Merchants Financial Group Pink Sheet Volatility
| MFGI Pink Sheet | USD 35.00 0.00 0.00% |
Merchants Financial Group indicates a Sharpe ratio of 0.23, reflecting risk-adjusted gains over the last 3 months. The current volatility backdrop is described by 21 technical indicators. Merchants Financial Group shows relatively low price volatility over the last 3 months.
Sharpe Ratio = 0.2348
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Merchants Financial Group reported a Risk of 0.63, a Risk Adjusted Performance of 0.2%, and a Total Risk Alpha of 0.24. Merchants Financial is currently trading at approximately 18% of its recent trend range according to monthly moving averages. Diversification may change its marginal risk-adjusted impact within a broader allocation.
Key indicators related to Merchants Financial's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Merchants Financial measures the dispersion of its pink sheet returns around their average. High-volatility pink sheets offer greater return potential but require more active risk management.
Merchants |
Pink Sheet Volatility Analysis
Volatility is a statistical measure of the dispersion of Merchants Financial pink sheet returns over a given period of time. Volatility measures how much Merchants Financial's pink sheet price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Merchants Financial 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
Given the investment horizon of 90 days Merchants Financial has a beta that is very close to zero . This indicates the returns on DOW JONES INDUSTRIAL and Merchants Financial do not appear to be responsive.Merchants Financial carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Merchants Financial Group reported a Downside Deviation of 0.52, a Mean Deviation of 0.38, and a Standard Deviation of 0.66.
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What Drives Merchants Financial's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Banks sector can alter Merchants Financial's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Merchants Financial.Merchants Financial's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Merchants Financial's stock.Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Merchants Financial is 425.87. The daily returns are distributed with a variance of 0.4 and standard deviation of 0.63. The mean deviation of Merchants Financial Group is currently at 0.33. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 0.63 | |
Ir | Information ratio | 0.38 |
Pink Sheet Return Volatility
Volatility for Merchants Financial quantifies the day-to-day dispersion of pink sheet returns around their historical average. The firm carries 0.6344% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8534% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | TSCFY | ||
| 0.0 | 0.13 | -0.05 | 0.24 | 0.31 | MLGF | ||
| 0.0 | 0.13 | 0.03 | 0.21 | 0.27 | TRUX | ||
| 0.0 | -0.05 | 0.03 | 0.31 | 0.19 | MBLU | ||
| 0.0 | 0.24 | 0.21 | 0.31 | 0.89 | NASB | ||
| 0.0 | 0.31 | 0.27 | 0.19 | 0.89 | BFCC | ||
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
Headline performance for Merchants Pink Sheet may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TSCFY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MLGF | 0.90 | 0.03 | 0.07 | 0.51 | 1.24 | 1.38 | 12.24 | |||
| TRUX | 1.01 | 0.01 | 0.04 | -0.02 | 1.35 | 1.75 | 6.76 | |||
| MBLU | 0.56 | 0.11 | 0.08 | 0.33 | 0.76 | 1.51 | 9.01 | |||
| NASB | 0.78 | 0.24 | 0.26 | 0.60 | 0.62 | 1.36 | 6.77 | |||
| BFCC | 0.42 | 0.16 | 0.41 | 0.71 | 0.00 | 1.40 | 3.12 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Merchants Financial identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. Merchants Financial has a market cap of 257.63 M, P/E of 3.41, ROE of 13.04%.
Unless otherwise specified, data for Merchants Financial Group is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardMerchants Financial Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Merchants Financial Group, by roughly a 1.35x factor. Used properly, this comparison helps frame whether the extra volatility in the peer is being compensated by stronger return potential.You can use Merchants Financial Group to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward fluctuation but is a risky buy. Check odds of Merchants Financial to be traded at $34.65 in 90 days.Strong inverse diversification
The correlation between Merchants Financial and Dow Jones is -0.35, which Macroaxis classifies as Strong inverse diversification for the selected horizon. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Merchants Financial Additional Risk Indicators
Secondary risk indicators for Merchants Financial Group can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.2304 | |||
| Mean Deviation | 0.3809 | |||
| Downside Deviation | 0.524 | |||
| Coefficient Of Variation | 356.1 | |||
| Standard Deviation | 0.663 | |||
| Variance | 0.4396 | |||
| Information Ratio | 0.3813 |
Merchants Financial Suggested Diversification Pairs
Using Merchants Financial in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Merchants Financial's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Merchants Financial's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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