Muenchener Rueckver Ges Stock Volatility
| MURGY Stock | USD 10.92 0.11 1.02% |
At this stage we consider Muenchener Pink Sheet to be not too volatile. Muenchener Rueckver Ges has Sharpe Ratio of 0.0132, which conveys that the firm had a 0.0132% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Muenchener Rueckver, which you can use to evaluate the volatility of the firm. Please verify Muenchener Rueckver's Downside Deviation of 1.63, risk adjusted performance of 0.0206, and Mean Deviation of 1.12 to check out if the risk estimate we provide is consistent with the expected return of 0.02%. Key indicators related to Muenchener Rueckver's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Muenchener Rueckver Pink Sheet 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 Muenchener daily returns, and it is calculated using variance and standard deviation. We also use Muenchener's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Muenchener Rueckver volatility.
Muenchener |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Muenchener Rueckver 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 Muenchener Rueckver at lower prices. For example, an investor can purchase Muenchener 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 Muenchener Rueckver'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 Muenchener Pink Sheet
Moving against Muenchener Pink Sheet
| 0.66 | TKURF | Tokyu REIT | PairCorr |
| 0.53 | AVTE | Aerovate Therapeutics | PairCorr |
| 0.51 | BAC | Bank of America Fiscal Year End 10th of January 2025 | PairCorr |
| 0.48 | FINN | First National | PairCorr |
| 0.45 | CTBB | Qwest Corp NT | PairCorr |
| 0.43 | RGA | Reinsurance Group | PairCorr |
| 0.42 | HVRRF | Hannover Rck SE | PairCorr |
| 0.39 | CTDD | Qwest Corp 6 | PairCorr |
| 0.39 | IONQ | IONQ Inc Trending | PairCorr |
Muenchener Rueckver Market Sensitivity And Downside Risk
Muenchener Rueckver's beta coefficient measures the volatility of Muenchener pink sheet 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 Muenchener pink sheet's returns against your selected market. In other words, Muenchener Rueckver's beta of 0.26 provides an investor with an approximation of how much risk Muenchener Rueckver pink sheet can potentially add to one of your existing portfolios. Muenchener Rueckver Ges has relatively low volatility with skewness of 0.47 and kurtosis of 2.52. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Muenchener Rueckver's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Muenchener Rueckver's pink sheet 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 Muenchener Rueckver Ges Demand TrendCheck current 90 days Muenchener Rueckver correlation with market (Dow Jones Industrial)Muenchener Beta |
Muenchener 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 | 1.51 |
It is essential to understand the difference between upside risk (as represented by Muenchener Rueckver's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Muenchener Rueckver's daily returns or price. Since the actual investment returns on holding a position in muenchener pink sheet 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 Muenchener Rueckver.
Muenchener Rueckver Ges Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Muenchener Rueckver pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Muenchener Rueckver's price changes. Investors will then calculate the volatility of Muenchener Rueckver's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet 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 Muenchener Rueckver's volatility:
Historical Volatility
This type of pink sheet volatility measures Muenchener Rueckver's fluctuations based on previous trends. It's commonly used to predict Muenchener Rueckver's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Muenchener Rueckver's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Muenchener Rueckver'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. Muenchener Rueckver Ges 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.
Muenchener Rueckver Projected Return Density Against Market
Assuming the 90 days horizon Muenchener Rueckver has a beta of 0.2588 . This indicates as returns on the market go up, Muenchener Rueckver average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Muenchener Rueckver Ges 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 Muenchener Rueckver or Financial Services 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 Muenchener Rueckver's price will be affected by overall pink sheet 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 Muenchener pink sheet'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.
Muenchener Rueckver Ges has an alpha of 0.0071, implying that it can generate a 0.0071 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Muenchener Rueckver Price Volatility?
Several factors can influence a pink sheet'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.Muenchener Rueckver Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Muenchener Rueckver is 7580.02. The daily returns are distributed with a variance of 2.29 and standard deviation of 1.51. The mean deviation of Muenchener Rueckver Ges is currently at 1.11. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.72
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.26 | |
σ | Overall volatility | 1.51 | |
Ir | Information ratio | -0.02 |
Muenchener Rueckver Pink Sheet Return Volatility
Muenchener Rueckver historical daily return volatility represents how much of Muenchener Rueckver pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.5128% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7252% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Muenchener Rueckver Volatility
Volatility is a rate at which the price of Muenchener Rueckver 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 Muenchener Rueckver may increase or decrease. In other words, similar to Muenchener's beta indicator, it measures the risk of Muenchener Rueckver and helps estimate the fluctuations that may happen in a short period of time. So if prices of Muenchener Rueckver 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.Mnchener Rckversicherungs-Gesellschaft Aktiengesellschaft in Mnchen engages in the insurance and reinsurance businesses worldwide. The company was founded in 1880 and is based in Munich, Germany. Muenchener operates under InsuranceReinsurance classification in the United States and is traded on OTC Exchange. It employs 40177 people.
Muenchener Rueckver'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 Muenchener Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Muenchener Rueckver's price varies over time.
3 ways to utilize Muenchener Rueckver's volatility to invest better
Higher Muenchener Rueckver's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Muenchener Rueckver Ges 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. Muenchener Rueckver Ges 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 Muenchener Rueckver Ges investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Muenchener Rueckver'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 Muenchener Rueckver's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Muenchener Rueckver Investment Opportunity
Muenchener Rueckver Ges has a volatility of 1.51 and is 2.07 times more volatile than Dow Jones Industrial. 13 percent of all equities and portfolios are less risky than Muenchener Rueckver. You can use Muenchener Rueckver Ges to enhance the returns of your portfolios. The pink sheet experiences a large bullish trend. Check odds of Muenchener Rueckver to be traded at $12.01 in 90 days.Average diversification
The correlation between Muenchener Rueckver Ges and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Muenchener Rueckver Ges and DJI in the same portfolio, assuming nothing else is changed.
Muenchener Rueckver Additional Risk Indicators
The analysis of Muenchener Rueckver'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 Muenchener Rueckver's investment and either accepting that risk or mitigating it. Along with some common measures of Muenchener Rueckver pink sheet'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 | 0.0206 | |||
| Market Risk Adjusted Performance | 0.0952 | |||
| Mean Deviation | 1.12 | |||
| Semi Deviation | 1.48 | |||
| Downside Deviation | 1.63 | |||
| Coefficient Of Variation | 4692.73 | |||
| Standard Deviation | 1.5 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Muenchener Rueckver 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 Muenchener Rueckver 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. Muenchener Rueckver'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, Muenchener Rueckver'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 Muenchener Rueckver Ges.
Additional Tools for Muenchener Pink Sheet Analysis
When running Muenchener Rueckver's price analysis, check to measure Muenchener Rueckver'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 Muenchener Rueckver is operating at the current time. Most of Muenchener Rueckver's value examination focuses on studying past and present price action to predict the probability of Muenchener Rueckver's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Muenchener Rueckver's price. Additionally, you may evaluate how the addition of Muenchener Rueckver to your portfolios can decrease your overall portfolio volatility.