# Moog Stock Volatility

MOG-A | Stock | ## USD 86.66 2.08 2.34% |

We consider Moog very steady. Moog Inc has Sharpe Ratio of 0.0161, which conveys that the firm had 0.0161% of return per unit of risk over the last 24 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 Moog, which you can use to evaluate the future volatility of the firm. Please verify Moog Inc Mean Deviation of 1.52, downside deviation of 1.88, and Risk Adjusted Performance of 0.0466 to check out if the risk estimate we provide is consistent with the expected return of 0.0297%.

Moog |

Moog 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 Moog daily returns, and it is calculated using variance and standard deviation. We also use Moog's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Moog volatility.

### 720 Days Market Risk

### Chance of Distress

### 720 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Moog 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 Moog at lower prices. For example, an investor can purchase Moog 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 Moog'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.

## Moog Market Sensitivity And Downside Risk

Moog's beta coefficient measures the volatility of Moog 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 Moog stock's returns against your selected market. In other words, Moog's beta of 1.24 provides an investor with an approximation of how much risk Moog stock can potentially add to one of your existing portfolios.

Moog Inc has relatively low volatility with skewness of 0.26 and kurtosis of 2.13. However, we advise all investors to independently investigate Moog Inc to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Moog'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 Moog'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. 24 Months Beta |Analyze Moog Inc Demand TrendCheck current 90 days Moog correlation with market (DOW)## Moog Beta |

Moog 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 | 1.85 |

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

## Moog Inc Stock Volatility Analysis

Volatility refers to the frequency at which Moog stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Moog's price changes. Investors will then calculate the volatility of Moog'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 Moog's volatility:

### Historical Volatility

This type of stock volatility measures Moog's fluctuations based on previous trends. It's commonly used to predict Moog'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 Moog'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 Moog'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 five hundred twenty-three. The Median Price line plots median indexes of Moog Inc price series..

## Moog Projected Return Density Against Market

Assuming the 90 days horizon the stock has the beta coefficient of 1.2374 . 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, Moog 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 Moog or Industrials 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 Moog'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 Moog 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 0.0284, implying that it can generate a 0.0284 percent excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a Moog 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.## Moog 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 Moog or Industrials 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 Moog'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 Moog 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. Assuming the 90 days horizon the coefficient of variation of Moog is 6225.35. The daily returns are distributed with a variance of 3.42 and standard deviation of 1.85. The mean deviation of Moog Inc is currently at 1.43. For similar time horizon, the selected benchmark (DOW) has volatility of 1.05

α | Alpha over DOW | 0.0284 | |

β | Beta against DOW | 1.24 | |

σ | Overall volatility | 1.85 | |

Ir | Information ratio | 0.0182 |

## Moog Stock Return Volatility

Moog historical daily return volatility represents how much of Moog stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.8491% volatility of returns over 90 . By contrast, DOW inherits 1.028% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About Moog Volatility

Volatility is a rate at which the price of Moog 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 Moog may increase or decrease. In other words, similar to Moog's beta indicator, it measures the risk of Moog and helps estimate the fluctuations that may happen in a short period of time. So if prices of Moog 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.Moog Inc. designs, manufactures, and integrates precision motion and fluid controls and controls systems for original equipment manufacturers and end users in the aerospace, defense, and industrial markets worldwide. The company was incorporated in 1951 and is headquartered in East Aurora, New York. Moog operates under Aerospace Defense classification in the United States and is traded on NYQ Exchange. It employs 14000 people.

## Moog Investment Opportunity

Moog Inc has a volatility of 1.85 and is 1.8 times more volatile than DOW.**16**of all equities and portfolios are less risky than Moog. Compared to the overall equity markets, volatility of historical daily returns of Moog Inc is lower than

**16 ()**of all global equities and portfolios over the last 90 days. Use Moog Inc to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Moog to be traded at $83.19 in 90 days.

### Poor diversification

The correlation between Moog Inc and DJI is

**0.65**(i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Moog Inc and DJI in the same portfolio, assuming nothing else is changed.## Moog Additional Risk Indicators

The analysis of Moog'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 Moog's investment and either accepting that risk or mitigating it. Along with some common measures of Moog 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 | 0.0466 | |||

Market Risk Adjusted Performance | 0.0666 | |||

Mean Deviation | 1.52 | |||

Semi Deviation | 1.82 | |||

Downside Deviation | 1.88 | |||

Coefficient Of Variation | 2503.76 | |||

Standard Deviation | 2.0 |

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.

## Moog 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.

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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 Moog 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. Moog'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, Moog'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 Moog Inc.

Additionally, see Correlation Analysis. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

## Complementary Tools for analysis

When running Moog Inc price analysis, check to measure Moog'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 Moog is operating at the current time. Most of Moog's value examination focuses on studying past and present price action to predict the probability of Moog's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Moog's price. Additionally, you may evaluate how the addition of Moog to your portfolios can decrease your overall portfolio volatility.

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