Manhattan Bridge Capital Stock Volatility
| LOAN Stock | USD 5.47 0.04 0.74% |
As of now, Manhattan Stock is somewhat reliable. Manhattan Bridge Capital has Sharpe Ratio of 0.0573, which conveys that the firm had a 0.0573% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Manhattan Bridge, which you can use to evaluate the volatility of the firm. Please verify Manhattan Bridge's Downside Deviation of 1.81, risk adjusted performance of 0.0391, and Mean Deviation of 0.9916 to check out if the risk estimate we provide is consistent with the expected return of 0.0918%. Key indicators related to Manhattan Bridge's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Manhattan Bridge 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 Manhattan daily returns, and it is calculated using variance and standard deviation. We also use Manhattan's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Manhattan Bridge volatility.
Manhattan |
ESG Sustainability
While most ESG disclosures are voluntary, Manhattan Bridge's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Manhattan Bridge's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Manhattan Bridge 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 Manhattan Bridge at lower prices. For example, an investor can purchase Manhattan 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 Manhattan Bridge'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 together with Manhattan Stock
Moving against Manhattan Stock
| 0.61 | RC | Ready Capital Corp | PairCorr |
| 0.49 | PT | Pintec Technology | PairCorr |
| 0.44 | RM | Regional Management Corp Normal Trading | PairCorr |
Manhattan Bridge Market Sensitivity And Downside Risk
Manhattan Bridge's beta coefficient measures the volatility of Manhattan stock compared to the systematic risk of the entire 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 Manhattan stock's returns against your selected market. In other words, Manhattan Bridge's beta of -0.0456 provides an investor with an approximation of how much risk Manhattan Bridge stock can potentially add to one of your existing portfolios. Manhattan Bridge Capital has relatively low volatility with skewness of -1.34 and kurtosis of 8.41. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Manhattan Bridge's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Manhattan Bridge'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 financial instruments as prices fall.
3 Months Beta |Analyze Manhattan Bridge Capital Demand TrendCheck current 90 days Manhattan Bridge correlation with market (Dow Jones Industrial)Manhattan Beta |
Manhattan standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity 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 | 1.6 |
It is essential to understand the difference between upside risk (as represented by Manhattan Bridge's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Manhattan Bridge's daily returns or price. Since the actual investment returns on holding a position in manhattan 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 Manhattan Bridge.
Manhattan Bridge Capital Stock Volatility Analysis
Volatility refers to the frequency at which Manhattan Bridge stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Manhattan Bridge's price changes. Investors will then calculate the volatility of Manhattan Bridge'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 Manhattan Bridge's volatility:
Historical Volatility
This type of stock volatility measures Manhattan Bridge's fluctuations based on previous trends. It's commonly used to predict Manhattan Bridge'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 Manhattan Bridge's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Manhattan Bridge'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. Manhattan Bridge Capital Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Manhattan Bridge Projected Return Density Against Market
Given the investment horizon of 90 days Manhattan Bridge Capital has a beta of -0.0456 . This indicates as returns on the benchmark increase, returns on holding Manhattan Bridge are expected to decrease at a much lower rate. During a bear market, however, Manhattan Bridge Capital 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 Manhattan Bridge or Mortgage Real Estate Investment Trusts (REITs) 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 Manhattan Bridge'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 Manhattan 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.
Manhattan Bridge Capital has an alpha of 0.0653, implying that it can generate a 0.0653 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Manhattan Bridge Price Volatility?
Several factors can influence a stock's market 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.Manhattan Bridge Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Manhattan Bridge is 1744.94. The daily returns are distributed with a variance of 2.56 and standard deviation of 1.6. The mean deviation of Manhattan Bridge Capital is currently at 1.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | -0.05 | |
σ | Overall volatility | 1.60 | |
Ir | Information ratio | -0.03 |
Manhattan Bridge Stock Return Volatility
Manhattan Bridge historical daily return volatility represents how much of Manhattan Bridge stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 1.6012% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7472% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Manhattan Bridge Volatility
Volatility is a rate at which the price of Manhattan Bridge 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 Manhattan Bridge may increase or decrease. In other words, similar to Manhattan's beta indicator, it measures the risk of Manhattan Bridge and helps estimate the fluctuations that may happen in a short period of time. So if prices of Manhattan Bridge 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.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 3.3 K | 3.2 K | |
| Market Cap | 57 M | 59.9 M |
Manhattan Bridge's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Manhattan Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Manhattan Bridge's price varies over time.
3 ways to utilize Manhattan Bridge's volatility to invest better
Higher Manhattan Bridge's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Manhattan Bridge Capital stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Manhattan Bridge Capital stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Manhattan Bridge Capital investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Manhattan Bridge's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Manhattan Bridge's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Manhattan Bridge Investment Opportunity
Manhattan Bridge Capital has a volatility of 1.6 and is 2.13 times more volatile than Dow Jones Industrial. 14 percent of all equities and portfolios are less risky than Manhattan Bridge. You can use Manhattan Bridge Capital to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Manhattan Bridge to be traded at $6.02 in 90 days.Good diversification
The correlation between Manhattan Bridge Capital and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Manhattan Bridge Capital and DJI in the same portfolio, assuming nothing else is changed.
Manhattan Bridge Additional Risk Indicators
The analysis of Manhattan Bridge'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 Manhattan Bridge's investment and either accepting that risk or mitigating it. Along with some common measures of Manhattan Bridge 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 | 0.0391 | |||
| Market Risk Adjusted Performance | (1.31) | |||
| Mean Deviation | 0.9916 | |||
| Semi Deviation | 1.52 | |||
| Downside Deviation | 1.81 | |||
| Coefficient Of Variation | 2250.51 | |||
| Standard Deviation | 1.58 |
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.
Manhattan Bridge 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 Manhattan Bridge 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. Manhattan Bridge'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, Manhattan Bridge'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 Manhattan Bridge Capital.
When determining whether Manhattan Bridge Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Manhattan Bridge's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Manhattan Bridge Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Manhattan Bridge Capital Stock: Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Manhattan Bridge Capital. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Is Mortgage Real Estate Investment Trusts (REITs) space 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 Manhattan Bridge. If investors know Manhattan 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 Manhattan Bridge listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.05) | Dividend Share 0.458 | Earnings Share 0.49 | Revenue Per Share 0.646 | Quarterly Revenue Growth (0.02) |
The market value of Manhattan Bridge Capital is measured differently than its book value, which is the value of Manhattan that is recorded on the company's balance sheet. Investors also form their own opinion of Manhattan Bridge's value that differs from its market value or its book value, called intrinsic value, which is Manhattan Bridge'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 Manhattan Bridge's market value can be influenced by many factors that don't directly affect Manhattan Bridge'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 Manhattan Bridge's value and its price as these two are different measures arrived at by different means. Investors typically determine if Manhattan Bridge is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Manhattan Bridge'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.