Made SA (France) Volatility
| MLMAD Stock | EUR 11.70 0.00 0.00% |
We have found eighteen technical indicators for Made SA, which you can use to evaluate the volatility of the firm. Please verify Made SA's Risk Adjusted Performance of (0.05), mean deviation of 0.7437, and Standard Deviation of 2.64 to check out if the risk estimate we provide is consistent with the expected return of 0.0%.
Sharpe Ratio = 0.0
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Based on monthly moving average Made SA 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 Made SA by adding Made SA to a well-diversified portfolio.
Key indicators related to Made SA's volatility include:30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Made SA 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 Made daily returns, and it is calculated using variance and standard deviation. We also use Made's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Made SA volatility.
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Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Made SA 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 Made SA at lower prices. For example, an investor can purchase Made 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 Made SA'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 Made SA's market risk premium analysis include:
Beta 0.13 | Alpha (0.22) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Moving together with Made Stock
Moving against Made Stock
| 0.53 | CAP | Capgemini SE | PairCorr |
| 0.45 | MLSML | Smalto SA | PairCorr |
| 0.43 | LACR | Lacroix Group SA | PairCorr |
| 0.35 | ALTRA | Tractial SA Split | PairCorr |
Made SA Market Sensitivity And Downside Risk
Made SA's beta coefficient measures the volatility of Made 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 Made stock's returns against your selected market. In other words, Made SA's beta of 0.13 provides an investor with an approximation of how much risk Made SA stock can potentially add to one of your existing portfolios. Made SA exhibits very low volatility with skewness of -5.56 and kurtosis of 45.06. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Made SA'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 Made SA'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 Made SA Demand TrendCheck current 90 days Made SA correlation with market (Dow Jones Industrial)Made SA Volatility and Downside Risk
Made 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.
Made SA Stock Volatility Analysis
Volatility refers to the frequency at which Made SA stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Made SA's price changes. Investors will then calculate the volatility of Made SA'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 Made SA's volatility:
Historical Volatility
This type of stock volatility measures Made SA's fluctuations based on previous trends. It's commonly used to predict Made SA'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 Made SA'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 Made SA's to be redeemed at a future date.Transformation |
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Made SA Projected Return Density Against Market
Assuming the 90 days trading horizon Made SA has a beta of 0.1264 . This indicates as returns on the market go up, Made SA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Made SA 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 Made SA 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 Made SA'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 Made 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.
Made SA 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 |
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What Drives a Made SA 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.Made SA Stock Return Volatility
Made SA historical daily return volatility represents how much of Made SA stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise accepts 0.0% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7057% volatility on return distribution over the 90 days horizon. Performance |
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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 Made Stock performing well and Made SA 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 Made SA'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 | ||
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| ALCOF | 1.17 | 0.04 | 0.00 | 0.05 | 0.00 | 2.24 | 10.89 | |||
| ALVGO | 1.98 | (0.06) | 0.00 | (0.09) | 0.00 | 4.90 | 25.57 | |||
| VMX | 1.97 | (0.06) | (0.02) | 0.00 | 2.63 | 6.25 | 30.00 | |||
| ALLOG | 2.64 | (0.11) | 0.00 | (0.15) | 0.00 | 6.67 | 17.77 | |||
| MLNOV | 4.40 | 0.21 | 0.01 | 0.71 | 5.35 | 14.46 | 40.47 | |||
| ALHF | 0.94 | 0.00 | (0.07) | 0.09 | 1.26 | 1.95 | 11.14 | |||
| ALKAL | 4.48 | 0.69 | 0.16 | 0.90 | 3.78 | 13.43 | 35.29 | |||
| ALJXR | 1.53 | 0.07 | (0.02) | (0.09) | 2.03 | 5.26 | 10.56 | |||
| ALTXC | 1.16 | (0.02) | 0.00 | 0.17 | 0.00 | 2.67 | 13.50 | |||
| ALGID | 6.37 | 1.26 | 0.17 | 1.44 | 5.38 | 21.67 | 68.80 |
About Made SA Volatility
Volatility is a rate at which the price of Made SA 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 Made SA may increase or decrease. In other words, similar to Made's beta indicator, it measures the risk of Made SA and helps estimate the fluctuations that may happen in a short period of time. So if prices of Made SA 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.Made SA engages in the research, development, industrialization, marketing, and maintenance of solutions in the fields of electrical network operation, geo-location, overhead lines detection, telecoms, and defense. The company was founded in 1991 and is based in La Farlede, France. MADE is traded on Paris Stock Exchange in France.
Made SA'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 Made Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Made SA's price varies over time.
3 ways to utilize Made SA's volatility to invest better
Higher Made SA's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Made SA 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. Made SA 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 Made SA investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Made SA'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 Made SA's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Made SA Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.71 and is 9.223372036854776E16 times more volatile than Made SA. 0 percent of all equities and portfolios are less risky than Made SA. You can use Made SA to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Made SA to be traded at €11.58 in 90 days.Significant diversification
The correlation between Made SA and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Made SA and DJI in the same portfolio, assuming nothing else is changed.
Made SA Additional Risk Indicators
The analysis of Made SA'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 Made SA's investment and either accepting that risk or mitigating it. Along with some common measures of Made SA 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 | (0.05) | |||
| Market Risk Adjusted Performance | (1.66) | |||
| Mean Deviation | 0.7437 | |||
| Coefficient Of Variation | (1,314) | |||
| Standard Deviation | 2.64 | |||
| Variance | 6.95 | |||
| Information Ratio | (0.12) |
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.
Made SA 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 Made SA 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. Made SA'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, Made SA'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 Made SA.
Additional Tools for Made Stock Analysis
When running Made SA's price analysis, check to measure Made SA'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 Made SA is operating at the current time. Most of Made SA's value examination focuses on studying past and present price action to predict the probability of Made SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Made SA's price. Additionally, you may evaluate how the addition of Made SA to your portfolios can decrease your overall portfolio volatility.