Volatility Analysis: MRC (Nov. 24, 2017) | The Investing Engineer PH
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Volatility Analysis: MRC (Nov. 24, 2017)

Last week was a very volatile market for MRC. The 5-day rolling ATR spiked to 8.08% compared to it's 20-day rolling ATR of 5.29%. The 1,250-day rolling ATR is at 4.83% which is lower than the recent rolling ATRs. This suggest that opportunities to trade the asset on the short-term almost doubled.

Although the recent ATR has improved, the 260-week beta analysis indicates that MRC's is still less volatile than the PSEI by 10%.

More volatility is expected on today as MRC announced in a disclosure that it has partnered with a Chinese firm to look into possible investments in the Philippine liquefied natural gas (LNG) industry.

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Average True Range (Daily)

Average True Range

Days

5

20

60

250

750

1250

H-L

8.08%​​​​

5.29%

5.33%

5.93%

5.40%

4.83%

High To Low Range

volatility analysis mrc

Average Range (high to low)

Days

5

20

60

250

750

1250

H-L

0.0340

0.0193

0.0088

0.0173

0.0099

0.0078

Open To High Range

volatility analysis mrc

Average Range (open to high)

Days

5

20

60

250

750

1250

O-H​​​​

0.0210

0.0108

0.0088

0.0083

0.0049

0.0038

Open To Low Range

volatility analysis mrc

Average Range (open to low)

Days

5

20

60

250

750

1250

O-L

-0.0130

-0.0085

-0.0096

-0.0090

-0.0050

-0.0039

Close to Close Range

volatility analysis mrc

Average Range (close to close)

Days

5

20

60

250

750

1250

C-C

0.0180

0.0060

0.0026

0.0011

0.0004

0.0002

Beta Value

volatility analysis mrc

Beta

0.901636772959969

Technical Analysis

For entry and exit targets, here's a technical analysis report by Unicapital Securities to serve as your guide to trade.


Happy investing!

Disclaimer: I don't own shares of MRC as of this writing.

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