Monolithic Power Systems, Inc.(MPWR)Risk Analysis & Market SentimentNASDAQ
Volatility, Value at Risk and market mood
Risk Analysis & Market Sentiment
Comprehensive risk, liquidity, and regime view for MPWR
Snapshot of your risk profile
- Volatility Context: With 45.54% annualized volatility, expect typical daily moves of approximately 2.9% per day (1σ).
- Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed -4.21%. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
- Liquidity: High illiquidity risk means you may face slippage on larger market orders.
Position Risk Calculator
Estimate potential losses for a specific position size and holding period using VaR, CVaR, and historical drawdowns.
Risk Analysis
Value at Risk, risk-adjusted returns, and volatility measures
Return Distribution (Loss vs Gain)
Most daily moves cluster near 0%, with rarer large moves in the tails. Use this to gauge how often typical days versus shock days occur for MPWR.
Volatility Structure (Trend vs Mean)
Recent volatility (20 sessions, ~30 calendar days) is 57.5%, which is elevated compared with its long-term mean of 49.4%.
Tail & Distribution Risk (Shock Probability)
Over the sample, fat-tail days show a bias toward loss days, with approximately 14 extreme loss buckets and 13 extreme gain buckets populated.
Drawdown Analytics (Depth of Loss)
Over the 63 sessions shown here, the worst drawdown reached -19.9%. The current drawdown sits around -7.4%, helping you calibrate pain vs opportunity.
Value at Risk (VaR)Conf: 75.00%
Performance RatiosConf: 75.00%
Volatility & DrawdownConf: 75.00%
Market & Distribution
Liquidity ProfileConf: 80.40%
Bankruptcy RiskConf: 85.00%
Component Ratios
Market Regime
Analyst & Forecast Scenarios
Price targets from analyst estimates and forecast models - shown for educational reference only.
- Optimistic: Based on analyst high target prices and maximum forecast values from monthly projections
- Base: Uses analyst consensus (mean) target or 1-year forecast from predictive models
- Pessimistic: Derived from analyst low targets and minimum forecast values
- These are third-party estimates and model outputs, not guarantees. Actual prices may differ significantly.
Risk Regime Matrix – Regime × Volatility × Liquidity
Qualitative summary of the current environment with actionable trading guidance based on regime, volatility and liquidity metrics.
Mixed or transitional regime - combine technical and fundamental analysis.
Recommended Risk Parameters
Action Items:
✓ Use standard risk management (2x ATR stops)
✓ Reduce size if uncertain (80-90% of normal)
✓ Monitor key support/resistance for direction
✓ Diversify across multiple setups
📊 Beta Comparison
Stock Beta
2.45
Market (S&P 500)
1.00
What This Means
Aggressive - Significantly more volatile (145% above Market (S&P 500)), higher risk/reward
When Market (S&P 500) moves up 10%, this stock typically moves 24.5% in the same direction. Higher beta means amplified gains in bull markets but also amplified losses in downturns.
📈 Volatility in Historical Context
Current
45.5%
Percentile
35th
Avg
49.4%
What This Means
Current volatility of 45.5% is at the 35th percentile of its historical range. This is below the historical average of 49.4%, suggesting relatively stable price action.
Trading Implications:
Below average volatility - Good environment for trend following. Standard position sizing appropriate.
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