Maggie Beer (Australia) Volatility
| MBH Stock | 0.06 0 1.85% |
Maggie Beer Holdings has Sharpe Ratio of -0.0266, which conveys that the firm had a -0.0266% return per unit of risk over the last 3 months. Maggie Beer exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Maggie Beer's Risk Adjusted Performance of 0.0298, mean deviation of 3.45, and Downside Deviation of 6.61 to check out the risk estimate we provide. Key indicators related to Maggie Beer's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Maggie Beer 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 Maggie daily returns, and it is calculated using variance and standard deviation. We also use Maggie's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Maggie Beer volatility.
Maggie |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Maggie Beer 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 Maggie Beer at lower prices. For example, an investor can purchase Maggie 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 Maggie Beer'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 against Maggie Stock
| 0.67 | CBA | Commonwealth Bank | PairCorr |
| 0.67 | IDA | Indiana Resources | PairCorr |
| 0.65 | BEN | Bendigo And Adelaide | PairCorr |
| 0.62 | HSN | Hansen Technologies | PairCorr |
| 0.62 | ABA | Auswide Bank | PairCorr |
| 0.6 | BIS | Bisalloy Steel Group | PairCorr |
| 0.58 | GVF | Staude Capital Global | PairCorr |
| 0.53 | AHF | Australian Dairy Farms | PairCorr |
| 0.52 | HOR | Horseshoe Metals | PairCorr |
Maggie Beer Market Sensitivity And Downside Risk
Maggie Beer's beta coefficient measures the volatility of Maggie 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 Maggie stock's returns against your selected market. In other words, Maggie Beer's beta of 1.06 provides an investor with an approximation of how much risk Maggie Beer stock can potentially add to one of your existing portfolios. Maggie Beer Holdings exhibits above-average semi-deviation for your current time horizon. Maggie Beer Holdings is a penny stock. Although Maggie Beer may be in fact a good investment, many penny stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Maggie Beer Holdings. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Maggie 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 Maggie Beer Holdings Demand TrendCheck current 90 days Maggie Beer correlation with market (Dow Jones Industrial)Maggie Beta |
Maggie 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 | 4.74 |
It is essential to understand the difference between upside risk (as represented by Maggie Beer's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Maggie Beer's daily returns or price. Since the actual investment returns on holding a position in maggie 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 Maggie Beer.
Maggie Beer Holdings Stock Volatility Analysis
Volatility refers to the frequency at which Maggie Beer stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Maggie Beer's price changes. Investors will then calculate the volatility of Maggie Beer'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 Maggie Beer's volatility:
Historical Volatility
This type of stock volatility measures Maggie Beer's fluctuations based on previous trends. It's commonly used to predict Maggie Beer'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 Maggie Beer'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 Maggie Beer'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. Maggie Beer Holdings 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.
Maggie Beer Projected Return Density Against Market
Assuming the 90 days trading horizon the stock has the beta coefficient of 1.0648 . This indicates Maggie Beer Holdings market returns are related to returns on the market. As the market goes up or down, Maggie Beer is expected to follow.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 Maggie Beer or Food Products 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 Maggie Beer'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 Maggie 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.
Maggie Beer Holdings has an alpha of 0.0917, implying that it can generate a 0.0917 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Maggie Beer 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.Maggie Beer Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Maggie Beer is -3762.14. The daily returns are distributed with a variance of 22.46 and standard deviation of 4.74. The mean deviation of Maggie Beer Holdings is currently at 3.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 1.06 | |
σ | Overall volatility | 4.74 | |
Ir | Information ratio | 0.02 |
Maggie Beer Stock Return Volatility
Maggie Beer historical daily return volatility represents how much of Maggie Beer stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 4.7396% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.8089% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Maggie Beer Volatility
Volatility is a rate at which the price of Maggie Beer 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 Maggie Beer may increase or decrease. In other words, similar to Maggie's beta indicator, it measures the risk of Maggie Beer and helps estimate the fluctuations that may happen in a short period of time. So if prices of Maggie Beer 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 | 10 M | 10.5 M |
Maggie Beer'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 Maggie Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Maggie Beer's price varies over time.
3 ways to utilize Maggie Beer's volatility to invest better
Higher Maggie Beer's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Maggie Beer Holdings 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. Maggie Beer Holdings 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 Maggie Beer Holdings investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Maggie Beer'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 Maggie Beer's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Maggie Beer Investment Opportunity
Maggie Beer Holdings has a volatility of 4.74 and is 5.85 times more volatile than Dow Jones Industrial. 42 percent of all equities and portfolios are less risky than Maggie Beer. You can use Maggie Beer Holdings to enhance the returns of your portfolios. The stock experiences a large bullish trend. Check odds of Maggie Beer to be traded at 0.0605 in 90 days.Average diversification
The correlation between Maggie Beer Holdings and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Maggie Beer Holdings and DJI in the same portfolio, assuming nothing else is changed.
Maggie Beer Additional Risk Indicators
The analysis of Maggie Beer'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 Maggie Beer's investment and either accepting that risk or mitigating it. Along with some common measures of Maggie Beer 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 | 0.0298 | |||
| Market Risk Adjusted Performance | 0.1394 | |||
| Mean Deviation | 3.45 | |||
| Semi Deviation | 4.72 | |||
| Downside Deviation | 6.61 | |||
| Coefficient Of Variation | 3729.36 | |||
| Standard Deviation | 5.51 |
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.
Maggie Beer 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 Maggie Beer 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. Maggie Beer'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, Maggie Beer'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 Maggie Beer Holdings.
Additional Tools for Maggie Stock Analysis
When running Maggie Beer's price analysis, check to measure Maggie Beer'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 Maggie Beer is operating at the current time. Most of Maggie Beer's value examination focuses on studying past and present price action to predict the probability of Maggie Beer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maggie Beer's price. Additionally, you may evaluate how the addition of Maggie Beer to your portfolios can decrease your overall portfolio volatility.