SP Merval (Argentina) Volatility
| MERV Index | 553,392 363.00 0.07% |
SP Merval retains Efficiency (Sharpe Ratio) of 0.18, which indicates the index had 0.18% of return per unit of price deviation over the last 3 months. Our approach towards measuring the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found eighteen technical indicators for SP Merval, which you can use to evaluate the future volatility of the index.
SP Merval Index 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 MERV daily returns, and it is calculated using variance and standard deviation. We also use MERV's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of SP Merval volatility.
SP Merval Index Volatility Analysis
Volatility refers to the frequency at which SP Merval index price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with SP Merval's price changes. Investors will then calculate the volatility of SP Merval's index to predict their future moves. A index that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A index with relatively stable price changes has low volatility. A highly volatile index 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 SP Merval's volatility:
Historical Volatility
This type of index volatility measures SP Merval's fluctuations based on previous trends. It's commonly used to predict SP Merval's future behavior based on its past. However, it cannot conclusively determine the future direction of the index.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for SP Merval's current market price. This means that the index will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on SP Merval'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. SP Merval 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..
SP Merval Projected Return Density Against Market
Predicted Return Density |
| Returns |
What Drives a SP Merval Price Volatility?
Several factors can influence a index'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.SP Merval Investment Opportunity
SP Merval has a volatility of 2.75 and is 4.58 times more volatile than NYSE Composite. 24 of all equities and portfolios are less risky than SP Merval. Compared to the overall equity markets, volatility of historical daily returns of SP Merval is lower than 24 () of all global equities and portfolios over the last 90 days. Use SP Merval to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The index experiences a normal downward trend and little activity. Check odds of SP Merval to be traded at 547858.08 in 90 days.SP Merval Additional Risk Indicators
The analysis of SP Merval'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 SP Merval's investment and either accepting that risk or mitigating it. Along with some common measures of SP Merval index'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 | 0.1115 | |||
| Mean Deviation | 2.26 | |||
| Semi Deviation | 2.29 | |||
| Downside Deviation | 2.59 | |||
| Coefficient Of Variation | 584.2 | |||
| Standard Deviation | 2.77 | |||
| Variance | 7.67 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential indexs, we recommend comparing similar indexs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
SP Merval 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 SP Merval 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. SP Merval'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, SP Merval'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 SP Merval.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any index could be tightly coupled with the direction of predictive economic indicators such as signals in industry. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for MERV Index analysis
When running SP Merval's price analysis, check to measure SP Merval'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 SP Merval is operating at the current time. Most of SP Merval's value examination focuses on studying past and present price action to predict the probability of SP Merval's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SP Merval's price. Additionally, you may evaluate how the addition of SP Merval to your portfolios can decrease your overall portfolio volatility.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |