Meridia Real (Spain) Volatility
| YMRE Stock | EUR 0.87 0.01 1.14% |
At this point, Meridia Real is slightly risky. Meridia Real Estate has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Meridia Real, which you can use to evaluate the volatility of the firm. Please verify Meridia Real's Standard Deviation of 0.4141, risk adjusted performance of (0.01), and Mean Deviation of 0.1471 to check out if the risk estimate we provide is consistent with the expected return of 8.0E-4%. Key indicators related to Meridia Real's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Meridia Real 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 Meridia daily returns, and it is calculated using variance and standard deviation. We also use Meridia's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Meridia Real volatility.
Meridia |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Meridia Real 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 Meridia Real at lower prices to lower their average cost per share. Similarly, when the prices of Meridia Real's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Meridia Stock
Meridia Real Market Sensitivity And Downside Risk
Meridia Real's beta coefficient measures the volatility of Meridia 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 Meridia stock's returns against your selected market. In other words, Meridia Real's beta of -0.0813 provides an investor with an approximation of how much risk Meridia Real stock can potentially add to one of your existing portfolios. Meridia Real Estate exhibits very low volatility with skewness of 0.04 and kurtosis of 5.39. Meridia Real Estate is a potential penny stock. Although Meridia Real may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Meridia Real Estate. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Meridia 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 Meridia Real Estate Demand TrendCheck current 90 days Meridia Real correlation with market (Dow Jones Industrial)Meridia Beta |
Meridia 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 | 0.41 |
It is essential to understand the difference between upside risk (as represented by Meridia Real's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Meridia Real's daily returns or price. Since the actual investment returns on holding a position in meridia 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 Meridia Real.
Meridia Real Estate Stock Volatility Analysis
Volatility refers to the frequency at which Meridia Real stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Meridia Real's price changes. Investors will then calculate the volatility of Meridia Real'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 Meridia Real's volatility:
Historical Volatility
This type of stock volatility measures Meridia Real's fluctuations based on previous trends. It's commonly used to predict Meridia Real'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 Meridia Real'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 Meridia Real'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. Meridia Real Estate 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.
Meridia Real Projected Return Density Against Market
Assuming the 90 days trading horizon Meridia Real Estate has a beta of -0.0813 . This entails as returns on the benchmark increase, returns on holding Meridia Real are expected to decrease at a much lower rate. During a bear market, however, Meridia Real Estate 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 Meridia Real or Real Estate 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 Meridia Real'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 Meridia 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.
Meridia Real Estate 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 Meridia Real 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.Meridia Real Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Meridia Real is 49039.23. The daily returns are distributed with a variance of 0.17 and standard deviation of 0.41. The mean deviation of Meridia Real Estate is currently at 0.15. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | -0.01 | |
β | Beta against Dow Jones | -0.08 | |
σ | Overall volatility | 0.41 | |
Ir | Information ratio | 0.03 |
Meridia Real Stock Return Volatility
Meridia Real historical daily return volatility represents how much of Meridia Real stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 0.4141% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7441% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Meridia Real Volatility
Volatility is a rate at which the price of Meridia Real 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 Meridia Real may increase or decrease. In other words, similar to Meridia's beta indicator, it measures the risk of Meridia Real and helps estimate the fluctuations that may happen in a short period of time. So if prices of Meridia Real 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.3 ways to utilize Meridia Real's volatility to invest better
Higher Meridia Real's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Meridia Real Estate 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. Meridia Real Estate 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 Meridia Real Estate investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Meridia Real'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 Meridia Real's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Meridia Real Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.74 and is 1.8 times more volatile than Meridia Real Estate. 3 percent of all equities and portfolios are less risky than Meridia Real. You can use Meridia Real Estate to protect your portfolios against small market fluctuations. The stock experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Meridia Real to be traded at €0.8439 in 90 days.Good diversification
The correlation between Meridia Real Estate and DJI is -0.13 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Meridia Real Estate and DJI in the same portfolio, assuming nothing else is changed.
Meridia Real Additional Risk Indicators
The analysis of Meridia Real'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 Meridia Real's investment and either accepting that risk or mitigating it. Along with some common measures of Meridia Real 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 | (0.01) | |||
| Market Risk Adjusted Performance | 0.1226 | |||
| Mean Deviation | 0.1471 | |||
| Coefficient Of Variation | 49039.23 | |||
| Standard Deviation | 0.4141 | |||
| Variance | 0.1715 | |||
| Information Ratio | 0.0334 |
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.
Meridia Real 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 Meridia Real 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. Meridia Real'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, Meridia Real'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 Meridia Real Estate.
Complementary Tools for Meridia Stock analysis
When running Meridia Real's price analysis, check to measure Meridia Real'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 Meridia Real is operating at the current time. Most of Meridia Real's value examination focuses on studying past and present price action to predict the probability of Meridia Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Meridia Real's price. Additionally, you may evaluate how the addition of Meridia Real to your portfolios can decrease your overall portfolio volatility.
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