Mhhc Enterprises Stock Volatility
| MHHC Stock | USD 0.03 0.00 0.00% |
MHHC Enterprises appears to be out of control, given 3 months investment horizon. MHHC Enterprises has Sharpe Ratio of 0.0406, which conveys that the firm had a 0.0406% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for MHHC Enterprises, which you can use to evaluate the volatility of the firm. Please exercise MHHC Enterprises' mean deviation of 4.18, and Risk Adjusted Performance of 0.013 to check out if our risk estimates are consistent with your expectations. Key indicators related to MHHC Enterprises' volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
MHHC Enterprises 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 MHHC daily returns, and it is calculated using variance and standard deviation. We also use MHHC's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MHHC Enterprises volatility.
MHHC |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as MHHC Enterprises 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 MHHC Enterprises at lower prices. For example, an investor can purchase MHHC 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 MHHC Enterprises' 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 MHHC OTC Stock
| 0.74 | CTAS | Cintas Financial Report 11th of July 2024 | PairCorr |
| 0.72 | WOLTF | Wolters Kluwer NV | PairCorr |
| 0.49 | RKLIF | Rentokil Initial plc Potential Growth | PairCorr |
MHHC Enterprises Market Sensitivity And Downside Risk
MHHC Enterprises' beta coefficient measures the volatility of MHHC 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 MHHC otc stock's returns against your selected market. In other words, MHHC Enterprises's beta of -2.06 provides an investor with an approximation of how much risk MHHC Enterprises otc stock can potentially add to one of your existing portfolios. MHHC Enterprises is showing large volatility of returns over the selected time horizon. MHHC Enterprises is a penny stock. Although MHHC Enterprises may be in fact a good investment, many penny otc stocks are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in MHHC Enterprises. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on MHHC 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 MHHC Enterprises Demand TrendCheck current 90 days MHHC Enterprises correlation with market (NYSE Composite)MHHC Beta |
MHHC 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 | 9.69 |
It is essential to understand the difference between upside risk (as represented by MHHC Enterprises's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of MHHC Enterprises' daily returns or price. Since the actual investment returns on holding a position in mhhc 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 MHHC Enterprises.
MHHC Enterprises OTC Stock Volatility Analysis
Volatility refers to the frequency at which MHHC Enterprises otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MHHC Enterprises' price changes. Investors will then calculate the volatility of MHHC Enterprises' 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 MHHC Enterprises' volatility:
Historical Volatility
This type of otc volatility measures MHHC Enterprises' fluctuations based on previous trends. It's commonly used to predict MHHC Enterprises' 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 MHHC Enterprises' 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 MHHC Enterprises' 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. MHHC Enterprises 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.
MHHC Enterprises Projected Return Density Against Market
Given the investment horizon of 90 days MHHC Enterprises has a beta of -2.0579 . This indicates as returns on its benchmark rise, returns on holding MHHC Enterprises are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, MHHC Enterprises is expected to outperform its benchmark.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 MHHC Enterprises or Industrials 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 MHHC Enterprises' 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 MHHC 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.
MHHC Enterprises has an alpha of 0.2232, implying that it can generate a 0.22 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a MHHC Enterprises 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.MHHC Enterprises OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of MHHC Enterprises is 2464.25. The daily returns are distributed with a variance of 93.92 and standard deviation of 9.69. The mean deviation of MHHC Enterprises is currently at 4.28. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 0.22 | |
β | Beta against NYSE Composite | -2.06 | |
σ | Overall volatility | 9.69 | |
Ir | Information ratio | -0.0038 |
MHHC Enterprises OTC Stock Return Volatility
MHHC Enterprises historical daily return volatility represents how much of MHHC Enterprises otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 9.6911% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.633% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About MHHC Enterprises Volatility
Volatility is a rate at which the price of MHHC Enterprises 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 MHHC Enterprises may increase or decrease. In other words, similar to MHHC's beta indicator, it measures the risk of MHHC Enterprises and helps estimate the fluctuations that may happen in a short period of time. So if prices of MHHC Enterprises 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.McCusker Holding Corp., through its subsidiaries, offers help desk and warranty insurance administration services for various industries. The company was incorporated in 2013 and is based in Olympia, Washington. Mhhc Enterprises operates under Specialty Business Services classification in the United States and is traded on OTC Exchange. It employs 2 people.
MHHC Enterprises' 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 MHHC OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much MHHC Enterprises' price varies over time.
3 ways to utilize MHHC Enterprises' volatility to invest better
Higher MHHC Enterprises' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of MHHC Enterprises 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. MHHC Enterprises 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 MHHC Enterprises investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in MHHC Enterprises' 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 MHHC Enterprises' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
MHHC Enterprises Investment Opportunity
MHHC Enterprises has a volatility of 9.69 and is 15.38 times more volatile than NYSE Composite. 85 percent of all equities and portfolios are less risky than MHHC Enterprises. You can use MHHC Enterprises to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of MHHC Enterprises to be traded at $0.0303 in 90 days.Good diversification
The correlation between MHHC Enterprises and NYA is -0.13 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MHHC Enterprises and NYA in the same portfolio, assuming nothing else is changed.
MHHC Enterprises Additional Risk Indicators
The analysis of MHHC Enterprises' 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 MHHC Enterprises' investment and either accepting that risk or mitigating it. Along with some common measures of MHHC Enterprises 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 | 0.013 | |||
| Market Risk Adjusted Performance | (0.01) | |||
| Mean Deviation | 4.18 | |||
| Semi Deviation | 7.68 | |||
| Downside Deviation | 25.71 | |||
| Coefficient Of Variation | 17061.15 | |||
| Standard Deviation | 9.82 |
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.
MHHC Enterprises 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 MHHC Enterprises 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. MHHC Enterprises' 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, MHHC Enterprises' 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 MHHC Enterprises.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MHHC Enterprises. 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 rate. Note that the MHHC Enterprises information on this page should be used as a complementary analysis to other MHHC Enterprises' 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for MHHC OTC Stock analysis
When running MHHC Enterprises' price analysis, check to measure MHHC Enterprises' 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 MHHC Enterprises is operating at the current time. Most of MHHC Enterprises' value examination focuses on studying past and present price action to predict the probability of MHHC Enterprises' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MHHC Enterprises' price. Additionally, you may evaluate how the addition of MHHC Enterprises to your portfolios can decrease your overall portfolio volatility.
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