PPCCF OTC Stock Volatility

PPCCF
 Stock
  

USD 1.05  0.00  0.00%   

We consider Picc Prop not too volatile. Picc Prop Casualty maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had 0.13% of return per unit of risk over the last 3 months. Our standpoint towards forecasting 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-four technical indicators for Picc Prop Casualty, which you can use to evaluate the future volatility of the company. Please check Picc Prop Casualty risk adjusted performance of 0.1368, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0149%.
  
Picc Prop 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 PPCCF daily returns, and it is calculated using variance and standard deviation. We also use PPCCF's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Picc Prop volatility.

30 Days Market Risk

Not too volatile

Chance of Distress

Below 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 Picc Prop 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 Picc Prop at lower prices. For example, an investor can purchase PPCCF 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 Picc Prop'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.

Picc Prop Market Sensitivity And Downside Risk

Picc Prop's beta coefficient measures the volatility of PPCCF 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 PPCCF otc stock's returns against your selected market. In other words, Picc Prop's beta of -0.004 provides an investor with an approximation of how much risk Picc Prop otc stock can potentially add to one of your existing portfolios.
Picc Prop Casualty exhibits very low volatility with skewness of 8.12 and kurtosis of 66.0. However, we advise investors to further study Picc Prop Casualty technical indicators to ensure that all market info is available and is reliable. Picc Prop Casualty is a potential penny stock. Although Picc Prop may be in fact a good instrument to invest, many penny otc 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 Picc Prop Casualty. 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 PPCCF 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 Picc Prop Casualty Demand Trend
Check current 90 days Picc Prop correlation with market (DOW)

PPCCF Beta

    
  -0.004  
PPCCF 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

    
  0.12  
It is essential to understand the difference between upside risk (as represented by Picc Prop's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Picc Prop's daily returns or price. Since the actual investment returns on holding a position in ppccf 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 Picc Prop.

Picc Prop Casualty OTC Stock Volatility Analysis

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

Historical Volatility

This type of otc volatility measures Picc Prop's fluctuations based on previous trends. It's commonly used to predict Picc Prop'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 Picc Prop'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 Picc Prop'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. The Median Price line plots median indexes of Picc Prop Casualty price series.
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Picc Prop Projected Return Density Against Market

Assuming the 90 days horizon Picc Prop Casualty has a beta of -0.004 indicating as returns on benchmark increase, returns on holding Picc Prop are expected to decrease at a much lower rate. During the bear market, however, Picc Prop Casualty 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 Picc Prop or Financial 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 Picc Prop'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 PPCCF 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 0.0498, implying that it can generate a 0.0498 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Picc Prop's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how ppccf 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 Picc Prop 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.

Picc Prop 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 Picc Prop or Financial 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 Picc Prop'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 PPCCF 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 Picc Prop is 800.0. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.12. The mean deviation of Picc Prop Casualty is currently at 0.03. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
0.0498
β
Beta against DOW-0.004
σ
Overall volatility
0.12
Ir
Information ratio 0.22

Picc Prop OTC Stock Return Volatility

Picc Prop historical daily return volatility represents how much of Picc Prop otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm shows 0.1191% volatility of returns over 90 . By contrast, DOW inherits 1.2469% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Picc Prop Volatility

Volatility is a rate at which the price of Picc Prop 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 Picc Prop may increase or decrease. In other words, similar to PPCCF's beta indicator, it measures the risk of Picc Prop and helps estimate the fluctuations that may happen in a short period of time. So if prices of Picc Prop 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.
PICC Property and Casualty Company Limited, together with its subsidiaries, operates as a property and casualty insurance company in the Peoples Republic of China. It operates through Motor Vehicle Commercial Property Cargo Liability Accidental Injury and Health Agriculture Credit and Surety and Others segments. The company offers accidental injury and medical expenses, short-term health, homeowners, special risk, marine hull, construction, and other insurance products. It also provides reinsurance, investment and funds application, insurance and claim handling agency, training, information technology and business, and property management services. The company was incorporated in 2003 and is based in Beijing, China. PICC Property and Casualty Company Limited is a subsidiary of The Peoples Insurance Company of China Limited.

Picc Prop Investment Opportunity

DOW has a standard deviation of returns of 1.25 and is 10.42 times more volatile than Picc Prop Casualty. of all equities and portfolios are less risky than Picc Prop. Compared to the overall equity markets, volatility of historical daily returns of Picc Prop Casualty is lower than 1 () of all global equities and portfolios over the last 90 days. Use Picc Prop Casualty to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Picc Prop to be traded at $1.0395 in 90 days.

Good diversification

The correlation between Picc Prop Casualty and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Picc Prop Casualty and DJI in the same portfolio, assuming nothing else is changed.

Picc Prop Additional Risk Indicators

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

Picc Prop 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 Picc Prop 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. Picc Prop'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, Picc Prop'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 Picc Prop Casualty.
Please check Your Equity Center. Note that the Picc Prop Casualty information on this page should be used as a complementary analysis to other Picc Prop'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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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When running Picc Prop Casualty price analysis, check to measure Picc Prop'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 Picc Prop is operating at the current time. Most of Picc Prop's value examination focuses on studying past and present price action to predict the probability of Picc Prop's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Picc Prop's price. Additionally, you may evaluate how the addition of Picc Prop to your portfolios can decrease your overall portfolio volatility.
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Is Picc Prop'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 Picc Prop. If investors know PPCCF 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 Picc Prop 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 Picc Prop Casualty is measured differently than its book value, which is the value of PPCCF that is recorded on the company's balance sheet. Investors also form their own opinion of Picc Prop's value that differs from its market value or its book value, called intrinsic value, which is Picc Prop'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 Picc Prop's market value can be influenced by many factors that don't directly affect Picc Prop'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 Picc Prop's value and its price as these two are different measures arrived at by different means. Investors typically determine Picc Prop value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Picc Prop'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.