MGT Capital Investments Volatility
| MGTIDelisted Stock | USD 0.01 0.00 0.00% |
We have found twenty-five technical indicators for MGT Capital, which you can use to evaluate the volatility of the firm. Please verify MGT Capital's Mean Deviation of 8.0, risk adjusted performance of 0.0548, and Market Risk Adjusted Performance of 1.04 to check out if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to MGT Capital's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
MGT Capital 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 MGT daily returns, and it is calculated using variance and standard deviation. We also use MGT's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MGT Capital volatility.
MGT |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of MGT Capital at lower prices. For example, an investor can purchase MGT 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 against MGT Pink Sheet
| 0.52 | SCHW-PJ | Charles Schwab | PairCorr |
| 0.46 | SRL | Scully Royalty | PairCorr |
| 0.33 | WAI | Top KingWin Symbol Change | PairCorr |
MGT Capital Market Sensitivity And Downside Risk
MGT Capital's beta coefficient measures the volatility of MGT 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 MGT pink sheet's returns against your selected market. In other words, MGT Capital's beta of 0.7 provides an investor with an approximation of how much risk MGT Capital pink sheet can potentially add to one of your existing portfolios. MGT Capital Investments is showing large volatility of returns over the selected time horizon. MGT Capital Investments is a penny stock. Even though MGT Capital may be a good instrument to invest, many penny pink sheets are speculative instruments that are subject to artificial stock promotions. Please make sure you fully understand upside and downside scenarios of investing in MGT Capital Investments or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings,sudden promotions and many other similar artificial hype indicators. We also encourage traders to check work history of company executives before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on MGT instrument if you perfectly time your entry and exit. However, remember that penny pink sheets that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze MGT Capital Investments Demand TrendCheck current 90 days MGT Capital correlation with market (Dow Jones Industrial)MGT Beta |
MGT 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by MGT Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of MGT Capital's daily returns or price. Since the actual investment returns on holding a position in mgt 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 MGT Capital.
MGT Capital Investments Pink Sheet Volatility Analysis
Volatility refers to the frequency at which MGT Capital pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MGT Capital's price changes. Investors will then calculate the volatility of MGT Capital'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 MGT Capital's volatility:
Historical Volatility
This type of pink sheet volatility measures MGT Capital's fluctuations based on previous trends. It's commonly used to predict MGT Capital'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 MGT Capital'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 MGT Capital's to be redeemed at a future date.Transformation |
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MGT Capital Projected Return Density Against Market
Given the investment horizon of 90 days MGT Capital has a beta of 0.6999 . This indicates as returns on the market go up, MGT Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding MGT Capital Investments 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 MGT Capital or Software 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 MGT Capital'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 MGT 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.
MGT Capital Investments has an alpha of 0.6344, implying that it can generate a 0.63 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a MGT Capital 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.MGT Capital Pink Sheet Return Volatility
MGT Capital historical daily return volatility represents how much of MGT Capital pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7777% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About MGT Capital Volatility
Volatility is a rate at which the price of MGT Capital 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 MGT Capital may increase or decrease. In other words, similar to MGT's beta indicator, it measures the risk of MGT Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of MGT Capital 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.MGT Capital Investments, Inc., a cryptocurrency mining company, mines and sells bitcoins. The company was incorporated in 1977 and is headquartered in Raleigh, North Carolina. MGT Capital operates under Capital Markets classification in the United States and is traded on OTC Exchange. It employs 2 people.
MGT Capital'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 MGT Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much MGT Capital's price varies over time.
3 ways to utilize MGT Capital's volatility to invest better
Higher MGT Capital's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of MGT Capital Investments 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. MGT Capital Investments 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 MGT Capital Investments investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in MGT Capital'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 MGT Capital's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
MGT Capital Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than MGT Capital Investments. 0 percent of all equities and portfolios are less risky than MGT Capital. You can use MGT Capital Investments to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of MGT Capital to be traded at $0.0059 in 90 days.Significant diversification
The correlation between MGT Capital Investments and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MGT Capital Investments and DJI in the same portfolio, assuming nothing else is changed.
MGT Capital Additional Risk Indicators
The analysis of MGT Capital'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 MGT Capital's investment and either accepting that risk or mitigating it. Along with some common measures of MGT Capital 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 | 0.0548 | |||
| Market Risk Adjusted Performance | 1.04 | |||
| Mean Deviation | 8.0 | |||
| Semi Deviation | 8.68 | |||
| Downside Deviation | 18.15 | |||
| Coefficient Of Variation | 1682.68 | |||
| Standard Deviation | 12.26 |
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.
MGT Capital 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 MGT Capital 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. MGT Capital'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, MGT Capital'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 MGT Capital Investments.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Other Consideration for investing in MGT Pink Sheet
If you are still planning to invest in MGT Capital Investments check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the MGT Capital's history and understand the potential risks before investing.
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