Massachusetts Business Development Stock Volatility
| MBDC Stock | USD 29.00 0.00 0.00% |
At this point, Massachusetts Business is very steady. Massachusetts Business has Sharpe Ratio of 0.0558, which conveys that the firm had a 0.0558 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Massachusetts Business, which you can use to evaluate the volatility of the firm. Please verify Massachusetts Business' Standard Deviation of 0.1448, risk adjusted performance of 1.0E-4, and Mean Deviation of 0.0472 to check out if the risk estimate we provide is consistent with the expected return of 0.0081%.
Sharpe Ratio = 0.0558
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MBDC |
Based on monthly moving average Massachusetts Business is performing at about 4% 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 Massachusetts Business by adding it to a well-diversified portfolio.
Key indicators related to Massachusetts Business' volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Massachusetts Business 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 Massachusetts daily returns, and it is calculated using variance and standard deviation. We also use Massachusetts's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Massachusetts Business volatility.
Massachusetts |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Massachusetts Business 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 Massachusetts Business at lower prices to lower their average cost per share. Similarly, when the prices of Massachusetts Business' stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to Massachusetts Business' market risk premium analysis include:
Beta (0.03) | Alpha 0.000273 | Risk 0.14 | Sharpe Ratio 0.0558 | Expected Return 0.0081 |
Moving against Massachusetts Pink Sheet
Massachusetts Business Market Sensitivity And Downside Risk
Massachusetts Business' beta coefficient measures the volatility of Massachusetts 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 Massachusetts pink sheet's returns against your selected market. In other words, Massachusetts Business's beta of -0.026 provides an investor with an approximation of how much risk Massachusetts Business pink sheet can potentially add to one of your existing portfolios. Massachusetts Business Development exhibits very low volatility with skewness of 0.6 and kurtosis of 10.84. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Massachusetts Business' 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 Massachusetts Business' 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.
| α | 0.0003 | β | -0.03 | Check current 90 days Massachusetts Business correlation with market (Dow Jones Industrial)
Massachusetts Business Volatility and Downside Risk
Massachusetts 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.
Massachusetts Business Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Massachusetts Business pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Massachusetts Business' price changes. Investors will then calculate the volatility of Massachusetts Business' 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 Massachusetts Business' volatility:
Historical Volatility
This type of pink sheet volatility measures Massachusetts Business' fluctuations based on previous trends. It's commonly used to predict Massachusetts Business' 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 Massachusetts Business' 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 Massachusetts Business' 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. Massachusetts Business 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.
Massachusetts Business Projected Return Density Against Market
Given the investment horizon of 90 days Massachusetts Business Development has a beta of -0.026 . This indicates as returns on the benchmark increase, returns on holding Massachusetts Business are expected to decrease at a much lower rate. During a bear market, however, Massachusetts Business Development is likely to outperform the market.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 Massachusetts Business 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 Massachusetts Business' 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 Massachusetts 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.
Massachusetts Business Development has an alpha of 3.0E-4, implying that it can generate a 3.0E-4 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Massachusetts Business 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.Massachusetts Business Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Massachusetts Business is 1791.57. The daily returns are distributed with a variance of 0.02 and standard deviation of 0.14. The mean deviation of Massachusetts Business Development is currently at 0.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | 0.0003 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 0.14 | |
Ir | Information ratio | -0.6 |
Massachusetts Business Pink Sheet Return Volatility
Massachusetts Business historical daily return volatility represents how much of Massachusetts Business pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.1448% risk (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 Massachusetts Pink Sheet performing well and Massachusetts Business 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 Massachusetts Business' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KYNC | 15.81 | 2.10 | 0.08 | 0.81 | 14.81 | 33.33 | 106.67 | |||
| MITJF | 30.76 | 15.56 | 0.00 | 23.27 | 0.00 | 0.00 | 1,000.00 | |||
| BLGVF | 7.85 | 0.02 | 0.01 | 0.09 | 11.48 | 19.40 | 60.39 | |||
| LFLS | 1.25 | 0.60 | 0.00 | 2.01 | 0.00 | 0.00 | 40.00 | |||
| AQFD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FORW | 5.82 | (0.47) | 0.00 | (0.15) | 0.00 | 16.00 | 59.11 | |||
| ADHI | 21.53 | 9.30 | 0.25 | (0.88) | 13.68 | 85.71 | 349.47 | |||
| QCAAF | 0.10 | (0.02) | 0.00 | (0.08) | 0.00 | 0.00 | 6.56 | |||
| SFIO | 6.75 | (0.05) | 0.00 | 0.04 | 8.25 | 18.75 | 47.22 | |||
| NGRC | 7.49 | 1.79 | 0.08 | 2.27 | 7.77 | 28.57 | 130.48 |
About Massachusetts Business Volatility
Volatility is a rate at which the price of Massachusetts Business 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 Massachusetts Business may increase or decrease. In other words, similar to Massachusetts's beta indicator, it measures the risk of Massachusetts Business and helps estimate the fluctuations that may happen in a short period of time. So if prices of Massachusetts Business 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.Massachusetts Business Development Corp. provides supplemental financing and financial services to growing companies in Massachusetts. Massachusetts Business is traded on OTC Exchange in the United States.
Massachusetts Business' 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 Massachusetts Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Massachusetts Business' price varies over time.
3 ways to utilize Massachusetts Business' volatility to invest better
Higher Massachusetts Business' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Massachusetts Business 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. Massachusetts Business 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 Massachusetts Business investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Massachusetts Business' 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 Massachusetts Business' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Massachusetts Business Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.7 and is 5.0 times more volatile than Massachusetts Business Development. 1 percent of all equities and portfolios are less risky than Massachusetts Business. You can use Massachusetts Business Development to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Massachusetts Business to be traded at $28.71 in 90 days.Good diversification
The correlation between Massachusetts Business Develop and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Massachusetts Business Develop and DJI in the same portfolio, assuming nothing else is changed.
Massachusetts Business Additional Risk Indicators
The analysis of Massachusetts Business' 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 Massachusetts Business' investment and either accepting that risk or mitigating it. Along with some common measures of Massachusetts Business 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 | 1.0E-4 | |||
| Market Risk Adjusted Performance | 0.0838 | |||
| Mean Deviation | 0.0472 | |||
| Coefficient Of Variation | 1791.57 | |||
| Standard Deviation | 0.1448 | |||
| Variance | 0.021 | |||
| Information Ratio | (0.60) |
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.
Massachusetts Business 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.
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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 Massachusetts Business 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. Massachusetts Business' 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, Massachusetts Business' 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 Massachusetts Business Development.
Complementary Tools for Massachusetts Pink Sheet analysis
When running Massachusetts Business' price analysis, check to measure Massachusetts Business' 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 Massachusetts Business is operating at the current time. Most of Massachusetts Business' value examination focuses on studying past and present price action to predict the probability of Massachusetts Business' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Massachusetts Business' price. Additionally, you may evaluate how the addition of Massachusetts Business to your portfolios can decrease your overall portfolio volatility.
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