Marfin Investment (Greece) Volatility
| MIG Stock | EUR 2.99 0.02 0.67% |
Marfin Investment has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11% return per unit of risk over the last 3 months. Marfin Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marfin Investment's Standard Deviation of 2.12, risk adjusted performance of (0.05), and Mean Deviation of 1.57 to check out the risk estimate we provide. Key indicators related to Marfin Investment's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Marfin Investment 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 Marfin daily returns, and it is calculated using variance and standard deviation. We also use Marfin's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Marfin Investment volatility.
Marfin |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Marfin Investment 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 Marfin Investment at lower prices. For example, an investor can purchase Marfin 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 Marfin Investment'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 Marfin Stock
| 0.65 | TATT | Attica Bank SA Split | PairCorr |
| 0.8 | KYRI | Kiriacoulis Mediterranean | PairCorr |
| 0.67 | TELL | Bank of Greece | PairCorr |
| 0.83 | TPEIR | Piraeus Financial | PairCorr |
Moving against Marfin Stock
| 0.68 | DAIOS | Daios Plastics SA | PairCorr |
| 0.67 | INTERCO | Intercontinental Int | PairCorr |
| 0.47 | ADMIE | Admie Holding SA Earnings Call This Week | PairCorr |
Marfin Investment Market Sensitivity And Downside Risk
Marfin Investment's beta coefficient measures the volatility of Marfin 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 Marfin stock's returns against your selected market. In other words, Marfin Investment's beta of 0.0434 provides an investor with an approximation of how much risk Marfin Investment stock can potentially add to one of your existing portfolios. Marfin Investment Group exhibits very low volatility with skewness of 0.05 and kurtosis of 0.84. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Marfin Investment'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 Marfin Investment'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 Marfin Investment Demand TrendCheck current 90 days Marfin Investment correlation with market (Dow Jones Industrial)Marfin Beta |
Marfin 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 | 2.11 |
It is essential to understand the difference between upside risk (as represented by Marfin Investment's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Marfin Investment's daily returns or price. Since the actual investment returns on holding a position in marfin 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 Marfin Investment.
Marfin Investment Stock Volatility Analysis
Volatility refers to the frequency at which Marfin Investment stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Marfin Investment's price changes. Investors will then calculate the volatility of Marfin Investment'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 Marfin Investment's volatility:
Historical Volatility
This type of stock volatility measures Marfin Investment's fluctuations based on previous trends. It's commonly used to predict Marfin Investment'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 Marfin Investment'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 Marfin Investment'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. Marfin Investment 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.
Marfin Investment Projected Return Density Against Market
Assuming the 90 days trading horizon Marfin Investment has a beta of 0.0434 . This indicates as returns on the market go up, Marfin Investment average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Marfin Investment Group will be expected to be much smaller as well.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 Marfin Investment or Financial 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 Marfin Investment'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 Marfin 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.
Marfin Investment Group has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Marfin Investment 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.Marfin Investment Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Marfin Investment is -940.52. The daily returns are distributed with a variance of 4.44 and standard deviation of 2.11. The mean deviation of Marfin Investment Group is currently at 1.54. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.17 | |
β | Beta against Dow Jones | 0.04 | |
σ | Overall volatility | 2.11 | |
Ir | Information ratio | -0.14 |
Marfin Investment Stock Return Volatility
Marfin Investment historical daily return volatility represents how much of Marfin Investment stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 2.106% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7462% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Marfin Investment Volatility
Volatility is a rate at which the price of Marfin Investment 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 Marfin Investment may increase or decrease. In other words, similar to Marfin's beta indicator, it measures the risk of Marfin Investment and helps estimate the fluctuations that may happen in a short period of time. So if prices of Marfin Investment 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.Marfin Investment Group Holdings S.A. is a private equity and venture capital firm specializing in seedstartups, middle market, mature, turnarounds, mezzanine financing, PIPEs, industry consolidation, and buyouts. Marfin Investment Group Holdings S.A. was founded in 1998 and is based in Kifissia, Greece with additional offices in London, United Kingdom and Athens, Greece. MARFIN INVEST is traded on Athens Stock Exchange in Greece.
Marfin Investment'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 Marfin Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Marfin Investment's price varies over time.
3 ways to utilize Marfin Investment's volatility to invest better
Higher Marfin Investment's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Marfin Investment 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. Marfin Investment 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 Marfin Investment investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Marfin Investment'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 Marfin Investment's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Marfin Investment Investment Opportunity
Marfin Investment Group has a volatility of 2.11 and is 2.81 times more volatile than Dow Jones Industrial. 18 percent of all equities and portfolios are less risky than Marfin Investment. You can use Marfin Investment Group to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Marfin Investment to be traded at €3.29 in 90 days.Significant diversification
The correlation between Marfin Investment Group and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Marfin Investment Group and DJI in the same portfolio, assuming nothing else is changed.
Marfin Investment Additional Risk Indicators
The analysis of Marfin Investment'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 Marfin Investment's investment and either accepting that risk or mitigating it. Along with some common measures of Marfin Investment 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 | (0.05) | |||
| Market Risk Adjusted Performance | (3.70) | |||
| Mean Deviation | 1.57 | |||
| Coefficient Of Variation | (1,400) | |||
| Standard Deviation | 2.12 | |||
| Variance | 4.47 | |||
| Information Ratio | (0.14) |
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.
Marfin Investment 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 Marfin Investment 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. Marfin Investment'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, Marfin Investment'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 Marfin Investment Group.
Additional Tools for Marfin Stock Analysis
When running Marfin Investment's price analysis, check to measure Marfin Investment'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 Marfin Investment is operating at the current time. Most of Marfin Investment's value examination focuses on studying past and present price action to predict the probability of Marfin Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marfin Investment's price. Additionally, you may evaluate how the addition of Marfin Investment to your portfolios can decrease your overall portfolio volatility.