investment horizon of 90 days Cyclacel Pharmaceuticals has a beta of 0.4213 suggesting as returns on the market go up, Cyclacel Pharmaceuticals average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Cyclacel Pharmaceuticals will be expected to be much smaller as well.
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 Cyclacel Pharmaceuticals or Biotechnology 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 Cyclacel Pharmaceuticals' 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 Cyclacel 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.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Cyclacel Pharmaceuticals is significantly underperforming NYSE Composite.
   Predicted Return Density   
       Returns  
Cyclacel Pharmaceuticals' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how cyclacel 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 Cyclacel Pharmaceuticals Price Volatility?

Several factors can influence a Stock'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.

Cyclacel Pharmaceuticals 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 Cyclacel Pharmaceuticals or Biotechnology 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 Cyclacel Pharmaceuticals' 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 Cyclacel 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. Given the investment horizon of 90 days the coefficient of variation of Cyclacel Pharmaceuticals is -542.09. The daily returns are distributed with a variance of 24.87 and standard deviation of 4.99. The mean deviation of Cyclacel Pharmaceuticals is currently at 3.74. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.48
α
Alpha over NYSE Composite
-0.92
β
Beta against NYSE Composite0.42
σ
Overall volatility
4.99
Ir
Information ratio -0.19

Cyclacel Pharmaceuticals Stock Return Volatility

Cyclacel Pharmaceuticals historical daily return volatility represents how much of Cyclacel Pharmaceuticals stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 4.9872% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 12.5075% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About Cyclacel Pharmaceuticals Volatility

Volatility is a rate at which the price of Cyclacel Pharmaceuticals 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 Cyclacel Pharmaceuticals may increase or decrease. In other words, similar to Cyclacel's beta indicator, it measures the risk of Cyclacel Pharmaceuticals and helps estimate the fluctuations that may happen in a short period of time. So if prices of Cyclacel Pharmaceuticals 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.
Cyclacel Pharmaceuticals, Inc., a clinical-stage biopharmaceutical company, develops medicines for the treatment of cancer and other proliferative diseases. Cyclacel Pharmaceuticals, Inc. is headquartered in Berkeley Heights, New Jersey. Cyclacel Pharmaceuti operates under Biotechnology classification in the United States and is traded on NASDAQ Exchange.

Cyclacel Pharmaceuticals Investment Opportunity

NYSE Composite has a standard deviation of returns of 12.51 and is 2.51 times more volatile than Cyclacel Pharmaceuticals. 43  of all equities and portfolios are less risky than Cyclacel Pharmaceuticals. Compared to the overall equity markets, volatility of historical daily returns of Cyclacel Pharmaceuticals is lower than 43 () of all global equities and portfolios over the last 90 days. Use Cyclacel Pharmaceuticals to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a very speculative upward sentiment. Check odds of Cyclacel Pharmaceuticals to be traded at $0.7794 in 90 days.

Average diversification

The correlation between Cyclacel Pharmaceuticals and NYA is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cyclacel Pharmaceuticals and NYA in the same portfolio, assuming nothing else is changed.

Cyclacel Pharmaceuticals Additional Risk Indicators

The analysis of Cyclacel Pharmaceuticals' 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 Cyclacel Pharmaceuticals' investment and either accepting that risk or mitigating it. Along with some common measures of Cyclacel Pharmaceuticals 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 stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Cyclacel Pharmaceuticals 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 Cyclacel Pharmaceuticals 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. Cyclacel Pharmaceuticals' 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, Cyclacel Pharmaceuticals' 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 Cyclacel Pharmaceuticals.
Continue to Trending Equities. Note that the Cyclacel Pharmaceuticals information on this page should be used as a complementary analysis to other Cyclacel Pharmaceuticals' 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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

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Is Cyclacel Pharmaceuticals' 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 Cyclacel Pharmaceuticals. If investors know Cyclacel 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 Cyclacel Pharmaceuticals listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
10.9 M
Return On Assets
(0.42) 
Return On Equity
(0.60) 
The market value of Cyclacel Pharmaceuticals is measured differently than its book value, which is the value of Cyclacel that is recorded on the company's balance sheet. Investors also form their own opinion of Cyclacel Pharmaceuticals' value that differs from its market value or its book value, called intrinsic value, which is Cyclacel Pharmaceuticals' 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 Cyclacel Pharmaceuticals' market value can be influenced by many factors that don't directly affect Cyclacel Pharmaceuticals' 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 Cyclacel Pharmaceuticals' value and its price as these two are different measures arrived at by different means. Investors typically determine Cyclacel Pharmaceuticals value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cyclacel Pharmaceuticals' 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.