Mars Bancorp Volatility
| MNBPDelisted Stock | USD 12.85 0.00 0.00% |
We have found nineteen technical indicators for Mars Bancorp, which you can use to evaluate the volatility of the firm. Please verify Mars Bancorp's Risk Adjusted Performance of (0.09), standard deviation of 2.91, and Mean Deviation of 1.55 to check out if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Mars Bancorp's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Mars Bancorp OTC 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 Mars daily returns, and it is calculated using variance and standard deviation. We also use Mars's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Mars Bancorp volatility.
Mars |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Mars Bancorp 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 Mars Bancorp at lower prices. For example, an investor can purchase Mars 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 Mars Bancorp'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.
Moving together with Mars OTC Stock
Moving against Mars OTC Stock
| 0.83 | T | ATT Inc Aggressive Push | PairCorr |
| 0.79 | VRT | Vertiv Holdings | PairCorr |
| 0.79 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.77 | CAT | Caterpillar Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.74 | USB-PH | US Bancorp | PairCorr |
| 0.72 | CSCO | Cisco Systems Aggressive Push | PairCorr |
| 0.72 | WMT | Walmart Aggressive Push | PairCorr |
| 0.7 | IBM | International Business Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.63 | HPQ | HP Inc | PairCorr |
Mars Bancorp Market Sensitivity And Downside Risk
Mars Bancorp's beta coefficient measures the volatility of Mars otc 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 Mars otc stock's returns against your selected market. In other words, Mars Bancorp's beta of -0.0243 provides an investor with an approximation of how much risk Mars Bancorp otc stock can potentially add to one of your existing portfolios. Mars Bancorp exhibits very low volatility with skewness of -0.43 and kurtosis of 4.84. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Mars Bancorp's otc stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Mars Bancorp's otc 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 Mars Bancorp Demand TrendCheck current 90 days Mars Bancorp correlation with market (Dow Jones Industrial)Mars Beta |
Mars 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 Mars Bancorp's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Mars Bancorp's daily returns or price. Since the actual investment returns on holding a position in mars otc stock 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 Mars Bancorp.
Mars Bancorp OTC Stock Volatility Analysis
Volatility refers to the frequency at which Mars Bancorp otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Mars Bancorp's price changes. Investors will then calculate the volatility of Mars Bancorp's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 Mars Bancorp's volatility:
Historical Volatility
This type of otc volatility measures Mars Bancorp's fluctuations based on previous trends. It's commonly used to predict Mars Bancorp's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Mars Bancorp's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Mars Bancorp's to be redeemed at a future date.Transformation |
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Mars Bancorp Projected Return Density Against Market
Given the investment horizon of 90 days Mars Bancorp has a beta of -0.0243 . This indicates as returns on the benchmark increase, returns on holding Mars Bancorp are expected to decrease at a much lower rate. During a bear market, however, Mars Bancorp 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 Mars Bancorp 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 Mars Bancorp's price will be affected by overall otc 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 Mars otc'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.
Mars Bancorp 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 Mars Bancorp Price Volatility?
Several factors can influence a otc'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.Mars Bancorp OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Mars Bancorp is 0.0. The daily returns are distributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Mars Bancorp is currently at 0.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.37 | |
β | Beta against Dow Jones | -0.02 | |
σ | Overall volatility | 0.00 | |
Ir | Information ratio | -0.17 |
Mars Bancorp OTC Stock Return Volatility
Mars Bancorp historical daily return volatility represents how much of Mars Bancorp otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 0.0% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7716% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Mars Bancorp Volatility
Volatility is a rate at which the price of Mars Bancorp 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 Mars Bancorp may increase or decrease. In other words, similar to Mars's beta indicator, it measures the risk of Mars Bancorp and helps estimate the fluctuations that may happen in a short period of time. So if prices of Mars Bancorp 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.Mars Bancorp, Inc., through its subsidiaries, provides banking products and services for individuals and businesses in Pennsylvania. Mars Bancorp, Inc. was founded in 1900 and is headquartered in Mars, Pennsylvania. Mars Bancorp operates under BanksRegional classification in the United States and is traded on OTC Exchange.
Mars Bancorp'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 Mars OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Mars Bancorp's price varies over time.
3 ways to utilize Mars Bancorp's volatility to invest better
Higher Mars Bancorp's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Mars Bancorp 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. Mars Bancorp 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 Mars Bancorp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Mars Bancorp'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 Mars Bancorp's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Mars Bancorp Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Mars Bancorp. 0 percent of all equities and portfolios are less risky than Mars Bancorp. You can use Mars Bancorp to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Mars Bancorp to be traded at $12.72 in 90 days.Good diversification
The correlation between Mars Bancorp and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mars Bancorp and DJI in the same portfolio, assuming nothing else is changed.
Mars Bancorp Additional Risk Indicators
The analysis of Mars Bancorp'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 Mars Bancorp's investment and either accepting that risk or mitigating it. Along with some common measures of Mars Bancorp otc 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 | (0.09) | |||
| Market Risk Adjusted Performance | 15.36 | |||
| Mean Deviation | 1.55 | |||
| Coefficient Of Variation | (801.89) | |||
| Standard Deviation | 2.91 | |||
| Variance | 8.47 | |||
| Information Ratio | (0.17) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Mars Bancorp 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 Mars Bancorp 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. Mars Bancorp'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, Mars Bancorp'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 Mars Bancorp.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the Mars Bancorp information on this page should be used as a complementary analysis to other Mars Bancorp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Other Consideration for investing in Mars OTC Stock
If you are still planning to invest in Mars Bancorp 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 Mars Bancorp's history and understand the potential risks before investing.
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |