MPC Container (Norway) Volatility
| MPCC Stock | NOK 22.99 0.30 1.32% |
MPC Container Ships keeps a low volatility profile over the selected analytical period. MPC Container Ships indicates a Sharpe Ratio (Efficiency) of 0.24, implying constructive risk-adjusted performance over the last 3 months. The latest risk read is supported by 29 technical indicators.
Sharpe Ratio = 0.238
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Estimated Market Risk
| 1.98 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.47 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
MPC Container Ships posted a Market Risk Adjusted Performance of 0.8%, a Risk of 1.98, and a Risk Adjusted Performance of 0.2% for the reported period. Based on moving average positioning, MPC Container is functioning near 18% of its previously observed return span. Portfolio interaction determines incremental risk-adjusted impact.
Key indicators related to MPC Container's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Comparing MPC Container's current volatility against its historical average helps investors identify whether MPC Container is in a period of elevated or suppressed risk. Elevated volatility often coincides with uncertainty about earnings, regulatory changes, or macro conditions.
MPC |
Volatility Strategy
MPC Container Ships fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 1.98% with a beta coefficient of 0.62, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.24, evaluates return per unit of total risk. An alpha value of 0.49 reflects performance relative to systematic market exposure. Expected return estimates near 0.47% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.
Main indicators related to MPC Container's market risk premium analysis include:
Beta 0.62 | Alpha 0.49 | Risk 1.98 | Sharpe Ratio 0.24 | Expected Return 0.47 |
Moving together with MPC Stock
| 0.93 | HAFNI | Hafnia | PairCorr |
| 0.85 | WWIB | Wilh Wilhelmsen Holding | PairCorr |
| 0.98 | HAUTO | Hoegh Autoliners ASA | PairCorr |
| 0.63 | CADLR | Cadeler As Earnings Call This Week | PairCorr |
| 0.94 | OET | Okeanis Eco Tankers | PairCorr |
| 0.78 | KCC | Klaveness Combination | PairCorr |
| 0.92 | EQNR | Equinor ASA | PairCorr |
| 0.69 | DNB | DnB ASA | PairCorr |
| 0.7 | TEL | Telenor ASA | PairCorr |
| 0.89 | AKRBP | Aker BP ASA | PairCorr |
| 0.84 | YAR | Yara International ASA | PairCorr |
| 0.72 | NHY | Norsk Hydro ASA | PairCorr |
| 0.88 | VAR | Var Energi ASA | PairCorr |
Sensitivity To Market
Market sensitivity for MPC Container Ships is expressed through a beta of 0.62, based on regression between asset returns and market returns. Total price dispersion is near 1.98%.MPC Container Ships price movement reflects recent variability that can be tracked through standard deviation (1.98%) and downside deviation (1.88%). Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
3 Months Beta |Analyze MPC Container Ships Demand TrendCheck current 90 days MPC Container correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation is the primary measure of MPC daily price volatility relative to its mean over a specified period. High values reflect high volatility; low values reflect a stable price pattern.
Standard Deviation | 1.98 |
An important distinction for MPC Container investors is between standard deviation (total volatility, including upside) and downside deviation, which measures only the risk of loss in MPC Container's returns. MPC Container Ships posted a Downside Deviation of 1.88, a Downside Variance of 3.52, and a Maximum Drawdown of 11.66 for the reported period.
Stock Volatility Analysis
Tracking MPC Container volatility helps market participants understand the degree of price uncertainty. Sharp price swings in MPC Container's stock often accompany major news events, earnings announcements, or macro shifts.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. MPC Container Ships 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 the 90-day trading horizon MPC Container has a beta of 0.615 . This indicates as returns on the market go up, MPC Container's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding MPC Container Ships is expected to be smaller as well.MPC Container combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. MPC Container Ships posted a Downside Deviation of 1.88, a Mean Deviation of 1.44, and a Semi Deviation of 1.35 for the reported period.
Predicted Return Density |
| Returns |
What Drives MPC Container's Price Volatility?
Several factors can influence MPC Container's market volatility:Industry Dynamics
Sector-level events can directly affect MPC Container's price stability. Regulatory changes, supply disruptions, or shifts in demand within MPC Container'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 MPC Container.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for MPC Container's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward MPC Container. During periods of economic expansion, MPC Container's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.MPC Container's Company-Specific Factors
Volatility can also stem from events unique to MPC Container. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in MPC Container's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on MPC Container's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of MPC Container is 420.19. The daily returns are distributed with a variance of 3.92 and standard deviation of 1.98. The mean deviation of MPC Container Ships is currently at 1.44. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.49 | |
β | Beta against Dow Jones | 0.61 | |
σ | Overall volatility | 1.98 | |
Ir | Information ratio | 0.25 |
Stock Return Volatility
Volatility for MPC Container quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 1.9791% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.7948% 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
MPC Container Company may look attractive on headline returns alone, but deeper analysis often tells a different story. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MPC Container's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ODF | 1.71 | 0.04 | 0.02 | 0.00 | 2.32 | 3.69 | 10.56 | |||
| SOFF | 1.36 | 0.59 | 0.40 | 1.55 | 0.92 | 4.20 | 8.48 | |||
| AFK | 1.48 | 0.35 | 0.22 | 1.25 | 1.24 | 3.38 | 9.25 | |||
| OET | 2.21 | 0.45 | 0.16 | 0.48 | 2.53 | 4.66 | 11.15 | |||
| SNTIA | 1.08 | 0.27 | 0.23 | 0.62 | 1.02 | 2.64 | 5.79 | |||
| KCC | 1.16 | 0.20 | 0.13 | 0.71 | 1.60 | 2.13 | 8.86 | |||
| HSHP | 1.96 | 0.58 | 0.24 | 4.04 | 2.19 | 4.54 | 12.10 | |||
| BONHR | 1.05 | 0.05 | 0.06 | 0.17 | 1.16 | 1.89 | 11.16 | |||
| 2020 | 1.01 | -0.05 | 0.00 | -0.21 | 0.00 | 1.66 | 6.30 | |||
| JIN | 0.94 | -0.07 | 0.00 | 1.30 | 0.00 | 2.20 | 5.91 |
Risk Metrics, Assumptions & Methodology
Volatility for MPC Container measures return dispersion and uncertainty over time. Return spread influences portfolio contribution and drawdown risk. MPC Container has a market cap of 7.55 B, ROE of 70.89%.
Unless otherwise specified, data for MPC Container Ships 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 BoardMPC Container Investment Opportunity
Measured over the selected horizon, MPC Container Ships carries roughly 2.51 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use MPC Container Ships to enhance the returns of your portfolios. 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 large bullish trend. Check odds of MPC Container to be traded at 25.29 in 90 days.Very good diversification
Across the chosen horizon, MPCC and DJI show a correlation of -0.47 and fall into the Very good diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
MPC Container Additional Risk Indicators
Looking at additional risk metrics for MPC Container Ships helps investors judge how the position may behave under different market and portfolio conditions. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.194 | |||
| Market Risk Adjusted Performance | 0.7596 | |||
| Mean Deviation | 1.44 | |||
| Semi Deviation | 1.35 | |||
| Downside Deviation | 1.88 | |||
| Coefficient Of Variation | 420.19 | |||
| Standard Deviation | 1.98 |
MPC Container Suggested Diversification Pairs
Pair analysis around MPC Container Ships matters because it can turn one security idea into a more market-neutral structure. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. MPC Container's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing MPC Container's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for MPC Stock Analysis
Other Information on Investing in MPC Stock
MPC Container financial ratios provide valuation context across profits, cash flow, and enterprise value. They help compare MPC across valuation measures in a consistent way.