Engage Pink Sheet Volatility

ENGA
 Stock
  

USD 0.34  0.02  5.56%   

Engage Mobility appears to be out of control, given 3 months investment horizon. Engage Mobility secures Sharpe Ratio (or Efficiency) of 0.0606, which denotes the company had 0.0606% of return per unit of risk over the last 3 months. Our standpoint towards predicting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By reviewing Engage Mobility technical indicators you can presently evaluate if the expected return of 0.88% is justified by implied risk. Please utilize Engage Mobility's Downside Deviation of 12.47, mean deviation of 9.08, and Coefficient Of Variation of 2032.15 to check if our risk estimates are consistent with your expectations.
  
Engage Mobility Pink Sheet 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 Engage daily returns, and it is calculated using variance and standard deviation. We also use Engage's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Engage Mobility volatility.

60 Days Market Risk

Out of control

Chance of Distress

60 Days Economic Sensitivity

Barely shadows the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Engage Mobility 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 Engage Mobility at lower prices. For example, an investor can purchase Engage 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 Engage Mobility'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.

Engage Mobility Market Sensitivity And Downside Risk

Engage Mobility's beta coefficient measures the volatility of Engage pink sheet 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 Engage pink sheet's returns against your selected market. In other words, Engage Mobility's beta of 0.0255 provides an investor with an approximation of how much risk Engage Mobility pink sheet can potentially add to one of your existing portfolios.
Engage Mobility is showing large volatility of returns over the selected time horizon. We encourage all investors to investigate this asset further to ensure that related market timing strategies are aligned with all the expectations about Engage Mobility implied risk. Engage Mobility is a potential penny stock. Although Engage Mobility may be in fact a good instrument to invest, many penny pink sheets 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 Engage Mobility. 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 Engage 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 Engage Mobility Demand Trend
Check current 90 days Engage Mobility correlation with market (NYSE Composite)

Engage Beta

    
  0.0255  
Engage 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

    
  14.55  
It is essential to understand the difference between upside risk (as represented by Engage Mobility's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Engage Mobility's daily returns or price. Since the actual investment returns on holding a position in engage pink sheet 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 Engage Mobility.

Engage Mobility Pink Sheet Volatility Analysis

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

Historical Volatility

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

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Engage Mobility'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 Engage Mobility'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. Engage Mobility 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.
.

Engage Mobility Projected Return Density Against Market

Given the investment horizon of 90 days Engage Mobility has a beta of 0.0255 suggesting as returns on the market go up, Engage Mobility average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Engage Mobility 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 Engage Mobility or Media 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 Engage Mobility's price will be affected by overall pink sheet 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 Engage 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 0.6954, implying that it can generate a 0.7 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Engage Mobility's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how engage pink sheet'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 an Engage Mobility Price Volatility?

Several factors can influence a otc's market 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.

Engage Mobility Pink Sheet 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 Engage Mobility or Media 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 Engage Mobility's price will be affected by overall pink sheet 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 Engage 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. Given the investment horizon of 90 days the coefficient of variation of Engage Mobility is 1649.68. The daily returns are distributed with a variance of 211.65 and standard deviation of 14.55. The mean deviation of Engage Mobility is currently at 9.26. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.49
α
Alpha over NYSE Composite
0.70
β
Beta against NYSE Composite0.0255
σ
Overall volatility
14.55
Ir
Information ratio 0.0446

Engage Mobility Pink Sheet Return Volatility

Engage Mobility historical daily return volatility represents how much of Engage Mobility otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 14.5483% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 1.4941% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About Engage Mobility Volatility

Volatility is a rate at which the price of Engage Mobility 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 Engage Mobility may increase or decrease. In other words, similar to Engage's beta indicator, it measures the risk of Engage Mobility and helps estimate the fluctuations that may happen in a short period of time. So if prices of Engage Mobility 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.
Its video-sharing platform and a streaming service that allow its members to watch various content, such as movies, series, documentaries, and talk shows on internet-connected devices. The company was incorporated in 2011 and is based in Miami, Florida. Engage Mobility operates under Shell Companies classification in the United States and is traded on OTC Exchange.

Engage Mobility Investment Opportunity

Engage Mobility has a volatility of 14.55 and is 9.77 times more volatile than NYSE Composite. 96  of all equities and portfolios are less risky than Engage Mobility. Compared to the overall equity markets, volatility of historical daily returns of Engage Mobility is higher than 96 () of all global equities and portfolios over the last 90 days. Use Engage Mobility to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Engage Mobility to be traded at $0.323 in 90 days.

Engage Mobility Additional Risk Indicators

The analysis of Engage Mobility'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 Engage Mobility's investment and either accepting that risk or mitigating it. Along with some common measures of Engage Mobility pink sheet'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 pink sheets, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Engage Mobility 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 Engage Mobility 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. Engage Mobility'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, Engage Mobility'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 Engage Mobility.
Continue to Investing Opportunities. Note that the Engage Mobility information on this page should be used as a complementary analysis to other Engage Mobility'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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

Complementary Tools for Engage Pink Sheet analysis

When running Engage Mobility price analysis, check to measure Engage Mobility'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 Engage Mobility is operating at the current time. Most of Engage Mobility's value examination focuses on studying past and present price action to predict the probability of Engage Mobility's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Engage Mobility's price. Additionally, you may evaluate how the addition of Engage Mobility to your portfolios can decrease your overall portfolio volatility.
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Please note, there is a significant difference between Engage Mobility's value and its price as these two are different measures arrived at by different means. Investors typically determine Engage Mobility value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Engage Mobility'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.