ICTSF has been successfully added to your Stock Email Alerts list.
You can manage your stock email alerts here.
ICTSF has been removed from your Stock Email Alerts list.
Please enter Portfolio Name for new portfolio.
Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
As of today (2024-05-21), ICTS International NV's Volatility is 72.84%.
For the Security & Protection Services subindustry, ICTS International NV's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
For the Business Services industry and Industrials sector, ICTS International NV's Volatility distribution charts can be found below:
* The bar in red indicates where ICTS International NV's Volatility falls into.
The annualized volatility is calculated as following:
σA | = | σM | * | √12 |
= | √ 1/(n-1) ∑(Ri - R')^2 | * | √12 |
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
ICTS International NV (OTCPK:ICTSF) Volatility Explanation
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Thank you for viewing the detailed overview of ICTS International NV's Volatility provided by GuruFocus.com. Please click on the following links to see related term pages.
Rom Shaked | other: Managing Director | 79 EERSTE OOSTERPARKSTRAAT, AMSTERDAM P7 1091GW |
Igal Tabori | 10 percent owner | 19 ALUMIM STREET, TEL AVIV L3 69690 |
Philip Getter | director, 10 percent owner | PRIME CHARTER LTD, 810 SEVENTH AVE, NEW YORK NY 10019 |
Spencer Corp | 10 percent owner | AM HANSAKAI 14, ROSTOCK 2M 18147 |
Menachem Atzmon | director | ONE ROCKEFELLER PLAZA, SUITE 2412, NEW YORK NY 10020 |
David W Sass | director, 10 percent owner | 260 MADISON AVE 18TH FLR, NEW YORK NY 10016 |
Gail Lieberman | director | 175 EAST 79TH STREET, APT. 4D, NEW YORK NY 10075 |
Gordon Hausmann | director | C/O CH. HAUSMANN & CO., 5 DE WALDEN COURT 85 NEW CAVENDISH STREE, LONDON X0 W1W6XD |
Ron Atzmon | director | 18A YAAKOV STREET, TEL AVIV L3 6901552 |
Gil Atzmon | director | 2 HACHERMESH STREET, SAVYON L3 0000000000 |
Alon Raich | director | C/O ICTS INTERNATIONAL, N.V., BIESBOSCH 225, 1181 JC AMSTELVEEN P7 0000000000 |
Elie Housman | director | 600 WEST END AVENUE 12-CD, NEW YORK NY 10022 |
Amos Megides | 10 percent owner | 21 MOROD HANACHAL STREET, HOFIT L3 40300 |
Ran Langer | officer: Managing Director | ONE ROCKEFELLER PLAZA, SUITE 2412, NEW YORK NY 10020 |
Dan Avraham | officer: Managing Director | ONE ROCKEFELLER PLAZA, SUITE 2412, NEW YORK NY 10020 |
From GuruFocus
By PRNewswire PRNewswire • 11-16-2021
By PRNewswire PRNewswire • 08-03-2021
By PRNewswire PRNewswire • 10-21-2022
By PRNewswire PRNewswire • 03-23-2023
By PRNewswire PRNewswire • 05-26-2022
By PRNewswire PRNewswire • 07-25-2022
By PRNewswire PRNewswire • 06-15-2022
By PRNewswire PRNewswire • 08-15-2019
By PRNewswire • 10-17-2023
By PRNewswire • 09-19-2023
Disclaimers: GuruFocus.com is not operated by a broker or a dealer. It has an affiliated registered investment adviser, which serves as the subadviser to an exchange traded fund. This investment adviser does not provide advice to individual investors. Under no circumstances does any information posted on GuruFocus.com represent a recommendation to buy or sell a security. The information on this site, and in its related newsletters, is not intended to be, nor does it constitute investment advice or recommendations. The individuals or entities selected as "gurus" may buy and sell securities before and after any particular article and report and information herein is published, with respect to the securities discussed in any article and report posted herein. Gurus may be added or dropped from the GuruFocus site at any time. In no event shall GuruFocus.com be liable to any member, guest or third party for any damages of any kind arising out of the use of any content or other material published or available on GuruFocus.com, or relating to the use of, or inability to use, GuruFocus.com or any content, including, without limitation, any investment losses, lost profits, lost opportunity, special, incidental, indirect, consequential or punitive damages. Past performance is a poor indicator of future performance. The information on this site, and in its related newsletters, is not intended to be, nor does it constitute investment advice or recommendations. The information on this site is in no way guaranteed for completeness, accuracy or in any other way. The gurus listed in this website are not affiliated with GuruFocus.com, LLC. Stock quotes provided by InterActive Data. Fundamental company data provided by Morningstar, updated daily.