Acer Therapeutics Inc. :ACER Volatility at Extreme Levels – Aiken Advocate

Shares of Acer Therapeutics Inc. (:ACER) are displaying higher volatlity in today’s session as the stock has moved 9.80%, clocking in at $19.49 immediately after a latest bid.

Volatility is the dispersion of returns for a supplied stock. It is quantified by quick-expression traders as the typical distinction concerning a stock’s every day higher and every day minimal, then divided by the stock price tag. In other terms, volatility refers to the volume of chance about the sizing of modifications in a stock’s value. 

Traders are frequently searching to discover profitable stocks that have been mainly overlooked. With markets continue to driving higher, this may possibly not be the easiest factor in the globe proper now. Locating those best stocks right before they become home names may possibly just take a large amount of research and research. Many investors will apply various approaches for choosing stocks. If there was one particular that worked for everybody, it would make matters tremendous quick. Of study course, this is not the situation. Obviously, there are no assures in the stock industry. Some investors may possibly only aim on the fundamentals of a enterprise and fully overlook the technicals. Other people may possibly decide on to only watch technicals and by no means just take a look at the fundamental enterprise info. Combining both regions of research may possibly enable give a much better come to feel of what is heading on with the stock in the lengthy expression and the quick expression. Particular person investors who control their possess portfolios may possibly require to put in a large amount far more time than those who never. Profitable investors often have an uncanny way of filtering out the sounds and keeping their aim on the proper info. 

Based on data delivered from analysts polled by Thomson Reuters, Acer Therapeutics Inc. has a latest consensus goal price tag of 10.36. The latest consensus analyst recommendation is sitting down at 3.00 on enterprise shares. Traders will probable be tracking any consensus estimate modifications heading into the subsequent earnings interval.

Following a latest spot-check out, Acer Therapeutics Inc. (:ACER)’s ATR is 1.67. The Average Correct Assortment (ATR) is a evaluate of stock volatility. The Average Correct Assortment is an exponential going typical (14-days) of the Correct Assortment. The variety of a day’s investing is higher-minimal, and Correct Assortment expands into yesterday’s close when it lands outside the house of today’s variety.

Taking a closer look into the volatility on shares of Acer Therapeutics Inc. (:ACER), we recognize that the stock is 42.08% off of the 20-Day Very simple Moving Average. Zooming out to the 50-Day Very simple Moving Average, we can see a distinction of 78.72% from latest stock amounts.

Going out even even further, the 200-Day Very simple Moving Average is recorded 116.30% absent from the latest share price tag. Business shares were not long ago noted -13.88% off of the 50-working day higher and 165.08% absent from the 50-working day minimal. Let’s also just take a fast peek at the 52 week highs/lows.

At present, the stock is -52.59% divided from the 52 week higher and 276.42% from the minimal.


Motorola Solutions Inc Stock Volatility Hits A Deteriorated Level

Stock Alert – But Not What You Might Think

Before we cover the full analysis we make a quick alert here that Motorola Solutions Inc (NYSE:MSI) has seen its stock price move at a deteriorated level. We’ll go through the details below — but that’s the lede — the stock has been unusally quiet. If there was a post it note to summarize the stock movement in the last 30-days it would likely read “quiet time… too quiet?” The HV20 is 19.2% verus the HV20 of the S&P 500 at 3.55%.

Another bit to this alert of quiet time, which we cover in the article, is that while the historical volatility may be a deteriorated level, the real question that needs to be answered for option traders is not if the HV20 is low, but rather if the implied volatility that is priced for the next 30-days accuratley reflects what we’re about to see in the stock for the next month.

To jump forward and examine if owning or shorting options has been a positive trade in Motorola Solutions Inc, you can go here: Getting serious about option trading.

PREFACE

This is a proprietary realized volatility rating created by Capital Market Laboratories (CMLviz) based on a large number of data interactions for Motorola Solutions Inc (NYSE:MSI) . We examine
the little used gem of daily stock volatility over a 20-day and 30-day trading period, as well as comparisons to the last year and the actual stock returns over the last three- and six-months
and the S&P 500 and Nasdaq 100 indices.


Option trading isn’t about luck — this four minute video will change your trading life forever: Option Trading and Truth

As a heads up, in the “Why This Matters” section at the end of this article on Motorola Solutions Inc (NYSE:MSI) , we’re going to take a step back and show really clearly
that there is actually a lot less “luck” in successful option trading than most people are aware of. This idea of an “option trading expert” is vastly over complicated
so those with the information advantage can continue to profit at the expense of the rest.

But before that, let’s turn back to MSI. Here are the exact steps that led us to this rating, and whether it’s a risk alert or a holding pattern.

MSI Recent Stock Volatility

Rating

Stock volatility using proprietary measures has hit a deteriorated level.

Note
Even though Motorola Solutions Inc generates substantial revenue, its a small cap technology company which means MSI is susceptible to excessive risk. Here is a rolling annual volatility chart of the biotech index (IBB) versus the Nasdaq 100 and the S&P 500. Note how elevated the technology sector volatility is (the yellow curve) relative to the S&P 500.

While stocks with MSI’s profile see a short-term quiet period, this is also one of those times
when a shake out volatility move could be on the horizon.
Let’s take a deep dive into some institutional level volatility measures for Motorola Solutions Inc (NYSE:MSI) .

Motorola Solutions Inc Stock Performance

MSI is up +2.1% over the last three months and up +6.4% over the last six months. The stock price is up +19.3% over the last year. The current stock price is $89.08.


MSI Step 1: Stock Returns

The one-year stock return does not impact the volatility rating since we are looking at a shorter time horizon. However, the rating does examine the 3-month returns and the
absolute difference between the 3-month and 6-month returns.

  The 3-month stock return of +2.1% is too small to impact the stock volatility rating for MSI.
  The small difference between the 3-month and 6-month stock returns does not impact the stock volatility rating for MSI.

MSI Step 2: Daily Stock Volatility Level

The HV30® takes the stock’s day to day historical volatility over the last 30-days and then annualizes it. The HV20 looks back over just 20-days — a shorter time period. Here is the breakdown for Motorola Solutions Inc (NYSE:MSI) and how the day-by-day stock historical volatilities have impacted the rating:

  The HV20 of 20.1% is low enough that it has a downward impact on MSI’s volatility rating.

MSI Step 3: Motorola Solutions Inc HV20 Compared to Indices

* The HV20 for MSI is substantially larger than that for both the S&P 500 and the NASDAQ 100 which raises the volatility rating.

* The HV20 for MSI is substantially larger than that for the Technology ETF (XLK) which raises the volatility rating.

Here is summary data in tabular and chart format.

           MSI
           HV20    
   S&P 500
HV20
   NASDAQ 100
HV20   
   XLK
HV20   
           20.1%    3.55%    7.87%    8.02%

MSI Step 4: Daily Volatility Percentiles and Highs

We also examine the annual high of the HV30 in our rating but in this case the 52 week high in HV30 for MSI is 23.5%,
which is not enough to impact the stock volatility rating.

Here is summary data in tabular and chart format.

           MSI
           HV20    
   MSI
HV30
   MSI
HV30 High   
           20.1%    19.2%    23.5%

Final Stock Volatility Percentile Level: MSI

The final evolution of the volatility rating for Motorola Solutions Inc is a comparison of the HV30 value relative to its past, which is neatly summarized in the percentile — a scoring mechanism that goes from a low of 1 to a high of 100.

 
The HV30 percentile for Motorola Solutions Inc is 67%, which means the stock has seen elevated volatile price movement relative to its own past and
that has a small impact on the stock volatility rating.


Motorola Solutions Inc Realized Volatility Percentiles

Symantec Corporation Price Volatility Hits A Substantially Lowered Level

Symantec Corporation (NASDAQ:SYMC) Price Volatility Hits A Substantially Lowered Level

Stock Alert – But Not What You Might Think

Before we cover the full analysis we make a quick alert here that Symantec Corporation (NASDAQ:SYMC) has seen its stock price move at a depressed level. We’ll go through the details below — but that’s the lede — the stock has been unusally quiet. If there was a post it note to summarize the stock movement in the last 30-days it would likely read “quiet time… too quiet?” The HV20 is 22.77% verus the HV20 of the S&P 500 at 4.72%.

Another bit to this alert of quiet time, which we cover in the article, is that while the historical volatility may be a depressed level, the real question that needs to be answered for option traders is not if the HV20 is low, but rather if the implied volatility that is priced for the next 30-days accuratley reflects what we’re about to see in the stock for the next month.

To jump forward and examine if owning or shorting options has been a positive trade in Symantec Corporation, you can go here: Getting serious about option trading.

PREFACE

This is a proprietary realized volatility rating created by Capital Market Laboratories (CMLviz) based on a large number of data interactions for Symantec Corporation (NASDAQ:SYMC) . We examine
the little used gem of daily stock volatility over a 20-day and 30-day trading period, as well as comparisons to the last year and the actual stock returns over the last three- and six-months
and the S&P 500 and Nasdaq 100 indices.


Option trading isn’t about luck — this four minute video will change your trading life forever: Option Trading and Truth

As a heads up, in the “Why This Matters” section at the end of this article on Symantec Corporation (NASDAQ:SYMC) , we’re going to take a step back and show really clearly
that there is actually a lot less “luck” in successful option trading than most people are aware of. This idea of an “option trading expert” is vastly over complicated
so those with the information advantage can continue to profit at the expense of the rest.

But before that, let’s turn back to SYMC. Here are the exact steps that led us to this rating, and whether it’s a risk alert or a holding pattern.

SYMC Recent Price Volatility

Rating

Price volatility using proprietary measures has hit a depressed level.

Note
Even though Symantec Corporation generates substantial revenue, its a small cap technology company which means SYMC is susceptible to excessive risk.

Losses
We also note that SYMC has negative GAAP earnings in the last year which makes it ever more susceptible to stock volatility. Here is a rolling annual volatility chart of the biotech index (IBB) versus the Nasdaq 100 and the S&P 500. Note how elevated the technology sector volatility is (the yellow curve) relative to the S&P 500.

While stocks with SYMC’s profile see a short-term quiet period, this is also one of those times
when a shake out volatility move could be on the horizon.
Let’s take a deep dive into some institutional level volatility measures for Symantec Corporation (NASDAQ:SYMC) .

Symantec Corporation Stock Performance

SYMC is up +19.4% over the last three months and up +10.1% over the last six months. The stock price is up +34.5% over the last year. The current stock price is $33.92.


SYMC Step 1: Stock Returns

The one-year stock return does not impact the volatility rating since we are looking at a shorter time horizon. However, the rating does examine the 3-month returns and the
absolute difference between the 3-month and 6-month returns.

  The 3-month stock return of +19.4% has a small impact on the price volatility rating for SYMC.
  The small difference between the 3-month and 6-month stock returns does not impact the price volatility rating for SYMC.

SYMC Step 2: Daily Price Volatility Level

The HV30® takes the stock’s day to day historical volatility over the last 30-days and then annualizes it. The HV20 looks back over just 20-days — a shorter time period. Here is the breakdown for Symantec Corporation (NASDAQ:SYMC) and how the day-by-day price historical volatilities have impacted the rating:

  The HV20 of 22.4% is low enough that it has a downward impact on SYMC’s volatility rating.

SYMC Step 3: Symantec Corporation HV20 Compared to Indices

* The HV20 for SYMC is substantially larger than that for both the S&P 500 and the NASDAQ 100 which raises the volatility rating.

* The HV20 for SYMC is substantially larger than that for the Technology ETF (XLK) which raises the volatility rating.

Here is summary data in tabular and chart format.

           SYMC
           HV20    
   S&P 500
HV20
   NASDAQ 100
HV20   
   XLK
HV20   
           22.4%    4.72%    8.73%    9.21%

SYMC Step 4: Daily Volatility Percentiles and Highs

We also examine the annual high of the HV30 in our rating but in this case the 52 week high in HV30 for SYMC is 35.1%,
which is not enough to impact the price volatility rating.

Here is summary data in tabular and chart format.

           SYMC
           HV20    
   SYMC
HV30
   SYMC
HV30 High   
           22.4%    22.8%    35.1%

Final Price Volatility Percentile Level: SYMC

The final evolution of the volatility rating for Symantec Corporation is a comparison of the HV30 value relative to its past, which is neatly summarized in the percentile — a scoring mechanism that goes from a low of 1 to a high of 100.


Symantec Corporation Realized Volatility Percentiles

The Volatility Option Trade After Earnings in Motorola Solutions Inc

LEDE

This is a slightly advanced option trade that bets on volatility for a period that starts one-day after Motorola Solutions Inc (NYSE:MSI) earnings and lasts for the 6 calendar days to follow, that has been a winner for the last 2 years. We note the use of strict risk controls in this analysis.


Option trading isn’t about luck — this four minute video will change your trading life forever: Option Trading and Truth

Motorola Solutions Inc (NYSE:MSI) Earnings

In Motorola Solutions Inc, irrespective of whether the earnings move was large or small, if we waited one-day after earnings and then bought a one-week straddle (using weekly options), the results were quite strong. This trade opens one-day after earnings were announced to try to find a stock that moves a lot after the earnings announcement.

Simply owning options after earnings, blindly, is likely not a good trade, but hand-picking the times and the stocks to do it in can be useful. We can test this approach without bias with a custom option back-test. Here is the timing set-up around earnings:

Rules

* Open the long straddle one-calendar day after earnings.

* Close the straddle 7 calendar days after earnings.

* Use the options closest to 7 days from expiration (but at least 7-days).

This is a straight down the middle volatility bet — this trade wins if the stock is volatile the week following earnings and it will stand to lose if the stock is not volatile. This is not a silver bullet — it’s a trade that needs to be carefully examined.

But, this is a stock direction neutral strategy, which is to say, it wins if the stock moves up or down — it just has to move.

RISK CONTROL

Since blindly owning volatility can be a quick way to lose in the option market, we will apply a tight risk control to this analysis as well. We will add a 40% stop loss and a 40% limit gain.

In English, at the close of every trading day, if the straddle is up 40% from the price at the start of the trade, it gets sold for a profit. If it is down 40%, it gets sold for a loss. This also has the benefit of taking profits if there is volatility early in the week rather than waiting to close 7-days later.

RESULTS

If we bought the straddle in Motorola Solutions Inc (NYSE:MSI) over the last two-years but only held it after earnings we get these results:

We see a 110.6% return, testing this over the last 8 earnings dates in Motorola Solutions Inc. That’s a total of just 48 days (6 days for each earnings date, over 8 earnings dates).
That’s an annualized rate of 841%.

Looking at Averages

The overall return was 110.6%; but the trade statistics tell us more with average trade results:

      The average return per trade was 16.75% over 6-days.

      The average return per winning trade was 32.31% over 6-days.

      The average return per losing trade was -29.94% over 6-days.

Looking at the Last Year

While we just looked at a multi-year back-test, we can also hone in on the most recent year with the same test:

Now we see a 31% return over the last year and a 75% win-rate.

      The average return for the last year per trade was 8.19% over 6-days.

      The average return for the last year per winning trade was 21.08% over 6-days.

      The average return per losing trade was -30.48% over 6-days.

An Alternative

For the the more advanced option trader, a similar approach to this strategy would be to sell a strangle around this straddle turning it into an iron butterfly. You can test this approach in the CML Trade Machine (option back-tester).

WHAT HAPPENED

This is how people profit from the option market. Take a reasonable idea or hypothesis, test it, and apply lessons learned.

Shentong Robot Training Group Co Ltd (8206.HK) Looking at Increased Volatility in Session – The Stock Rover

Shares of Shentong Robot Training Group Co Ltd (8206.HK) is shifting on volatility today 1.27% or .005 from the open. The HKSE stated firm saw a recent bid of .40 on 410000 quantity.

Traders will be hoping to gauge which way stock industry momentum will shift as we head into the near of the calendar yr. Some may be of the way of thinking that the bears will be getting about shortly. Some others may be tremendous bullish and all set for the industry to make a further operate larger. Trying to predict which way the tide will shift is no simple endeavor. Currently being geared up for any condition that arises is a god way to battle the uncertainty that constantly follows the industry. Currently being geared up can assist the trader make fast, challenging decisions when the time will come. Numerous buyers may have now figured out that holding onto losers for way too lengthy can be damaging for the portfolio. They may have also understood that holding onto winners way too lengthy can also have detrimental outcomes. Finding that excellent invest in/offer balance can conclusion up becoming the variance between a great portfolio and a terrific just one.

Digging deeping into the Shentong Robot Training Group Co Ltd (8206.HK) ‘s technical indicators, we note that the Williams P.c Array or 14 day Williams %R at the moment sits at -60.00. The Williams %R oscillates in a vary from to -100. A studying between and -20 would position to an overbought condition. A studying from -80 to -100 would sign an oversold condition. The Williams %R was designed by Larry Williams. This is a momentum indicator that is the inverse of the Quick Stochastic Oscillator.

Shentong Robot Training Group Co Ltd (8206.HK) at the moment has a 14-day Commodity Channel Index (CCI) of -106.21. Lively buyers may choose to use this technical indicator as a stock analysis device. Applied as a coincident indicator, the CCI studying earlier mentioned +100 would replicate sturdy value motion which may sign an uptrend. On the flip side, a studying down below -100 may sign a downtrend reflecting weak value motion. Working with the CCI as a primary indicator, technical analysts may use a +100 studying as an overbought sign and a -100 studying as an oversold indicator, suggesting a craze reversal.

Currently, the 14-day ADX for Shentong Robot Training Group Co Ltd (8206.HK) is sitting at 10.44. Commonly speaking, an ADX value from -25 would reveal an absent or weak craze. A value of 25-50 would aid a sturdy craze. A value of 50-75 would detect a very sturdy craze, and a value of 75-100 would guide to an very sturdy craze. ADX is made use of to gauge craze power but not craze route. Traders often include the Plus Directional Indicator (+DI) and Minus Directional Indicator (-DI) to detect the route of a craze.

The RSI, or Relative Strength Index, is a widely made use of technical momentum indicator that compares value motion about time. The RSI was designed by J. Welles Wilder who was striving to evaluate whether or not a stock was overbought or oversold. The RSI may be helpful for spotting irregular value exercise and volatility. The RSI oscillates on a scale from to 100. The normal studying of a stock will fall in the vary of 30 to 70. A studying about 70 would reveal that the stock is overbought, and potentially overvalued. A studying below 30 may reveal that the stock is oversold, and potentially undervalued. Just after a recent test, the 14-day RSI for Shentong Robot Training Group Co Ltd is at the moment at 47.46, the 7-day stands at 47.29, and the 3-day is sitting at 47.83.

Shorting Volatility: The Secret Sauce – Tesla Motors (NASDAQ:TSLA)

If stocks are “obscenely overvalued” – and most investors agree they are right now – where do you turn to make money in the markets? How about precious metals and currencies? Or shorting call options in VXX?

These strategies are working for Victor Dergunov, author of the Albright Investment Group service on Seeking Alpha’s Marketplace. He focuses on these types of investments in his service, but it’s more than that – he also looks at long and short investments in various sectors, including energy, along with ETF and options plays, hedging strategies and other methods designed to help preserve capital and reduce downside risk.

Of course, he shares these actionable, profitable ideas with his subscribers. Victor joined the Roundtable to explain why he’s a big believer in electric vehicles (EVs) – especially Tesla (NASDAQ:TSLA), how he’s putting market volatility (or the lack of it) to work in his portfolio, and what he thinks the Fed is likely to do for the remainder of 2017, as well as how they might react if sentiment starts to turn negative in the economy and markets.

Seeking Alpha: Looking at your content, you seem to be a little bit country, a little bit rock n’ roll – or in investing parlance, a little bit macro, a little bit currencies, silver and gold. Broadly speaking, what’s your investment approach? What’s appealing for you about currencies and precious metals, with a little bit of macro mixed in for flavor?

Victor Dergunov, author of Albright Investment Group: I focus on macro indicators a lot to get an idea where certain markets are headed short term. I am usually more focused on individual stocks, but with many stocks now reaching what I feel are obscene valuations, I try to find an investment in other places such as gold, silver, currencies and so on.

SA: Within those areas, are there specific data points or indicators you follow to help you determine which way the markets are moving and how to position yourself as an investor?

VD: Within the areas of gold, silver, and currencies, interest rates and future Fed policy play a big role, so I focus on those factors to get an idea where markets may be headed.

SA: What do you offer subscribers of the Albright Investment Group service on Marketplace? What can investors expect to get from their subscription, and why should they join the Albright community? What do they get that readers of your free content don’t?

VD: In the Albright Investment Group subscription service, we offer exclusive trading ideas and an insight into our trading strategies before we make this information available in our public articles.

Investors can expect to get high-level analysis and exclusive ideas regarding trading strategies that they may find to be very useful and profitable.

SA: You’re a relatively new author on Seeking Alpha. Understanding that your Albright Investment Group service is still somewhat in its early days – launched in May – what would you say to other, newer authors considering starting up a Marketplace service?

VD: I would say to have patience, have a plan, and try to approach this like a long-term business opportunity that will give you as much as you choose to put into it.

SA: You wrote recently that the sell-off in the dollar might be due in part to market perception that the Fed’s narrative about normalization isn’t being taken seriously. As someone who frequently writes about gold and the dollar, which are (obviously) sensitive to interest rates, what are your thoughts about the Fed’s plan to continue to raise interest rates into 2018 and how that might impact the markets you follow?

VD: I believe the Fed will provide one more rate hike this year in December and will continue to gradually normalize rates so long as the economy and the markets permit the Fed to continue, meaning don’t have any significant disruptions.

However, as soon as some negative shocks become apparent, in the economy or in stock markets, the Fed should come back to its extremely easy policy. More QE and other measures are likely in the future. If the monetary punchbowl is not introduced early in the next recession, the consequences will be very severe. In 1-2 years everything could look a lot different.

SA: In a recent article on oil (USO), you cited the potential “risks” to the sector due to an increase in electric vehicle (EV) offerings. What is your perception of market demand for EVs, and how much of an impact might that have on oil, oil producers and related stocks in the coming years?

VD: Market demand for EVs is huge and has the potential to be massive. It will be massive because it is the future and it is a better alternative in almost every way. The potential for massive demand is greater than most people realize.

The impact on oil could be huge and also much greater than anyone realizes. This could cause lower oil for much longer and certain companies especially tied to the offshore drilling sector could go bankrupt.

SA: Currencies and precious metals tend to lend themselves to more short-term trades, as those markets can be pretty volatile. That said, any opportunities you’re looking at long term, and if so, what’s the appeal?

VD: I am not looking at anything in stocks right now, as I feel we are close to a short-term top in this market. However, when a correction occurs, I would love to buy some shares of Tesla on sale. Other fast growing disruptive companies that are juggernauts in their arena such as Nvidia (NVDA) I would like to buy at lower prices.

SA: What’s the major story or stories you are following in the market for the rest of the year and into 2018? How are you positioning yourself?

VD: The largest story I am looking at is the extremely low VIX. It feels like nothing can disrupt the markets these days. Even a potential nuclear conflict with North Korea barely causes any volatility. I am watching to see how long this lasts, and how to profit from the absence of volatility, also, how to profit on the flipside, when volatility occurs.

SA: What’s your favorite investment idea in the market right now, and what is the story?

VD: My favorite trade right now, and frankly one that has been a favorite of mine for a few years now is to short volatility via the sale of call options in VXX. This has been an amazing trade that continues to be extremely profitable as VXX continuously decays. This trade will work until it doesn’t anymore; when that will happen only time will tell.

As far as an investment, I have to go with Tesla, just because I believe this will be a huge company – it may be one of the biggest companies in about 10 years. Therefore, Tesla, but at lower prices. On a correction of 5%-10% in the stock market, I would want to get in between $250 and $280. In a bear market, all bets are off on how low it can go. In my opinion, we could see TSLA trade under $200. In a severe recession, $130-$180 could be the ultimate low for the stock and I would be a big long-term buyer here.

***

Thanks to Victor Dergunov for joining the Roundtable to share his perspectives on the remarkably staunch VIX, the Fed and Tesla. As a reminder, you can check out his free content here, and if you’re looking for exclusive, actionable long and short ideas in stocks, precious metals, energy, ETFs, options, and more to help protect your capital and reduce volatility, consider a subscription to Albright Investment Group.

Follow the SA Marketplace account above and below to stay up to date on what’s happening in the Marketplace, including our regular interviews and roundtables and product updates. Authors are launching new Marketplace services weekly, and this is one of the best places to keep up to date on the latest and greatest.

Disclosure: I/we have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it (other than from Seeking Alpha). I have no business relationship with any company whose stock is mentioned in this article.

Additional disclosure: Victor Dergunov is short Sept 15 call options in VXX.

Shentong Robot Schooling Team Co Ltd (8206.HK) Observing Increased Volatility in Session

July 26, 2017Lenox Team

Shares of Shentong Robot Schooling Team Co Ltd (8206.HK) have witnessed the needle move 2.38% or .01 in the most latest session. The HKSE detailed company saw a latest bid of $.43 on 631000 volume. 

From time to time, buyers may well require to choose when to market a winner. This can be a person of the harder portfolio choices to make. When a winning stock keeps growing, it can be rough to element with it. Traders may well turn out to be hesitant to market mainly because they really do not want to miss out on bigger revenue in the foreseeable future. Often this tactic will function, and other times buyers may well be watching all former gains evaporate. 

Having a deeper appear into the specialized amounts of Shentong Robot Schooling Team Co Ltd (8206.HK), we can see that the Williams Percent Array or 14 working day Williams %R now sits at -57.14. The Williams %R oscillates in a variety from to -100. A reading through in between and -20 would position to an overbought problem. A reading through from -80 to -100 would signal an oversold problem. The Williams %R was formulated by Larry Williams. This is a momentum indicator that is the inverse of the Fast Stochastic Oscillator.

Shentong Robot Schooling Team Co Ltd (8206.HK) now has a 14-working day Commodity Channel Index (CCI) of 240.68. Lively buyers may well pick out to use this specialized indicator as a stock evaluation device. Employed as a coincident indicator, the CCI reading through over +100 would replicate strong price motion which may well signal an uptrend. On the flip side, a reading through down below -100 may well signal a downtrend reflecting weak price motion. Applying the CCI as a top indicator, specialized analysts may well use a +100 reading through as an overbought signal and a -100 reading through as an oversold indicator, suggesting a development reversal.

The RSI, or Relative Power Index, is a commonly applied specialized momentum indicator that compares price motion over time. The RSI was produced by J. Welles Wilder who was striving to evaluate whether or not or not a stock was overbought or oversold. The RSI may well be helpful for spotting irregular price activity and volatility. The RSI oscillates on a scale from to 100. The ordinary reading through of a stock will fall in the variety of 30 to 70. A reading through over 70 would point out that the stock is overbought, and perhaps overvalued. A reading through below 30 may well point out that the stock is oversold, and perhaps undervalued. Right after a latest look at, Shentong Robot Schooling Team Co Ltd’s  14-working day RSI is now at 53.72, the 7-working day stands at 58.38, and the 3-working day is sitting down at 67.19.

At the moment, the 14-working day ADX for Shentong Robot Schooling Team Co Ltd (8206.HK) is sitting down at 20.40. Typically speaking, an ADX value from -25 would point out an absent or weak development. A value of 25-50 would help a strong development. A value of 50-75 would determine a extremely strong development, and a value of 75-100 would direct to an really strong development. ADX is applied to gauge development strength but not development way. Traders generally increase the Additionally Directional Indicator (+DI) and Minus Directional Indicator (-DI) to determine the way of a development.

Motorola Solutions Inc Realized Volatility Hits A Collapsing Low

Stock Alert – But Not What You Might Think

Before we cover the full analysis we make a quick alert here that Motorola Solutions Inc (NYSE:MSI) has seen its stock price move at a plunging low level. We’ll go through the details below — but that’s the lede — the stock has been unusally quiet. If there was a post it note to summarize the stock movement in the last 30-days it would likely read “quiet time… too quiet?” The HV20 is 13.99% verus the HV20 of the S&P 500 at 8.56%.

Another bit to this alert of quiet time, which we cover in the article, is that while the historical volatility may be a plunging low level, the real question that needs to be answered for option traders is not if the HV20 is low, but rather if the implied volatility that is priced for the next 30-days accuratley reflects what we’re about to see in the stock for the next month.

To jump forward and examine if owning or shorting options has been a positive trade in Motorola Solutions Inc, you can go here: Getting serious about option trading.

PREFACE

This is a proprietary realized volatility rating created by Capital Market Laboratories (CMLviz) based on a large number of data interactions for Motorola Solutions Inc (NYSE:MSI) . We examine
the little used gem of daily stock volatility over a 20-day and 30-day trading period, as well as comparisons to the last year and the actual stock returns over the last three- and six-months
and the S&P 500 and Nasdaq 100 indices.

Option trading isn’t about luck — this four minute video will change your trading life forever: Option Trading and Truth

As a heads up, in the “Why This Matters” section at the end of this article on Motorola Solutions Inc (NYSE:MSI) , we’re going to take a step back and show really clearly
that there is actually a lot less “luck” in successful option trading than most people are aware of. This idea of an “option trading expert” is vastly over complicated
so those with the information advantage can continue to profit at the expense of the rest.

But before that, let’s turn back to MSI. Here are the exact steps that led us to this rating, and whether it’s a risk alert or a holding pattern.

MSI Recent Realized Volatility

Rating

Realized volatility using proprietary measures has hit a plunging low level.

Note
Even though Motorola Solutions Inc generates substantial revenue, its a small cap technology company which means MSI is susceptible to excessive risk. Here is a rolling annual volatility chart of the biotech index (IBB) versus the Nasdaq 100 and the S&P 500. Note how elevated the technology sector volatility is (the yellow curve) relative to the S&P 500.

While stocks with MSI’s profile see a short-term quiet period, this is also one of those times
when a shake out volatility move could be on the horizon.
Let’s take a deep dive into some institutional level volatility measures for Motorola Solutions Inc (NYSE:MSI) .

Motorola Solutions Inc Stock Performance

MSI is up +7.2% over the last three months and up +7.3% over the last six months. The stock price is up +31.0% over the last year. The current stock price is $88.28.


MSI Step 1: Stock Returns

The one-year stock return does not impact the volatility rating since we are looking at a shorter time horizon. However, the rating does examine the 3-month returns and the
absolute difference between the 3-month and 6-month returns.

  The 3-month stock return of +7.2% is too small to impact the realized volatility rating for MSI.
  The small difference between the 3-month and 6-month stock returns does not impact the realized volatility rating for MSI.

MSI Step 2: Daily Realized Volatility Level

The HV30® takes the stock’s day to day historical volatility over the last 30-days and then annualizes it. The HV20 looks back over just 20-days — a shorter time period. Here is the breakdown for Motorola Solutions Inc (NYSE:MSI) and how the day-by-day realized historical volatilities have impacted the rating:

  The HV20 of 14.0% is quite low and has a substantial downward impact on MSI’s volatility rating.

MSI Step 3: Motorola Solutions Inc HV20 Compared to Indices

* The HV20 for MSI is greater than that for the S&P 500, but less than that for the NASDAQ 100 which results in no impact on the volatility rating.

* The HV20 for MSI is smaller than that for the Technology ETF (XLK) which drops the volatility rating.

Here is summary data in tabular and chart format.

           MSI
           HV20    
   S&P 500
HV20
   NASDAQ 100
HV20   
   XLK
HV20   
           14.0%    8.56%    16.16%    15.33%

MSI Step 4: Daily Volatility Percentiles and Highs

We also examine the annual high of the HV30 in our rating but in this case the 52 week high in HV30 for MSI is 25.5%,
which is not enough to impact the realized volatility rating.

Here is summary data in tabular and chart format.

           MSI
           HV20    
   MSI
HV30
   MSI
HV30 High   
           14.0%    14.0%    25.5%

Final Realized Volatility Percentile Level: MSI

The final evolution of the volatility rating for Motorola Solutions Inc is a comparison of the HV30 value relative to its past, which is neatly summarized in the percentile — a scoring mechanism that goes from a low of 1 to a high of 100.

 
The HV30 percentile for Motorola Solutions Inc is 28%, which means the stock has seen low volatility in its price movement relative to its own past and
that has a slightly dampening impact on the realized volatility rating.


Motorola Solutions Inc Realized Volatility Percentiles

A Look at What’s Behind the Numbers & Volatility – Stock Talker

Watching some historical volatility numbers on shares of Motorola Solutions, Inc. (NYSE:MSI), we can see that the 12 month volatility is presently 16.531500. The 6 month volatility is 17.329300, and the 3 month is spotted at 16.040700. Following volatility data can help measure how much the stock price has fluctuated over the specified time period. Although past volatility action may help project future stock volatility, it may also be vastly different when taking into account other factors that may be driving price action during the measured time period.

As most investors most likely have learned, there is no easy answer when deciding how to best take aim at the equity market, especially when faced with a volatile investing scenario. There are many different views when it comes to trading stocks. Investors may have to first come up with a plan in order to build a solid platform on which to compile a legitimate strategy. The vast amount of publically available data can seem overwhelming for novice investors. Making sense of the sea of information may do wonders for the health of the individual investor’s holdings.

At the time of writing, Motorola Solutions, Inc. (NYSE:MSI) has a Piotroski F-Score of 8. The F-Score may help discover companies with strengthening balance sheets. The score may also be used to spot the weak performers. Joseph Piotroski developed the F-Score which employs nine different variables based on the company financial statement. A single point is assigned to each test that a stock passes. Typically, a stock scoring an 8 or 9 would be seen as strong. On the other end, a stock with a score from 0-2 would be viewed as weak.

Investors may be interested in viewing the Gross Margin score on shares of Motorola Solutions, Inc. (NYSE:MSI). The name currently has a score of 5.00000. This score is derived from the Gross Margin (Marx) stability and growth over the previous eight years. The Gross Margin score lands on a scale from 1 to 100 where a score of 1 would be considered positive, and a score of 100 would be seen as negative. The Q.i. Value of Motorola Solutions, Inc. is 26.00000.  The Q.i. Value is a helpful tool in determining if a company is undervalued or not.  The Q.i. Value is calculated using the following ratios: EBITDA Yield, Earnings Yield, FCF Yield, and Liquidity.  The lower the Q.i. value, the more undervalued the company is thought to be.

The MF Rank (aka the Magic Formula) is a formula that pinpoints a valuable company trading at a good price.  The formula is calculated by looking at companies that have a high earnings yield as well as a high return on invested capital.  The MF Rank of Motorola Solutions, Inc. (NYSE:MSI) is 2482.  A company with a low rank is considered a good company to invest in.  The Magic Formula was introduced in a book written by Joel Greenblatt, entitled, “The Little Book that Beats the Market”.  The ERP5 Rank is an investment tool that analysts use to discover undervalued companies.  The ERP5 looks at the Price to Book ratio, Earnings Yield, ROIC and 5 year average ROIC.  The ERP5 of Motorola Solutions, Inc. (NYSE:MSI) is 6769.  The lower the ERP5 rank, the more undervalued a company is thought to be.

Some of the best financial predictions are formed by using a variety of financial tools. The Price Range 52 Weeks is one of the tools that investors use to determine the lowest and highest price at which a stock has traded in the previous 52 weeks.  The Price Range of Motorola Solutions, Inc. (NYSE:MSI) over the past 52 weeks is 0.979000.  The 52-week range can be found in the stock’s quote summary. 

We can now take a quick look at some historical stock price index data. Motorola Solutions, Inc. (NYSE:MSI) presently has a 10 month price index of 1.15312. The price index is calculated by dividing the current share price by the share price ten months ago. A ratio over one indicates an increase in share price over the period. A ratio lower than one shows that the price has decreased over that time period. Looking at some alternate time periods, the 12 month price index is 1.34161, the 24 month is 1.56476, and the 36 month is 1.35722. Narrowing in a bit closer, the 5 month price index is 1.09559, the 3 month is 1.02806, and the 1 month is currently 1.01833.

Free Cash Flow Growth (FCF Growth) is the free cash flow of the current year minus the free cash flow from the previous year, divided by last year’s free cash flow.  The FCF Growth of Motorola Solutions, Inc. (NYSE:MSI) is 2.985950.  Free cash flow (FCF) is the cash produced by the company minus capital expenditure.  This cash is what a company uses to meet its financial obligations, such as making payments on debt or to pay out dividends.  The Free Cash Flow Score (FCF Score) is a helpful tool in calculating the free cash flow growth with free cash flow stability – this gives investors the overall quality of the free cash flow.  The FCF Score of Motorola Solutions, Inc. is 2.314145.  Experts say the higher the value, the better, as it means that the free cash flow is high, or the variability of free cash flow is low or both.

Symantec Corporation Realized Volatility Hits An Amplified Level

Stock Alert and Holding Pattern

Before we cover the full analysis we make a quick alert here that Symantec Corporation (NASDAQ:SYMC) has seen its stock price move at an amplified level. We’ll go through the details below — but that’s the lede — the stock has been behaving, roughly speaking, ‘normally.’ If there was a post it note to summarize the stock movement in the last 30-days it would likely read “holding pattern.” The HV20 is 27.51% verus the HV20 of the S&P 500 at 8.53%.

But don’t confuse a holding pattern with low risk — this is quite possibly an inflection point.

Another bit to this holding pattern, which we cover in the article, is that while the historical volatility may be an amplified level, the real question that needs to be answered for option traders is not if the HV20 is high or low, but rather if the implied volatility that is priced for the next 30-days accuratley reflects what we’re about to see in the stock for the next month.

To jump forward and examine if owning or shorting options has been a positive trade in Symantec Corporation, you can go here: Getting serious about option trading.

PREFACE

This is a proprietary realized volatility rating created by Capital Market Laboratories (CMLviz) based on a large number of data interactions for Symantec Corporation (NASDAQ:SYMC) . We examine
the little used gem of daily stock volatility over a 20-day and 30-day trading period, as well as comparisons to the last year and the actual stock returns over the last three- and six-months
and the S&P 500 and Nasdaq 100 indices.

Option trading isn’t about luck — this three minute video will change your trading life forever: Option Trading and Truth

As a heads up, in the “Why This Matters” section at the end of this article on Symantec Corporation (NASDAQ:SYMC) , we’re going to take a step back and show really clearly
that there is actually a lot less “luck” in successful option trading than most people are aware of. This idea of an “option trading expert” is vastly over complicated
so those with the information advantage can continue to profit at the expense of the rest.

But before that, let’s turn back to SYMC. Here are the exact steps that led us to this rating, and whether it’s a risk alert or a holding pattern.

SYMC Recent Realized Volatility

Rating

Realized volatility using proprietary measures has hit an amplified level.

Note
Even though Symantec Corporation generates substantial revenue, its a small cap technology company which means SYMC is susceptible to excessive risk.

Losses
We also note that SYMC has negative GAAP earnings in the last year which makes it ever more susceptible to stock volatility. Here is a rolling annual volatility chart of the biotech index (IBB) versus the Nasdaq 100 and the S&P 500. Note how elevated the technology sector volatility is (the yellow curve) relative to the S&P 500.

Let’s take a deep dive into some institutional level volatility measures for Symantec Corporation (NASDAQ:SYMC) .

Symantec Corporation Stock Performance

SYMC is down -1.1% over the last three months and up +19.7% over the last six months. The stock price is up +71.7% over the last year. The current stock price is $29.71.


SYMC Step 1: Stock Returns

The one-year stock return does not impact the volatility rating since we are looking at a shorter time horizon. However, the rating does examine the 3-month returns and the
absolute difference between the 3-month and 6-month returns.

  The 3-month stock return of -1.1% is too small to impact the realized volatility rating for SYMC.
  The noteworthy difference between the 3-month and 6-month stock returns has a meaningful impact on the realized volatility rating for SYMC.

SYMC Step 2: Daily Realized Volatility Level

The HV30® takes the stock’s day to day historical volatility over the last 30-days and then annualizes it. The HV20 looks back over just 20-days — a shorter time period. Here is the breakdown for Symantec Corporation (NASDAQ:SYMC) and how the day-by-day realized historical volatilities have impacted the rating:

  The HV20 of 25.7% is low enough that it has a downward impact on SYMC’s volatility rating.

SYMC Step 3: Symantec Corporation HV20 Compared to Indices

* The HV20 for SYMC is substantially larger than that for both the S&P 500 and the NASDAQ 100 which raises the volatility rating.

* The HV20 for SYMC is substantially larger than that for the Technology ETF (XLK) which raises the volatility rating.

Here is summary data in tabular and chart format.

           SYMC
           HV20    
   S&P 500
HV20
   NASDAQ 100
HV20   
   XLK
HV20   
           25.7%    8.53%    15.31%    15.34%

SYMC Step 4: Daily Volatility Percentiles and Highs

We also examine the annual high of the HV30 in our rating but in this case the 52 week high in HV30 for SYMC is 35.1%,
which is not enough to impact the realized volatility rating.

Here is summary data in tabular and chart format.

           SYMC
           HV20    
   SYMC
HV30
   SYMC
HV30 High   
           25.7%    27.5%    35.1%

Final Realized Volatility Percentile Level: SYMC

The final evolution of the volatility rating for Symantec Corporation is a comparison of the HV30 value relative to its past, which is neatly summarized in the percentile — a scoring mechanism that goes from a low of 1 to a high of 100.

 
The HV30 percentile for Symantec Corporation is 70%, which means the stock has seen elevated volatile price movement relative to its own past and
that has a small impact on the realized volatility rating.


Symantec Corporation Realized Volatility Percentiles