Marks Spencer Group Stock Volatility
| MAKSY Stock | USD 6.53 0.05 0.76% |
We consider Marks Spencer somewhat reliable. Marks Spencer Group has Sharpe Ratio of 0.0298, which conveys that the firm had a 0.0298% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Marks Spencer, which you can use to evaluate the volatility of the firm. Please verify Marks Spencer's Risk Adjusted Performance of 0.0135, downside deviation of 1.84, and Mean Deviation of 1.53 to check out if the risk estimate we provide is consistent with the expected return of 0.0581%. Key indicators related to Marks Spencer's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Marks Spencer 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 Marks daily returns, and it is calculated using variance and standard deviation. We also use Marks's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Marks Spencer volatility.
Marks |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Marks Spencer 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 Marks Spencer at lower prices. For example, an investor can purchase Marks 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 Marks Spencer'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 Marks OTC Stock
Marks Spencer Market Sensitivity And Downside Risk
Marks Spencer's beta coefficient measures the volatility of Marks 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 Marks otc stock's returns against your selected market. In other words, Marks Spencer's beta of 0.97 provides an investor with an approximation of how much risk Marks Spencer otc stock can potentially add to one of your existing portfolios. Marks Spencer Group has relatively low volatility with skewness of -0.03 and kurtosis of 0.43. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Marks Spencer'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 Marks Spencer'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 Marks Spencer Group Demand TrendCheck current 90 days Marks Spencer correlation with market (NYSE Composite)Marks Beta |
Marks 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 | 1.95 |
It is essential to understand the difference between upside risk (as represented by Marks Spencer's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Marks Spencer's daily returns or price. Since the actual investment returns on holding a position in marks 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 Marks Spencer.
Marks Spencer Group OTC Stock Volatility Analysis
Volatility refers to the frequency at which Marks Spencer otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Marks Spencer's price changes. Investors will then calculate the volatility of Marks Spencer'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 Marks Spencer's volatility:
Historical Volatility
This type of otc volatility measures Marks Spencer's fluctuations based on previous trends. It's commonly used to predict Marks Spencer'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 Marks Spencer'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 Marks Spencer'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. Marks Spencer Group 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.
Marks Spencer Projected Return Density Against Market
Assuming the 90 days horizon Marks Spencer has a beta of 0.9738 . This indicates Marks Spencer Group market returns are sensitive to returns on the market. As the market goes up or down, Marks Spencer is expected to follow.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 Marks Spencer or Consumer Cyclical 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 Marks Spencer'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 Marks 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.
Marks Spencer Group has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Predicted Return Density |
| Returns |
What Drives a Marks Spencer 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.Marks Spencer OTC Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of Marks Spencer is 3355.39. The daily returns are distributed with a variance of 3.8 and standard deviation of 1.95. The mean deviation of Marks Spencer Group is currently at 1.54. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | -0.07 | |
β | Beta against NYSE Composite | 0.97 | |
σ | Overall volatility | 1.95 | |
Ir | Information ratio | -0.04 |
Marks Spencer OTC Stock Return Volatility
Marks Spencer historical daily return volatility represents how much of Marks Spencer otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.9491% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6294% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Marks Spencer Volatility
Volatility is a rate at which the price of Marks Spencer 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 Marks Spencer may increase or decrease. In other words, similar to Marks's beta indicator, it measures the risk of Marks Spencer and helps estimate the fluctuations that may happen in a short period of time. So if prices of Marks Spencer 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 operates through five segments UK Clothing Home, UK Food, International, Ocado, and All Other. The company was founded in 1884 and is headquartered in London, the United Kingdom. Marks SP operates under Department Stores classification in the United States and is traded on OTC Exchange. It employs 65000 people.
Marks Spencer'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 Marks OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Marks Spencer's price varies over time.
3 ways to utilize Marks Spencer's volatility to invest better
Higher Marks Spencer's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Marks Spencer Group 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. Marks Spencer Group 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 Marks Spencer Group investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Marks Spencer'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 Marks Spencer's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Marks Spencer Investment Opportunity
Marks Spencer Group has a volatility of 1.95 and is 3.1 times more volatile than NYSE Composite. 17 percent of all equities and portfolios are less risky than Marks Spencer. You can use Marks Spencer Group to protect your portfolios against small market fluctuations. The otc stock experiences a moderate downward daily trend which may be unreasonably hyped up. Check odds of Marks Spencer to be traded at $6.4 in 90 days.Weak diversification
The correlation between Marks Spencer Group and NYA is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Marks Spencer Group and NYA in the same portfolio, assuming nothing else is changed.
Marks Spencer Additional Risk Indicators
The analysis of Marks Spencer'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 Marks Spencer's investment and either accepting that risk or mitigating it. Along with some common measures of Marks Spencer 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 | 0.0135 | |||
| Market Risk Adjusted Performance | 0.021 | |||
| Mean Deviation | 1.53 | |||
| Semi Deviation | 1.76 | |||
| Downside Deviation | 1.84 | |||
| Coefficient Of Variation | 9322.49 | |||
| Standard Deviation | 1.93 |
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.
Marks Spencer 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 Marks Spencer 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. Marks Spencer'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, Marks Spencer'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 Marks Spencer Group.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Marks Spencer Group. Also, note that the market value of any otc stock could be tightly coupled with the direction of predictive economic indicators such as signals in state. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Marks OTC Stock analysis
When running Marks Spencer's price analysis, check to measure Marks Spencer'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 Marks Spencer is operating at the current time. Most of Marks Spencer's value examination focuses on studying past and present price action to predict the probability of Marks Spencer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marks Spencer's price. Additionally, you may evaluate how the addition of Marks Spencer to your portfolios can decrease your overall portfolio volatility.
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