Mentor Capital Stock Volatility
| MNTR Stock | USD 0.05 0.01 27.50% |
Mentor Capital appears to be out of control, given 3 months investment horizon. Mentor Capital has Sharpe Ratio of 0.0462, which conveys that the firm had a 0.0462% return per unit of risk over the last 3 months. By analyzing Mentor Capital's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please exercise Mentor Capital's Mean Deviation of 8.03, risk adjusted performance of 0.039, and Downside Deviation of 19.75 to check out if our risk estimates are consistent with your expectations. Key indicators related to Mentor Capital's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Mentor Capital 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 Mentor daily returns, and it is calculated using variance and standard deviation. We also use Mentor's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Mentor Capital volatility.
Mentor |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Mentor Capital 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 Mentor Capital at lower prices. For example, an investor can purchase Mentor 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 Mentor Capital'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.
Mentor Capital Market Sensitivity And Downside Risk
Mentor Capital's beta coefficient measures the volatility of Mentor 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 Mentor otc stock's returns against your selected market. In other words, Mentor Capital's beta of 1.83 provides an investor with an approximation of how much risk Mentor Capital otc stock can potentially add to one of your existing portfolios. Mentor Capital is showing large volatility of returns over the selected time horizon. Mentor Capital is a penny stock. Although Mentor Capital 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 Mentor Capital. 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 Mentor 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 Mentor Capital Demand TrendCheck current 90 days Mentor Capital correlation with market (NYSE Composite)Mentor Beta |
Mentor 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 | 13.71 |
It is essential to understand the difference between upside risk (as represented by Mentor Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Mentor Capital's daily returns or price. Since the actual investment returns on holding a position in mentor 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 Mentor Capital.
Mentor Capital OTC Stock Volatility Analysis
Volatility refers to the frequency at which Mentor Capital otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Mentor Capital's price changes. Investors will then calculate the volatility of Mentor Capital'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 Mentor Capital's volatility:
Historical Volatility
This type of otc volatility measures Mentor Capital's fluctuations based on previous trends. It's commonly used to predict Mentor Capital'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 Mentor Capital'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 Mentor Capital'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. Mentor Capital 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.
Mentor Capital Projected Return Density Against Market
Given the investment horizon of 90 days the otc stock has the beta coefficient of 1.8255 . 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, Mentor Capital 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 Mentor Capital or Financial Services 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 Mentor Capital'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 Mentor 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.
Mentor Capital has an alpha of 0.5381, implying that it can generate a 0.54 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Mentor Capital 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.Mentor Capital OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Mentor Capital is 2164.23. The daily returns are distributed with a variance of 187.91 and standard deviation of 13.71. The mean deviation of Mentor Capital is currently at 7.8. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 0.54 | |
β | Beta against NYSE Composite | 1.83 | |
σ | Overall volatility | 13.71 | |
Ir | Information ratio | 0.04 |
Mentor Capital OTC Stock Return Volatility
Mentor Capital historical daily return volatility represents how much of Mentor Capital otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 13.7081% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 0.6214% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Mentor Capital Volatility
Volatility is a rate at which the price of Mentor Capital 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 Mentor Capital may increase or decrease. In other words, similar to Mentor's beta indicator, it measures the risk of Mentor Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Mentor Capital 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.Mentor Capital, Inc. is a private equity firm specializing in acquisitions and emerging growth investments. Mentor Capital, Inc. was founded in 1985 and is based in Ramona, California. Mentor Capital operates under Capital Markets classification in the United States and is traded on OTC Exchange. It employs 73 people.
Mentor Capital'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 Mentor OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Mentor Capital's price varies over time.
3 ways to utilize Mentor Capital's volatility to invest better
Higher Mentor Capital's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Mentor Capital 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. Mentor Capital 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 Mentor Capital investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Mentor Capital'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 Mentor Capital's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Mentor Capital Investment Opportunity
Mentor Capital has a volatility of 13.71 and is 22.11 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of Mentor Capital is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use Mentor Capital to enhance the returns of your portfolios. The otc stock experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Mentor Capital to be traded at $0.0638 in 90 days.Significant diversification
The correlation between Mentor Capital and NYA is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mentor Capital and NYA in the same portfolio, assuming nothing else is changed.
Mentor Capital Additional Risk Indicators
The analysis of Mentor Capital'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 Mentor Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Mentor Capital 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 | 0.039 | |||
| Market Risk Adjusted Performance | 0.3634 | |||
| Mean Deviation | 8.03 | |||
| Semi Deviation | 9.27 | |||
| Downside Deviation | 19.75 | |||
| Coefficient Of Variation | 2101.98 | |||
| Standard Deviation | 13.77 |
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.
Mentor Capital 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.
| Ford vs. Mentor Capital | ||
| Bank of America vs. Mentor Capital | ||
| Alphabet vs. Mentor Capital | ||
| Citigroup vs. Mentor Capital | ||
| Salesforce vs. Mentor Capital | ||
| Visa vs. Mentor Capital | ||
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 Mentor Capital 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. Mentor Capital'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, Mentor Capital'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 Mentor Capital.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Mentor Capital. 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 estimate. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Mentor OTC Stock analysis
When running Mentor Capital's price analysis, check to measure Mentor Capital'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 Mentor Capital is operating at the current time. Most of Mentor Capital's value examination focuses on studying past and present price action to predict the probability of Mentor Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mentor Capital's price. Additionally, you may evaluate how the addition of Mentor Capital to your portfolios can decrease your overall portfolio volatility.
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