Middlefield Stock Volatility

MBCN
 Stock
  

USD 28.60  0.30  1.06%   

We consider Middlefield Banc very steady. Middlefield Banc has Sharpe Ratio of 0.13, which conveys that the firm had 0.13% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Middlefield Banc, which you can use to evaluate the future volatility of the firm. Please verify Middlefield Banc Downside Deviation of 0.7218, risk adjusted performance of 0.1787, and Mean Deviation of 0.5393 to check out if the risk estimate we provide is consistent with the expected return of 0.1%.
  
Middlefield Banc 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 Middlefield daily returns, and it is calculated using variance and standard deviation. We also use Middlefield's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Middlefield Banc volatility.

30 Days Market Risk

Very steady

Chance of Distress

30 Days Economic Sensitivity

Barely shadows the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Middlefield Banc 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 Middlefield Banc at lower prices. For example, an investor can purchase Middlefield 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 Middlefield Banc'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.

Moving together with Middlefield Banc

+0.92AGCBAltimeter Growth 2PairCorr
+0.69MMSIMerit Medical SystemsPairCorr
+0.88PCGUPGE CorpPairCorr

Moving against Middlefield Banc

-0.69MRLWFMarlowe PlcPairCorr
-0.63VZVerizon CommunicationsPairCorr
-0.61DISWalt DisneyPairCorr

Middlefield Banc Market Sensitivity And Downside Risk

Middlefield Banc's beta coefficient measures the volatility of Middlefield stock compared to the systematic risk of the entire stock 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 Middlefield stock's returns against your selected market. In other words, Middlefield Banc's beta of 0.0714 provides an investor with an approximation of how much risk Middlefield Banc stock can potentially add to one of your existing portfolios.
Middlefield Banc exhibits relatively low volatility with skewness of 0.14 and kurtosis of 1.42. However, we advice investors to further investigate Middlefield Banc to ensure all market statistics is disseminated and is consistent with investors' estimations about Middlefield Banc upside potential. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Middlefield Banc's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Middlefield Banc's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze Middlefield Banc Demand Trend
Check current 90 days Middlefield Banc correlation with market (NYSE Composite)

Middlefield Beta

    
  0.0714  
Middlefield standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity 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

    
  0.76  
It is essential to understand the difference between upside risk (as represented by Middlefield Banc's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Middlefield Banc's daily returns or price. Since the actual investment returns on holding a position in middlefield 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 Middlefield Banc.

Middlefield Banc Stock Volatility Analysis

Volatility refers to the frequency at which Middlefield Banc stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Middlefield Banc's price changes. Investors will then calculate the volatility of Middlefield Banc's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 Middlefield Banc's volatility:

Historical Volatility

This type of stock volatility measures Middlefield Banc's fluctuations based on previous trends. It's commonly used to predict Middlefield Banc's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Middlefield Banc's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Middlefield Banc'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. Middlefield Banc 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.
.

Middlefield Banc Projected Return Density Against Market

Given the investment horizon of 90 days Middlefield Banc has a beta of 0.0714 . This indicates as returns on the market go up, Middlefield Banc average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Middlefield Banc will be expected to be much smaller as well.
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 Middlefield Banc or Banks 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 Middlefield Banc's price will be affected by overall 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 Middlefield stock'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.
The company has an alpha of 0.0765, implying that it can generate a 0.0765 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Middlefield Banc's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how middlefield stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Middlefield Banc Price Volatility?

Several factors can influence a Stock's stock 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.

Middlefield Banc Stock Risk Measures

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 Middlefield Banc or Banks 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 Middlefield Banc's price will be affected by overall 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 Middlefield stock'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. Given the investment horizon of 90 days the coefficient of variation of Middlefield Banc is 747.9. The daily returns are distributed with a variance of 0.58 and standard deviation of 0.76. The mean deviation of Middlefield Banc is currently at 0.54. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.51
α
Alpha over NYSE Composite
0.08
β
Beta against NYSE Composite0.07
σ
Overall volatility
0.76
Ir
Information ratio -0.04

Middlefield Banc Stock Return Volatility

Middlefield Banc historical daily return volatility represents how much of Middlefield Banc stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 0.7624% risk (volatility on return distribution) over the 90 days horizon. By contrast, NYSE Composite accepts 1.506% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About Middlefield Banc Volatility

Volatility is a rate at which the price of Middlefield Banc 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 Middlefield Banc may increase or decrease. In other words, similar to Middlefield's beta indicator, it measures the risk of Middlefield Banc and helps estimate the fluctuations that may happen in a short period of time. So if prices of Middlefield Banc 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.
Last ReportedProjected for 2022
Market Capitalization148 M135.9 M

Middlefield Banc Investment Opportunity

NYSE Composite has a standard deviation of returns of 1.51 and is 1.99 times more volatile than Middlefield Banc. of all equities and portfolios are less risky than Middlefield Banc. Compared to the overall equity markets, volatility of historical daily returns of Middlefield Banc is lower than 6 () of all global equities and portfolios over the last 90 days. Use Middlefield Banc to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a large bullish trend. Check odds of Middlefield Banc to be traded at $31.46 in 90 days.

Average diversification

The correlation between Middlefield Banc and NYA is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Middlefield Banc and NYA in the same portfolio, assuming nothing else is changed.

Middlefield Banc Additional Risk Indicators

The analysis of Middlefield Banc'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 Middlefield Banc's investment and either accepting that risk or mitigating it. Along with some common measures of Middlefield Banc 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.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Middlefield Banc 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 Middlefield Banc 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. Middlefield Banc'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, Middlefield Banc'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 Middlefield Banc.
Additionally, see Correlation Analysis. Note that the Middlefield Banc information on this page should be used as a complementary analysis to other Middlefield Banc's 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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

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When running Middlefield Banc price analysis, check to measure Middlefield Banc'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 Middlefield Banc is operating at the current time. Most of Middlefield Banc's value examination focuses on studying past and present price action to predict the probability of Middlefield Banc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Middlefield Banc's price. Additionally, you may evaluate how the addition of Middlefield Banc to your portfolios can decrease your overall portfolio volatility.
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Is Middlefield Banc's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Middlefield Banc. If investors know Middlefield will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Middlefield Banc listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Middlefield Banc is measured differently than its book value, which is the value of Middlefield that is recorded on the company's balance sheet. Investors also form their own opinion of Middlefield Banc's value that differs from its market value or its book value, called intrinsic value, which is Middlefield Banc's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Middlefield Banc's market value can be influenced by many factors that don't directly affect Middlefield Banc's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Middlefield Banc's value and its price as these two are different measures arrived at by different means. Investors typically determine Middlefield Banc value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Middlefield Banc's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.