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.
NCI does not have enough data to calculate Volatility.
Competitive Comparison of NCI's Volatility
For the Information Technology Services subindustry, NCI'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.
NCI's Volatility Distribution in the Software Industry
For the Software industry and Technology sector, NCI's Volatility distribution charts can be found below:
* The bar in red indicates where NCI's Volatility falls into.
NCI (NAS:NCIT) Volatility Calculation
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.
NCI (NAS:NCIT) 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.
NCI Volatility Related Terms
Thank you for viewing the detailed overview of NCI's Volatility provided by GuruFocus.com. Please click on the following links to see related term pages.
NCI Inc is a Delaware corporation incorporated in July 2005. The Company provides enterprise services and solutions to Defense, Intelligence, Healthcare, and Civilian Government agencies. The Company provides services in areas including cybersecurity and information assurance; engineering and logistics support; enterprise information management and advanced analytics; cloud computing and information technology (IT) infrastructure optimization; health IT and medical support; IT service management; and modeling, simulation and training. The Company uses an integrated, tailorable engineering and operations methodology for governing how it provides cloud computing and IT infrastructure optimization services that fulfill its customer's important mission needs. It supports Department of Defense (DoD) weapon systems lifecycle support efforts in diminishing manufacturing sources and material shortages (DMSMS) analysis and engineering solutions in support of modernization and technology insertion. It supports rapid and relevant discovery, anticipatory intelligence, focused analysis, and persistent surveillance across multiple customer domains and operational disciplines as well as enriches the intelligence-to-operations lifecycle by applying scalable technologies and advanced algorithms to help interpret data. The Company provides a broad spectrum of health IT services experience, including cybersecurity/IA, Health Insurance Portability and Accountability Act (HIPPA) and Federal Information Security Management Act (FISMA) compliance, data analysis/management. The Company designs, installs, and manages complex mission-critical enterprise systems for its customers, increasing the reliability, security, and efficiency of their IT operations while meeting stringent guidelines and requirements. The Company often competes against or team with divisions of Defense and IT services contractors, including Lockheed Martin Corporation, Northrop Grumman Corporation, General Dynamics Corporation, Computer Sciences Corporation, Raytheon, Harris, BAE Systems, Booz Allen Hamilton, Leidos, and Science Applications International Corporation (SAIC). It also competes against or team with mid-tier Federal contractors, such as CACI International and ManTech International that have specialized capabilities, as well as numerous non-public companies within the sector. The Company is subject to various laws and regulations that may affect its business. U.S. Federal Government contracts are subject to a number of Federal laws and regulations, including the Federal Acquisition Regulation (FAR).
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
Portfolio Contest
NCIT has been successfully added to your