Cmbtech Nv Stock Volatility
| CMBT Stock | 12.47 0.41 3.40% |
CMBTECH NV appears to be not too volatile, given 3 months investment horizon. CMBTECH NV retains Efficiency (Sharpe Ratio) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CMBTECH NV, which you can use to evaluate the volatility of the firm. Please makes use of CMBTECH NV's coefficient of variation of 543.31, and Market Risk Adjusted Performance of 2.99 to double-check if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.1745
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Based on monthly moving average CMBTECH NV is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CMBTECH NV by adding it to a well-diversified portfolio.
Key indicators related to CMBTECH NV's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
CMBTECH NV 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 CMBTECH daily returns, and it is calculated using variance and standard deviation. We also use CMBTECH's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of CMBTECH NV volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as CMBTECH NV 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 CMBTECH NV at lower prices. For example, an investor can purchase CMBTECH 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 CMBTECH NV'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. Main indicators related to CMBTECH NV's market risk premium analysis include:
Beta 0.16 | Alpha 0.46 | Risk 2.63 | Sharpe Ratio 0.17 | Expected Return 0.46 |
Moving together with CMBTECH Stock
| 0.91 | ET | Energy Transfer LP | PairCorr |
| 0.72 | P5P | Pembina Pipeline Corp | PairCorr |
| 0.79 | EPD | Enterprise Products Sell-off Trend | PairCorr |
| 0.76 | GLP | Global Partners LP | PairCorr |
| 0.85 | KMI | Kinder Morgan | PairCorr |
| 0.71 | NGL | NGL Energy Partners | PairCorr |
| 0.85 | GASS | StealthGas | PairCorr |
| 0.87 | WMB | Williams Companies | PairCorr |
| 0.75 | KNTK | Kinetik Holdings | PairCorr |
| 0.7 | MPLX | MPLX LP | PairCorr |
| 0.77 | S5H0 | SIEM OFFSHORE NEW Earnings Call This Week | PairCorr |
| 0.79 | PPL | Pembina Pipeline Corp | PairCorr |
| 0.62 | BNKHF | BOC Hong Kong | PairCorr |
| 0.79 | APETF | Alpha Esports Tech | PairCorr |
| 0.8 | RILYL | B Riley Financial | PairCorr |
| 0.78 | THO | Thor Industries | PairCorr |
| 0.77 | RCKY | Rocky Brands | PairCorr |
Moving against CMBTECH Stock
CMBTECH NV Market Sensitivity And Downside Risk
CMBTECH NV's beta coefficient measures the volatility of CMBTECH 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 CMBTECH stock's returns against your selected market. In other words, CMBTECH NV's beta of 0.16 provides an investor with an approximation of how much risk CMBTECH NV stock can potentially add to one of your existing portfolios. CMBTECH NV currently demonstrates below-average downside deviation. It has Information Ratio of 0.15 and Jensen Alpha of 0.46. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure CMBTECH NV's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact CMBTECH NV's 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 CMBTECH NV Demand TrendCheck current 90 days CMBTECH NV correlation with market (Dow Jones Industrial)CMBTECH NV Volatility and Downside Risk
CMBTECH 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.
Using CMBTECH Put Option to Manage Risk
Put options written on CMBTECH NV grant holders of the option the right to sell a specified amount of CMBTECH NV at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of CMBTECH Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge CMBTECH NV's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding CMBTECH NV will be realized, the loss incurred will be offset by the profits made with the option trade.
CMBTECH NV's PUT expiring on 2026-05-15
Profit |
| CMBTECH NV Price At Expiration |
Current CMBTECH NV Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | CMBT260515P00007500 | -0.062037 | 0.025636 | 1852 | 2026-05-15 | 0.0 - 0.15 | 0.0 | View |
Put | CMBT260515P00010000 | -0.162635 | 0.073899 | 716 | 2026-05-15 | 0.1 - 0.55 | 0.0 | View |
Put | CMBT260515P00012500 | -0.446846 | 0.131706 | 855 | 2026-05-15 | 1.05 - 1.3 | 0.0 | View |
Put | CMBT260515P00015000 | -0.767802 | 0.113751 | 11 | 2026-05-15 | 1.7 - 3.9 | 0.0 | View |
CMBTECH NV Stock Volatility Analysis
Volatility refers to the frequency at which CMBTECH NV stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with CMBTECH NV's price changes. Investors will then calculate the volatility of CMBTECH NV'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 CMBTECH NV's volatility:
Historical Volatility
This type of stock volatility measures CMBTECH NV's fluctuations based on previous trends. It's commonly used to predict CMBTECH NV'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 CMBTECH NV'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 CMBTECH NV'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. CMBTECH NV 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.
CMBTECH NV Projected Return Density Against Market
Given the investment horizon of 90 days CMBTECH NV has a beta of 0.1572 suggesting as returns on the market go up, CMBTECH NV average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding CMBTECH NV 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 CMBTECH NV or Oil, Gas & Consumable Fuels 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 CMBTECH NV'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 CMBTECH 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.
Predicted Return Density |
| Returns |
What Drives a CMBTECH NV 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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.CMBTECH NV Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of CMBTECH NV is 572.92. The daily returns are distributed with a variance of 6.94 and standard deviation of 2.63. The mean deviation of CMBTECH NV is currently at 2.01. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 0.46 | |
β | Beta against Dow Jones | 0.16 | |
σ | Overall volatility | 2.63 | |
Ir | Information ratio | 0.15 |
CMBTECH NV Stock Return Volatility
CMBTECH NV historical daily return volatility represents how much of CMBTECH NV stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 2.6343% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8192% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.9 | 0.68 | 0.84 | 0.65 | 0.85 | 0.83 | CDLR | ||
| 0.9 | 0.45 | 0.78 | 0.41 | 0.72 | 0.74 | BWLP | ||
| 0.68 | 0.45 | 0.66 | 0.9 | 0.77 | 0.69 | ZIM | ||
| 0.84 | 0.78 | 0.66 | 0.72 | 0.9 | 0.94 | SBLK | ||
| 0.65 | 0.41 | 0.9 | 0.72 | 0.83 | 0.78 | CMRE | ||
| 0.85 | 0.72 | 0.77 | 0.9 | 0.83 | 0.96 | DAC | ||
| 0.83 | 0.74 | 0.69 | 0.94 | 0.78 | 0.96 | NMM | ||
Risk-Adjusted Indicators
There is a big difference between CMBTECH Stock performing well and CMBTECH NV Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze CMBTECH NV's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CDLR | 2.11 | 0.39 | 0.17 | 0.36 | 1.96 | 5.39 | 11.93 | |||
| BWLP | 1.53 | 0.34 | 0.12 | (0.58) | 1.63 | 4.00 | 7.74 | |||
| ZIM | 2.57 | 0.41 | 0.14 | 0.34 | 2.79 | 6.15 | 20.91 | |||
| SBLK | 1.40 | 0.25 | 0.09 | 1.10 | 1.82 | 3.15 | 9.64 | |||
| CMRE | 1.53 | 0.36 | 0.16 | 0.81 | 1.72 | 3.28 | 11.00 | |||
| DAC | 0.93 | 0.16 | 0.10 | 0.59 | 0.89 | 2.47 | 5.60 | |||
| NMM | 1.24 | 0.32 | 0.20 | 2.27 | 1.02 | 2.65 | 7.51 |
About CMBTECH NV Volatility
Volatility is a rate at which the price of CMBTECH NV 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 CMBTECH NV may increase or decrease. In other words, similar to CMBTECH's beta indicator, it measures the risk of CMBTECH NV and helps estimate the fluctuations that may happen in a short period of time. So if prices of CMBTECH NV 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 | 1.1 M | 1.1 M | |
| Market Cap | 3.2 B | 3.4 B |
CMBTECH NV'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 CMBTECH Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much CMBTECH NV's price varies over time.
3 ways to utilize CMBTECH NV's volatility to invest better
Higher CMBTECH NV's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of CMBTECH NV 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. CMBTECH NV 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 CMBTECH NV investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in CMBTECH NV'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 CMBTECH NV's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
CMBTECH NV Investment Opportunity
CMBTECH NV has a volatility of 2.63 and is 3.21 times more volatile than Dow Jones Industrial. 23 percent of all equities and portfolios are less risky than CMBTECH NV. You can use CMBTECH NV to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of CMBTECH NV to be traded at 14.96 in 90 days.Poor diversification
The correlation between CMBTECH NV and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CMBTECH NV and DJI in the same portfolio, assuming nothing else is changed.
CMBTECH NV Additional Risk Indicators
The analysis of CMBTECH NV'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 CMBTECH NV's investment and either accepting that risk or mitigating it. Along with some common measures of CMBTECH NV 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 | 0.1552 | |||
| Market Risk Adjusted Performance | 2.99 | |||
| Mean Deviation | 1.99 | |||
| Semi Deviation | 1.77 | |||
| Downside Deviation | 2.06 | |||
| Coefficient Of Variation | 543.31 | |||
| Standard Deviation | 2.6 |
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.
CMBTECH NV 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 CMBTECH NV 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. CMBTECH NV'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, CMBTECH NV'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 CMBTECH NV.
Additional Tools for CMBTECH Stock Analysis
When running CMBTECH NV's price analysis, check to measure CMBTECH NV'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 CMBTECH NV is operating at the current time. Most of CMBTECH NV's value examination focuses on studying past and present price action to predict the probability of CMBTECH NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CMBTECH NV's price. Additionally, you may evaluate how the addition of CMBTECH NV to your portfolios can decrease your overall portfolio volatility.