MOAB MINERALS (Germany) Volatility
| WMR0 Stock | 0.0005 0.0005 50.00% |
MOAB MINERALS is out of control given 3 months investment horizon. MOAB MINERALS LTD retains Efficiency (Sharpe Ratio) of 0.14, which conveys that the firm had a 0.14% return per unit of return volatility over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 6.82% are justified by taking the suggested risk. Use MOAB MINERALS LTD Market Risk Adjusted Performance of 0.7254, mean deviation of 28.24, and Downside Deviation of 44.88 to evaluate company specific risk that cannot be diversified away.
MOAB |
MOAB MINERALS 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 MOAB daily returns, and it is calculated using variance and standard deviation. We also use MOAB's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MOAB MINERALS volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as MOAB MINERALS can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of MOAB MINERALS at lower prices to lower their average cost per share. Similarly, when the prices of MOAB MINERALS's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against MOAB Stock
| 0.51 | 4GE | Grupo Mxico SAB | PairCorr |
| 0.46 | APC | Apple Inc | PairCorr |
| 0.45 | APC | Apple Inc | PairCorr |
| 0.45 | APC | Apple Inc | PairCorr |
| 0.45 | APC | Apple Inc | PairCorr |
| 0.44 | APC | Apple Inc | PairCorr |
| 0.44 | APC | Apple Inc | PairCorr |
| 0.36 | MSF | Microsoft | PairCorr |
| 0.36 | MSF | Microsoft | PairCorr |
MOAB MINERALS Market Sensitivity And Downside Risk
MOAB MINERALS's beta coefficient measures the volatility of MOAB 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 MOAB stock's returns against your selected market. In other words, MOAB MINERALS's beta of 9.52 provides an investor with an approximation of how much risk MOAB MINERALS stock can potentially add to one of your existing portfolios. MOAB MINERALS LTD is showing large volatility of returns over the selected time horizon. MOAB MINERALS LTD appears to be a penny stock. Although MOAB MINERALS LTD may be, in fact, a solid short-term or long term investment, many penny stocks are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in MOAB MINERALS LTD or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on MOAB instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze MOAB MINERALS LTD Demand TrendCheck current 90 days MOAB MINERALS correlation with market (Dow Jones Industrial)MOAB Beta |
MOAB 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 | 48.21 |
It is essential to understand the difference between upside risk (as represented by MOAB MINERALS's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of MOAB MINERALS's daily returns or price. Since the actual investment returns on holding a position in moab 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 MOAB MINERALS.
MOAB MINERALS LTD Stock Volatility Analysis
Volatility refers to the frequency at which MOAB MINERALS stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MOAB MINERALS's price changes. Investors will then calculate the volatility of MOAB MINERALS'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 MOAB MINERALS's volatility:
Historical Volatility
This type of stock volatility measures MOAB MINERALS's fluctuations based on previous trends. It's commonly used to predict MOAB MINERALS'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 MOAB MINERALS'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 MOAB MINERALS'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. MOAB MINERALS LTD 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.
MOAB MINERALS Projected Return Density Against Market
Assuming the 90 days trading horizon the stock has the beta coefficient of 9.5161 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, MOAB MINERALS will likely underperform.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 MOAB MINERALS or MOAB 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 MOAB MINERALS'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 MOAB 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.
MOAB MINERALS LTD has an alpha of 6.5971, implying that it can generate a 6.6 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a MOAB MINERALS 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.MOAB MINERALS Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of MOAB MINERALS is 707.14. The daily returns are distributed with a variance of 2324.59 and standard deviation of 48.21. The mean deviation of MOAB MINERALS LTD is currently at 28.24. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 6.60 | |
β | Beta against Dow Jones | 9.52 | |
σ | Overall volatility | 48.21 | |
Ir | Information ratio | 0.14 |
MOAB MINERALS Stock Return Volatility
MOAB MINERALS historical daily return volatility represents how much of MOAB MINERALS stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company assumes 48.214% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
MOAB MINERALS Investment Opportunity
MOAB MINERALS LTD has a volatility of 48.21 and is 60.26 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of MOAB MINERALS LTD is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use MOAB MINERALS LTD to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of MOAB MINERALS to be traded at 5.0E-4 in 90 days.Average diversification
The correlation between MOAB MINERALS LTD and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MOAB MINERALS LTD and DJI in the same portfolio, assuming nothing else is changed.
MOAB MINERALS Additional Risk Indicators
The analysis of MOAB MINERALS'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 MOAB MINERALS's investment and either accepting that risk or mitigating it. Along with some common measures of MOAB MINERALS 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 | 0.1219 | |||
| Market Risk Adjusted Performance | 0.7254 | |||
| Mean Deviation | 28.24 | |||
| Semi Deviation | 20.8 | |||
| Downside Deviation | 44.88 | |||
| Coefficient Of Variation | 707.14 | |||
| Standard Deviation | 48.21 |
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.
MOAB MINERALS 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 MOAB MINERALS 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. MOAB MINERALS'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, MOAB MINERALS'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 MOAB MINERALS LTD.
Complementary Tools for MOAB Stock analysis
When running MOAB MINERALS's price analysis, check to measure MOAB MINERALS'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 MOAB MINERALS is operating at the current time. Most of MOAB MINERALS's value examination focuses on studying past and present price action to predict the probability of MOAB MINERALS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MOAB MINERALS's price. Additionally, you may evaluate how the addition of MOAB MINERALS to your portfolios can decrease your overall portfolio volatility.
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