Mersen Stock Volatility
| CBLNF Stock | USD 29.46 0.00 0.00% |
Mersen remains associated with a minimal volatility profile over the chosen period. The latest risk read is supported by 3 technical indicators.
Sharpe Ratio = 0.0
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Mersen (CBLNF) operates as a public company with notable risk indicators data points. Monthly moving average data shows Mersen is underperforming relative to its full potential. A well-diversified portfolio allocation can mitigate market risk and improve expected return.
Key indicators related to Mersen's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, Mersen's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for Mersen is significantly above realized volatility, options premiums may be elevated relative to historical norms.
Mersen |
Pink Sheet Volatility Analysis
Understanding Mersen volatility allows investors to better quantify the risk of holding Mersen's pink sheet. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for Mersen.
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This analysis covers sixty-one data points across the selected time horizon. Mersen 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.
Projected Return Density Against Market
Assuming a 90-day horizon Mersen has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and Mersen do not appear to be reactive.Both systematic and unsystematic risks influence Mersen. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. Mersen (CBLNF) operates as a public company with notable key financial metrics data points.
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What Drives Mersen's Price Volatility?
Several factors can influence Mersen's market volatility:Industry Dynamics
Sector-level events can directly affect Mersen's price stability. Regulatory changes, supply disruptions, or shifts in demand within Mersen's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Mersen.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Mersen's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Mersen. During periods of economic expansion, Mersen's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Mersen's Company-Specific Factors
Volatility can also stem from events unique to Mersen. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Mersen's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Mersen's share price.Pink Sheet Return Volatility
Mersen historical daily return volatility represents how much of Mersen pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 0.0% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8013% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between Mersen Pink Sheet performing well and Mersen Company doing well as a business compared to the competition. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
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| HOIEF | 0.67 | 0.31 | 0.00 | -0.59 | 0.00 | 0.00 | 22.38 | |||
| TKUMF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RNRTY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SECVY | 0.01 | -0.01 | 0.00 | -0.96 | 0.00 | 0.00 | 0.23 | |||
| MALJF | 2.07 | 0.52 | 0.21 | 0.90 | 1.80 | 5.67 | 14.68 | |||
| VLXGF | 0.69 | 0.32 | 0.00 | 14.70 | 0.00 | 5.18 | 8.84 | |||
| SPSTF | 0.69 | -0.22 | 0.00 | 4.24 | 0.00 | 0.00 | 32.23 | |||
| TJIPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SPSTY | 1.46 | -0.20 | 0.00 | -0.36 | 0.00 | 3.73 | 19.74 | |||
| YITYY | 0.69 | 0.34 | 0.00 | 10.80 | 0.00 | 0.00 | 22.96 |
Risk Metrics, Assumptions & Methodology
Volatility for Mersen measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. Mersen has a market cap of 930.3 M, P/E of 9.07, ROE of 11.05%.
For Mersen, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardMersen Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Mersen, by roughly a 0.0x factor. Across the current 90-day horizon, that places the security below 0% of the broader equity and portfolio universe on a pure volatility basis.You can use Mersen to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a normal downward fluctuation but is a risky buy. Check odds of Mersen to be traded at $29.17 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Mersen Suggested Diversification Pairs
A pair strategy built around Mersen is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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 Mersen 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. Mersen'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, Mersen'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 Mersen.
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