M2i Global Stock Volatility
| MTWO Stock | USD 0.12 0.01 7.69% |
M2i Global appears to be out of control, given 3 months investment horizon. M2i Global has Sharpe Ratio of 0.0529, which conveys that the company had a 0.0529 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for M2i Global, which you can use to evaluate the volatility of the entity. Please exercise M2i Global's Mean Deviation of 4.34, coefficient of variation of 1426.19, and Downside Deviation of 8.58 to check out if our risk estimates are consistent with your expectations. Key indicators related to M2i Global's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
M2i Global 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 M2i daily returns, and it is calculated using variance and standard deviation. We also use M2i's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of M2i Global volatility.
M2i |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as M2i Global 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 M2i Global at lower prices. For example, an investor can purchase M2i 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 M2i Global'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 against M2i OTC Stock
| 0.55 | BITF | Bitfarms Buyout Trend | PairCorr |
| 0.53 | HAWEN | Hawaiian Electric | PairCorr |
| 0.5 | AVGO | Broadcom | PairCorr |
| 0.47 | GOOG | Alphabet Class C | PairCorr |
| 0.47 | META | Meta Platforms Sell-off Trend | PairCorr |
| 0.45 | HDVTY | Henderson Investment | PairCorr |
| 0.43 | DRD | DRDGOLD Limited ADR | PairCorr |
| 0.41 | POAI | Predictive Oncology Buyout Trend | PairCorr |
| 0.34 | LBTYK | Liberty Global PLC | PairCorr |
M2i Global Market Sensitivity And Downside Risk
M2i Global's beta coefficient measures the volatility of M2i 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 M2i otc stock's returns against your selected market. In other words, M2i Global's beta of 0.73 provides an investor with an approximation of how much risk M2i Global otc stock can potentially add to one of your existing portfolios. M2i Global is displaying above-average volatility over the selected time horizon. M2i Global is a potential penny stock. Although M2i Global may be in fact a good instrument to invest, many penny otc stocks 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 M2i Global. 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 M2i instrument if you perfectly time your entry and exit. However, remember that penny otcs 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 M2i Global Demand TrendCheck current 90 days M2i Global correlation with market (Dow Jones Industrial)M2i Beta |
M2i 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 | 6.63 |
It is essential to understand the difference between upside risk (as represented by M2i Global's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of M2i Global's daily returns or price. Since the actual investment returns on holding a position in m2i 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 M2i Global.
M2i Global OTC Stock Volatility Analysis
Volatility refers to the frequency at which M2i Global otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with M2i Global's price changes. Investors will then calculate the volatility of M2i Global'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 M2i Global's volatility:
Historical Volatility
This type of otc volatility measures M2i Global's fluctuations based on previous trends. It's commonly used to predict M2i Global'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 M2i Global'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 M2i Global's 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. M2i Global 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.
M2i Global Projected Return Density Against Market
Given the investment horizon of 90 days M2i Global has a beta of 0.7282 . This indicates as returns on the market go up, M2i Global average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding M2i Global 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 M2i Global or M2i 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 M2i Global'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 M2i 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.
M2i Global has an alpha of 0.3816, implying that it can generate a 0.38 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a M2i Global 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.M2i Global OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of M2i Global is 1889.62. The daily returns are distributed with a variance of 44.0 and standard deviation of 6.63. The mean deviation of M2i Global is currently at 4.39. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.62
α | Alpha over Dow Jones | 0.38 | |
β | Beta against Dow Jones | 0.73 | |
σ | Overall volatility | 6.63 | |
Ir | Information ratio | 0.05 |
M2i Global OTC Stock Return Volatility
M2i Global historical daily return volatility represents how much of M2i Global otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 6.6335% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.6145% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About M2i Global Volatility
Volatility is a rate at which the price of M2i Global 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 M2i Global may increase or decrease. In other words, similar to M2i's beta indicator, it measures the risk of M2i Global and helps estimate the fluctuations that may happen in a short period of time. So if prices of M2i Global 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.M2 nGage Group, Inc., through its subsidiaries, provides high speed wired and wireless broadband services to customers in the United States. The company was formerly known as RoomLinX, Inc. and changed its name to M2 nGage Group, Inc. in July 2016. Roomlinx is traded on BATS Exchange in USA.
M2i Global'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 M2i OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much M2i Global's price varies over time.
3 ways to utilize M2i Global's volatility to invest better
Higher M2i Global's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of M2i Global 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. M2i Global 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 M2i Global investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in M2i Global'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 M2i Global's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
M2i Global Investment Opportunity
M2i Global has a volatility of 6.63 and is 10.87 times more volatile than Dow Jones Industrial. 59 percent of all equities and portfolios are less risky than M2i Global. You can use M2i Global to protect your portfolios against small market fluctuations. The otc stock experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of M2i Global to be traded at $0.114 in 90 days.Significant diversification
The correlation between M2i Global and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding M2i Global and DJI in the same portfolio, assuming nothing else is changed.
M2i Global Additional Risk Indicators
The analysis of M2i Global'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 M2i Global's investment and either accepting that risk or mitigating it. Along with some common measures of M2i Global 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 | 0.0524 | |||
| Market Risk Adjusted Performance | 0.6249 | |||
| Mean Deviation | 4.34 | |||
| Semi Deviation | 4.49 | |||
| Downside Deviation | 8.58 | |||
| Coefficient Of Variation | 1426.19 | |||
| Standard Deviation | 6.53 |
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.
M2i Global 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 M2i Global 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. M2i Global'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, M2i Global'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 M2i Global.
Other Information on Investing in M2i OTC Stock
M2i Global financial ratios help investors to determine whether M2i OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in M2i with respect to the benefits of owning M2i Global security.