FBR ASSET Stock Volatility

FB
 Stock
  

USD 169.58  6.99  4.30%   

FBR ASSET INVESTMENT secures Sharpe Ratio (or Efficiency) of -0.052, which denotes the company had -0.052% of return per unit of volatility over the last 3 months. Macroaxis viewpoint regarding predicting 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. FBR ASSET INVESTMENT exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FBR ASSET INVESTMENT mean deviation of 3.15, and Market Risk Adjusted Performance of (0.21) to check the risk estimate we provide.
  
FBR ASSET 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 FBR ASSET daily returns, and it is calculated using variance and standard deviation. We also use FBR ASSET's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of FBR ASSET volatility.

60 Days Market Risk

Very steady

Chance of Distress

Very Small

60 Days Economic Sensitivity

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

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0.75MCDMcDonalds CorpPairCorr
0.6COHGCheetah Oil GasPairCorr
0.53DEERDeer Consumer ProductsPairCorr

FBR ASSET Market Sensitivity And Downside Risk

FBR ASSET's beta coefficient measures the volatility of FBR ASSET 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 FBR ASSET stock's returns against your selected market. In other words, FBR ASSET's beta of 0.21 provides an investor with an approximation of how much risk FBR ASSET stock can potentially add to one of your existing portfolios.
FBR ASSET INVESTMENT exhibits very low volatility with skewness of 0.93 and kurtosis of 3.29. However, we advise investors to further study FBR ASSET INVESTMENT technical indicators to make sure all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure FBR ASSET's stock risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact FBR ASSET's 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.

FBR ASSET Implied Volatility

FBR ASSET's implied volatility exposes the market's sentiment of FBR ASSET INVESTMENT stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if FBR ASSET's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that FBR ASSET stock will not fluctuate a lot when FBR ASSET's options are near their expiration.
3 Months Beta |Analyze FBR ASSET INVESTMENT Demand Trend
Check current 90 days FBR ASSET correlation with market (DOW)

FBR ASSET Beta

    
  0.21  
FBR ASSET 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

    
  3.65  
It is essential to understand the difference between upside risk (as represented by FBR ASSET's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of FBR ASSET's daily returns or price. Since the actual investment returns on holding a position in fbr asset 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 FBR ASSET.

FBR ASSET INVESTMENT Stock Volatility Analysis

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

Historical Volatility

This type of stock volatility measures FBR ASSET's fluctuations based on previous trends. It's commonly used to predict FBR ASSET'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 FBR ASSET's current market price. This means that the stock will return to its initially predicted market price.
Transformation
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FBR ASSET Projected Return Density Against Market

Allowing for the 90-day total investment horizon FBR ASSET has a beta of 0.2142 . This usually indicates as returns on the market go up, FBR ASSET average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding FBR ASSET INVESTMENT 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 FBR ASSET or Communication Services 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 FBR ASSET'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 FBR ASSET 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. FBR ASSET INVESTMENT is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
FBR ASSET's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how fbr asset 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 FBR ASSET 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.

FBR ASSET 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 FBR ASSET or Communication Services 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 FBR ASSET'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 FBR ASSET 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.
Allowing for the 90-day total investment horizon the coefficient of variation of FBR ASSET is -1924.77. The daily returns are distributed with a variance of 13.34 and standard deviation of 3.65. The mean deviation of FBR ASSET INVESTMENT is currently at 2.83. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
α
Alpha over DOW
-0.07
β
Beta against DOW0.21
σ
Overall volatility
3.65
Ir
Information ratio -0.03

FBR ASSET Stock Return Volatility

FBR ASSET historical daily return volatility represents how much of FBR ASSET stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 3.6529% volatility on return distribution over the 90 days horizon. By contrast, DOW inherits 1.1714% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About FBR ASSET Volatility

Volatility is a rate at which the price of FBR ASSET 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 FBR ASSET may increase or decrease. In other words, similar to FBR ASSET's beta indicator, it measures the risk of FBR ASSET and helps estimate the fluctuations that may happen in a short period of time. So if prices of FBR ASSET 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.
Meta Platforms, Inc. develops products that enable people to connect and share with friends and family through mobile devices, personal computers, virtual reality headsets, wearables, and in-home devices worldwide. Meta Platforms, Inc. was incorporated in 2004 and is headquartered in Menlo Park, California. Meta Platforms operates under Internet Content Information classification in the United States and is traded on NASDAQ Exchange. It employs 77805 people.

FBR ASSET Investment Opportunity

FBR ASSET INVESTMENT has a volatility of 3.65 and is 3.12 times more volatile than DOW. 31  of all equities and portfolios are less risky than FBR ASSET. Compared to the overall equity markets, volatility of historical daily returns of FBR ASSET INVESTMENT is lower than 31 () of all global equities and portfolios over the last 90 days.
Use FBR ASSET INVESTMENT to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a very speculative upward sentiment. Check odds of FBR ASSET to be traded at $211.98 in 90 days. .

Significant diversification

The correlation between FBR ASSET INVESTMENT and DJI is Significant diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FBR ASSET INVESTMENT and DJI in the same portfolio, assuming nothing else is changed.

FBR ASSET Additional Risk Indicators

The analysis of FBR ASSET'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 FBR ASSET's investment and either accepting that risk or mitigating it. Along with some common measures of FBR ASSET 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.
Risk Adjusted Performance(0.004007)
Market Risk Adjusted Performance(0.21)
Mean Deviation3.15
Coefficient Of Variation(11,246)
Standard Deviation4.24
Variance17.99
Information Ratio(0.033297)
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.

FBR ASSET 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 FBR ASSET 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. FBR ASSET'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, FBR ASSET'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 FBR ASSET INVESTMENT.
Please check Investing Opportunities. Note that the FBR ASSET INVESTMENT information on this page should be used as a complementary analysis to other FBR ASSET'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 Bond Directory module to find actively traded corporate debentures issued by US companies.

Other Tools for FBR ASSET Stock

When running FBR ASSET INVESTMENT price analysis, check to measure FBR ASSET'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 FBR ASSET is operating at the current time. Most of FBR ASSET's value examination focuses on studying past and present price action to predict the probability of FBR ASSET's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move FBR ASSET's price. Additionally, you may evaluate how the addition of FBR ASSET to your portfolios can decrease your overall portfolio volatility.
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