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Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
Metaldyne Performance Group does not have enough data to calculate Volatility.
For the Auto Parts subindustry, Metaldyne Performance Group's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
For the Vehicles & Parts industry and Consumer Cyclical sector, Metaldyne Performance Group's Volatility distribution charts can be found below:
* The bar in red indicates where Metaldyne Performance Group's Volatility falls into.
The annualized volatility is calculated as following:
σA | = | σM | * | √12 |
= | √ 1/(n-1) ∑(Ri - R')^2 | * | √12 |
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
Metaldyne Performance Group (NYSE:MPG) Volatility Explanation
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Thank you for viewing the detailed overview of Metaldyne Performance Group's Volatility provided by GuruFocus.com. Please click on the following links to see related term pages.
William C Jackson | director | 5757 N. GREEN BAY AVENUE, MILWAUKEE WI 53209 |
Douglas J. Grimm | officer: See Remarks | C/O METALDYNE PERFORMANCE GROUP INC., 47659 HALYARD DRIVE, PLYMOUTH MI 48170 |
American Securities Llc | 10 percent owner | 590 MADISON AVENUE, 38TH FLOOR, NEW YORK NY 10022 |
Kevin S. Penn | director | C/O AMERICAN SECURITIES LLC, 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
Jeffrey Stafeil | director | 1707 PADDINGTON CIRCLE, KESWICK VA 22947 |
George Thanopoulos | director, officer: Chief Executive Officer | 240 JOYCE CT, BLOOMFIELD HILLS MI 48304 |
American Securities Partners Vi, L.p. | 10 percent owner | 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
American Securities Partners Vi(b), L.p. | 10 percent owner | 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
American Securities Partners Vi(c), L.p. | 10 percent owner | 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
American Securities Partners Vi(d), L.p. | 10 percent owner | 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
Loren S. Easton | director | C/O AMERICAN SECURITIES LLC, 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
Asp Md Investco Lp | 10 percent owner | C/O AMERICAN SECURITIES LLC, 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
American Securities Associates Vi, Llc | 10 percent owner | C/O AMERICAN SECURITIES LLC, 299 PARK AVENUE, 34TH FLOOR, NEW YORK NY 10171 |
Dono Thomas Michael Jr | officer: See Remarks | 882 SIMPSON STREET, PLYMOUTH MI 48170 |
Nick Bhambri | director | EVOQUA WATER TECHNOLOGIES CORP., 210 SIXTH AVENUE, PITTSBURGH PA 15222 |
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