Cib Marine Bancshares Stock Volatility
| CIBH Stock | USD 28.00 0.32 1.16% |
CIB Marine appears to be not too volatile, given 3 months investment horizon. CIB Marine Bancshares retains Efficiency (Sharpe Ratio) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. By examining CIB Marine's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please makes use of CIB Marine's coefficient of variation of 545.53, and Market Risk Adjusted Performance of 7.23 to double-check if our risk estimates are consistent with your expectations. Key indicators related to CIB Marine's volatility include:
270 Days Market Risk | Chance Of Distress | 270 Days Economic Sensitivity |
CIB Marine OTC 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 CIB daily returns, and it is calculated using variance and standard deviation. We also use CIB's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of CIB Marine volatility.
CIB |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of CIB Marine at lower prices. For example, an investor can purchase CIB stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving together with CIB OTC Stock
Moving against CIB OTC Stock
| 0.84 | BBAS3 | Banco do Brasil | PairCorr |
| 0.59 | BBDC4 | Banco Bradesco SA | PairCorr |
| 0.44 | BNPQY | BNP Paribas SA | PairCorr |
| 0.36 | BNPQF | BNP Paribas SA | PairCorr |
CIB Marine Market Sensitivity And Downside Risk
CIB Marine's beta coefficient measures the volatility of CIB otc 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 CIB otc stock's returns against your selected market. In other words, CIB Marine's beta of 0.0845 provides an investor with an approximation of how much risk CIB Marine otc stock can potentially add to one of your existing portfolios. CIB Marine Bancshares currently demonstrates below-average downside deviation. It has Information Ratio of 0.14 and Jensen Alpha of 0.6. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure CIB Marine's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact CIB Marine's otc 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 CIB Marine Bancshares Demand TrendCheck current 90 days CIB Marine correlation with market (Dow Jones Industrial)CIB Beta |
CIB 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 | 3.43 |
It is essential to understand the difference between upside risk (as represented by CIB Marine's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of CIB Marine's daily returns or price. Since the actual investment returns on holding a position in cib otc 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 CIB Marine.
CIB Marine Bancshares OTC Stock Volatility Analysis
Volatility refers to the frequency at which CIB Marine otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with CIB Marine's price changes. Investors will then calculate the volatility of CIB Marine's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 CIB Marine's volatility:
Historical Volatility
This type of otc volatility measures CIB Marine's fluctuations based on previous trends. It's commonly used to predict CIB Marine's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for CIB Marine's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on CIB Marine'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. CIB Marine Bancshares 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.
CIB Marine Projected Return Density Against Market
Given the investment horizon of 90 days CIB Marine has a beta of 0.0845 suggesting as returns on the market go up, CIB Marine average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding CIB Marine Bancshares 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 CIB Marine 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 CIB Marine's price will be affected by overall otc 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 CIB otc'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.
CIB Marine Bancshares has an alpha of 0.6002, implying that it can generate a 0.6 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a CIB Marine Price Volatility?
Several factors can influence a otc'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.CIB Marine OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of CIB Marine is 536.2. The daily returns are distributed with a variance of 11.76 and standard deviation of 3.43. The mean deviation of CIB Marine Bancshares is currently at 1.63. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.60 | |
β | Beta against Dow Jones | 0.08 | |
σ | Overall volatility | 3.43 | |
Ir | Information ratio | 0.14 |
CIB Marine OTC Stock Return Volatility
CIB Marine historical daily return volatility represents how much of CIB Marine otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 3.4295% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7685% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About CIB Marine Volatility
Volatility is a rate at which the price of CIB Marine 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 CIB Marine may increase or decrease. In other words, similar to CIB's beta indicator, it measures the risk of CIB Marine and helps estimate the fluctuations that may happen in a short period of time. So if prices of CIB Marine 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.CIB Marine Bancshares, Inc. operates as the bank holding company for CIBM Bank that provides commercial banking services to individual and business customers in Illinois, Indiana, and Wisconsin. CIB Marine Bancshares, Inc. was incorporated in 1985 and is based in Brookfield, Wisconsin. Cib Marine operates under BanksRegional classification in the United States and is traded on OTC Exchange. It employs 166 people.
CIB Marine'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 CIB OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much CIB Marine's price varies over time.
3 ways to utilize CIB Marine's volatility to invest better
Higher CIB Marine's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of CIB Marine Bancshares 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. CIB Marine Bancshares 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 CIB Marine Bancshares investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in CIB Marine'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 CIB Marine's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
CIB Marine Investment Opportunity
CIB Marine Bancshares has a volatility of 3.43 and is 4.45 times more volatile than Dow Jones Industrial. 30 percent of all equities and portfolios are less risky than CIB Marine. You can use CIB Marine Bancshares to enhance the returns of your portfolios. The otc stock experiences a large bullish trend. Check odds of CIB Marine to be traded at $30.8 in 90 days.Significant diversification
The correlation between CIB Marine Bancshares 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 CIB Marine Bancshares and DJI in the same portfolio, assuming nothing else is changed.
CIB Marine Additional Risk Indicators
The analysis of CIB Marine'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 CIB Marine's investment and either accepting that risk or mitigating it. Along with some common measures of CIB Marine otc 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 | 0.1483 | |||
| Market Risk Adjusted Performance | 7.23 | |||
| Mean Deviation | 1.6 | |||
| Semi Deviation | 0.8376 | |||
| Downside Deviation | 2.48 | |||
| Coefficient Of Variation | 545.53 | |||
| Standard Deviation | 3.38 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
CIB Marine 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 CIB Marine 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. CIB Marine'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, CIB Marine'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 CIB Marine Bancshares.
Complementary Tools for CIB OTC Stock analysis
When running CIB Marine's price analysis, check to measure CIB Marine'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 CIB Marine is operating at the current time. Most of CIB Marine's value examination focuses on studying past and present price action to predict the probability of CIB Marine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CIB Marine's price. Additionally, you may evaluate how the addition of CIB Marine to your portfolios can decrease your overall portfolio volatility.
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