Mgc Ventures Stock Volatility
| MGCV Stock | USD 0.11 0.01 10.00% |
MGC Ventures is out of control given 3 months investment horizon. MGC Ventures retains Efficiency (Sharpe Ratio) of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We were able to break down twenty different technical indicators, which can help you to evaluate if expected returns of 3.02% are justified by taking the suggested risk. Use MGC Ventures Coefficient Of Variation of 787.03, market risk adjusted performance of 0.5949, and Mean Deviation of 5.52 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.1333
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Based on monthly moving average MGC Ventures is performing at about 10% 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 MGC Ventures by adding it to a well-diversified portfolio.
Key indicators related to MGC Ventures' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
MGC Ventures 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 MGC daily returns, and it is calculated using variance and standard deviation. We also use MGC's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MGC Ventures volatility.
MGC |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as MGC Ventures 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 MGC Ventures at lower prices. For example, an investor can purchase MGC 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 MGC Ventures' 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 MGC Ventures' market risk premium analysis include:
Beta 4.68 | Alpha 2.4 | Risk 22.66 | Sharpe Ratio 0.13 | Expected Return 3.02 |
Moving together with MGC Pink Sheet
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| 0.76 | INTC | Intel Earnings Call Tomorrow | PairCorr |
Moving against MGC Pink Sheet
MGC Ventures Market Sensitivity And Downside Risk
MGC Ventures' beta coefficient measures the volatility of MGC 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 MGC pink sheet's returns against your selected market. In other words, MGC Ventures's beta of 4.68 provides an investor with an approximation of how much risk MGC Ventures pink sheet can potentially add to one of your existing portfolios. MGC Ventures is displaying above-average volatility over the selected time horizon. MGC Ventures is a potential penny stock. Although MGC Ventures may be in fact a good instrument to invest, many penny pink sheets are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in MGC Ventures. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on MGC 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 MGC Ventures Demand TrendCheck current 90 days MGC Ventures correlation with market (Dow Jones Industrial)MGC Ventures Volatility and Downside Risk
MGC 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.
MGC Ventures Pink Sheet Volatility Analysis
Volatility refers to the frequency at which MGC Ventures pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MGC Ventures' price changes. Investors will then calculate the volatility of MGC Ventures' 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 MGC Ventures' volatility:
Historical Volatility
This type of pink sheet volatility measures MGC Ventures' fluctuations based on previous trends. It's commonly used to predict MGC Ventures' 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 MGC Ventures' 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 MGC Ventures' 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. MGC Ventures 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.
MGC Ventures Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 4.6764 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, MGC Ventures will likely underperform.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 MGC Ventures or Basic Materials 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 MGC Ventures' 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 MGC 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.
MGC Ventures has an alpha of 2.4032, implying that it can generate a 2.4 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a MGC Ventures 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.MGC Ventures Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of MGC Ventures is 750.36. The daily returns are distributed with a variance of 513.36 and standard deviation of 22.66. The mean deviation of MGC Ventures is currently at 6.04. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 2.40 | |
β | Beta against Dow Jones | 4.68 | |
σ | Overall volatility | 22.66 | |
Ir | Information ratio | 0.12 |
MGC Ventures Pink Sheet Return Volatility
MGC Ventures historical daily return volatility represents how much of MGC Ventures pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture inherits 22.6575% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7494% 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 MGC Pink Sheet performing well and MGC Ventures 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 MGC Ventures' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AHELF | 50.83 | 25.11 | 0.00 | (3.10) | 0.00 | 0.00 | 1,702 | |||
| ESXMF | 10.76 | 4.12 | 0.00 | 1.27 | 0.00 | 0.00 | 300.00 | |||
| WESMF | 7.74 | 1.52 | 0.12 | (3.95) | 6.74 | 33.00 | 67.78 | |||
| OARFF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PIHN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| WALRF | 15.09 | 2.30 | 0.12 | 1.58 | 14.24 | 46.60 | 118.11 | |||
| SSYRF | 25.37 | 7.40 | 0.19 | (3.99) | 19.65 | 57.14 | 402.77 | |||
| MANVF | 1.19 | (0.12) | 0.00 | (0.91) | 0.00 | 2.73 | 39.23 | |||
| AUMC | 5.23 | 1.93 | 0.22 | (0.52) | 4.40 | 19.75 | 42.11 | |||
| GCRCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About MGC Ventures Volatility
Volatility is a rate at which the price of MGC Ventures 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 MGC Ventures may increase or decrease. In other words, similar to MGC's beta indicator, it measures the risk of MGC Ventures and helps estimate the fluctuations that may happen in a short period of time. So if prices of MGC Ventures 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.It intends to acquire mining properties and explore for commercial ore deposits. MGC Ventures, Inc. was incorporated in 1984 and is based in Spokane, Washington. Mgc Ventures operates under Other Industrial Metals Mining classification in the United States and is traded on OTC Exchange.
MGC Ventures' 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 MGC Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much MGC Ventures' price varies over time.
3 ways to utilize MGC Ventures' volatility to invest better
Higher MGC Ventures' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of MGC Ventures 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. MGC Ventures 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 MGC Ventures investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in MGC Ventures' 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 MGC Ventures' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
MGC Ventures Investment Opportunity
MGC Ventures has a volatility of 22.66 and is 30.21 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of MGC Ventures is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use MGC Ventures to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of MGC Ventures to be traded at $0.1375 in 90 days.Poor diversification
The correlation between MGC Ventures and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MGC Ventures and DJI in the same portfolio, assuming nothing else is changed.
MGC Ventures Additional Risk Indicators
The analysis of MGC Ventures' 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 MGC Ventures' investment and either accepting that risk or mitigating it. Along with some common measures of MGC Ventures 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 | 0.1029 | |||
| Market Risk Adjusted Performance | 0.5949 | |||
| Mean Deviation | 5.52 | |||
| Coefficient Of Variation | 787.03 | |||
| Standard Deviation | 21.6 | |||
| Variance | 466.74 | |||
| Information Ratio | 0.1233 |
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.
MGC Ventures 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 MGC Ventures 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. MGC Ventures' 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, MGC Ventures' 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 MGC Ventures.
Additional Tools for MGC Pink Sheet Analysis
When running MGC Ventures' price analysis, check to measure MGC Ventures' 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 MGC Ventures is operating at the current time. Most of MGC Ventures' value examination focuses on studying past and present price action to predict the probability of MGC Ventures' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MGC Ventures' price. Additionally, you may evaluate how the addition of MGC Ventures to your portfolios can decrease your overall portfolio volatility.