Masterbeef Group Ordinary Stock Volatility
| MB Stock | USD 7.58 0.03 0.40% |
MasterBeef Group Ordinary has Sharpe Ratio of -0.0538, which conveys that the firm had a -0.0538 % return per unit of risk over the last 3 months. MasterBeef Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MasterBeef Group's Mean Deviation of 2.46, standard deviation of 4.32, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide.
Sharpe Ratio = -0.0538
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Based on monthly moving average MasterBeef Group is not performing at its full potential. However, 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 MasterBeef Group by adding MasterBeef Group to a well-diversified portfolio.
Key indicators related to MasterBeef Group's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
MasterBeef Group 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 MasterBeef daily returns, and it is calculated using variance and standard deviation. We also use MasterBeef's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MasterBeef Group volatility.
MasterBeef | Build AI portfolio with MasterBeef Stock |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as MasterBeef Group 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 MasterBeef Group at lower prices to lower their average cost per share. Similarly, when the prices of MasterBeef Group's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to MasterBeef Group's market risk premium analysis include:
Beta 0.63 | Alpha (0.30) | Risk 4.32 | Sharpe Ratio (0.05) | Expected Return (0.23) |
Moving together with MasterBeef Stock
| 0.68 | GTM | ZoomInfo Technologies Symbol Change | PairCorr |
| 0.73 | LIF | Life360 Common Stock | PairCorr |
| 0.65 | HCMC | Healthier Choices | PairCorr |
Moving against MasterBeef Stock
| 0.67 | AMTM | Amentum Holdings | PairCorr |
| 0.66 | KVYO | Klaviyo | PairCorr |
| 0.59 | CHYM | Chime Financial Class | PairCorr |
| 0.35 | QXO | QXO Inc | PairCorr |
MasterBeef Group Market Sensitivity And Downside Risk
MasterBeef Group's beta coefficient measures the volatility of MasterBeef 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 MasterBeef stock's returns against your selected market. In other words, MasterBeef Group's beta of 0.63 provides an investor with an approximation of how much risk MasterBeef Group stock can potentially add to one of your existing portfolios. MasterBeef Group Ordinary exhibits very low volatility with skewness of 1.84 and kurtosis of 10.4. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure MasterBeef Group'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 MasterBeef Group'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 MasterBeef Group Ordinary Demand TrendCheck current 90 days MasterBeef Group correlation with market (Dow Jones Industrial)MasterBeef Group Volatility and Downside Risk
MasterBeef 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.
MasterBeef Group Ordinary Stock Volatility Analysis
Volatility refers to the frequency at which MasterBeef Group stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MasterBeef Group's price changes. Investors will then calculate the volatility of MasterBeef Group'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 MasterBeef Group's volatility:
Historical Volatility
This type of stock volatility measures MasterBeef Group's fluctuations based on previous trends. It's commonly used to predict MasterBeef Group'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 MasterBeef Group'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 MasterBeef Group'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. MasterBeef Group Ordinary 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.
MasterBeef Group Projected Return Density Against Market
Allowing for the 90-day total investment horizon MasterBeef Group has a beta of 0.6341 . This indicates as returns on the market go up, MasterBeef Group average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding MasterBeef Group Ordinary 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 MasterBeef Group or Technology 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 MasterBeef Group'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 MasterBeef 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.
MasterBeef Group Ordinary 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 MasterBeef Group 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.MasterBeef Group Stock Risk Measures
Allowing for the 90-day total investment horizon the coefficient of variation of MasterBeef Group is -1857.8. The daily returns are distributed with a variance of 18.66 and standard deviation of 4.32. The mean deviation of MasterBeef Group Ordinary is currently at 2.46. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | -0.3 | |
β | Beta against Dow Jones | 0.63 | |
σ | Overall volatility | 4.32 | |
Ir | Information ratio | -0.08 |
MasterBeef Group Stock Return Volatility
MasterBeef Group historical daily return volatility represents how much of MasterBeef Group stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 4.3195% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.6973% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between MasterBeef Stock performing well and MasterBeef Group 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 MasterBeef Group'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SGC | 1.89 | 0.01 | (0.03) | 0.18 | 2.39 | 5.18 | 12.75 | |||
| GDHG | 4.23 | (1.71) | 0.00 | (4.24) | 0.00 | 7.61 | 34.10 | |||
| MED | 1.68 | (0.22) | 0.00 | 15.99 | 0.00 | 3.54 | 9.01 | |||
| PLCE | 4.54 | (0.71) | 0.00 | (0.12) | 0.00 | 9.41 | 49.46 | |||
| BARK | 3.17 | (0.48) | 0.00 | (0.11) | 0.00 | 10.59 | 18.39 | |||
| AHMA | 13.15 | 2.20 | 0.20 | 0.66 | 11.41 | 24.87 | 235.86 | |||
| LAKE | 2.81 | (0.83) | 0.00 | (0.76) | 0.00 | 4.12 | 43.80 | |||
| ESCA | 1.63 | 0.29 | 0.11 | (3.65) | 1.56 | 4.25 | 12.43 | |||
| CURV | 4.09 | (0.47) | 0.00 | (1.17) | 0.00 | 9.23 | 34.61 | |||
| NOMA | 7.26 | (1.73) | 0.00 | (10.34) | 0.00 | 14.27 | 41.91 |
About MasterBeef Group Volatility
Volatility is a rate at which the price of MasterBeef Group 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 MasterBeef Group may increase or decrease. In other words, similar to MasterBeef's beta indicator, it measures the risk of MasterBeef Group and helps estimate the fluctuations that may happen in a short period of time. So if prices of MasterBeef Group 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.
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MasterBeef Group'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 MasterBeef Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much MasterBeef Group's price varies over time.
3 ways to utilize MasterBeef Group's volatility to invest better
Higher MasterBeef Group's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of MasterBeef Group Ordinary 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. MasterBeef Group Ordinary 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 MasterBeef Group Ordinary investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in MasterBeef Group'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 MasterBeef Group's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
MasterBeef Group Investment Opportunity
MasterBeef Group Ordinary has a volatility of 4.32 and is 6.17 times more volatile than Dow Jones Industrial. 38 percent of all equities and portfolios are less risky than MasterBeef Group. You can use MasterBeef Group Ordinary to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of MasterBeef Group to be traded at $7.96 in 90 days.Average diversification
The correlation between MasterBeef Group Ordinary and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MasterBeef Group Ordinary and DJI in the same portfolio, assuming nothing else is changed.
MasterBeef Group Additional Risk Indicators
The analysis of MasterBeef Group'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 MasterBeef Group's investment and either accepting that risk or mitigating it. Along with some common measures of MasterBeef Group 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 | (0.03) | |||
| Market Risk Adjusted Performance | (0.37) | |||
| Mean Deviation | 2.46 | |||
| Coefficient Of Variation | (1,858) | |||
| Standard Deviation | 4.32 | |||
| Variance | 18.66 | |||
| Information Ratio | (0.08) |
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.
MasterBeef Group 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 MasterBeef Group 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. MasterBeef Group'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, MasterBeef Group'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 MasterBeef Group Ordinary.
Complementary Tools for MasterBeef Stock analysis
When running MasterBeef Group's price analysis, check to measure MasterBeef Group'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 MasterBeef Group is operating at the current time. Most of MasterBeef Group's value examination focuses on studying past and present price action to predict the probability of MasterBeef Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MasterBeef Group's price. Additionally, you may evaluate how the addition of MasterBeef Group to your portfolios can decrease your overall portfolio volatility.
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