AALBERTS IND (Germany) Volatility
| AACA Stock | 36.90 0.02 0.05% |
Sharpe Ratio = 0.0671
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Estimated Market Risk
| 2.2 actual daily | 19 Higher volatility than 19% of comparable assets |
Expected Return
| 0.15 actual daily | 3 Outperformed by 97% of comparable assets |
Risk-Adjusted Return
| 0.07 actual daily | 5 5th percentile in risk-adjusted performance |
AALBERTS IND's financial profile includes a Market Risk Adjusted Performance of -8.4%, a Risk of 2.20, and a Risk Adjusted Performance of 0.1%. Monthly performance data shows the stock operating at about 5% of its measured historical range.
Key indicators related to AALBERTS IND's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for AALBERTS IND (3 Months):
Beta -0.03 | Alpha 0.24 | Risk 2.2 | Sharpe Ratio 0.07 | Expected Return 0.15 |
Assets With Similar Volatility
| 0.68 | APC | Apple Inc | PairCorr |
| 0.72 | APC | Apple Inc | PairCorr |
| 0.82 | E908 | Lyxor 1 | PairCorr |
| 0.76 | DBPE | Xtrackers LevDAX | PairCorr |
Lower Correlation Assets
Sensitivity To Market
AALBERTS IND exhibits a beta of -0.0286, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 2.2%. AALBERTS IND return patterns over the selected horizon reflect a low level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 2.19%. Stock volatility blends company-specific effects with broader market movement. Sector rotation and analyst revisions shift expectations and increase short-term dispersion.
3 Months Beta |AALBERTS IND Demand TrendCurrent 90-day AALBERTS IND correlation with market (Dow Jones Industrial)Downside Risk
For AALBERTS IND, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of AALBERTS IND standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates AALBERTS IND total risk from its market-driven component. Combining AALBERTS IND standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 2.2 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for AALBERTS IND. Standard deviation reflects total return dispersion for AALBERTS IND, while downside deviation captures only the adverse portion of AALBERTS IND's returns. Standard deviation and downside deviation for AALBERTS IND measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in AALBERTS IND's returns. AALBERTS IND's financial profile includes a Downside Deviation of 1.72, a Downside Variance of 2.96, and a Maximum Drawdown of 12.14.
Stock Volatility Analysis
For AALBERTS IND, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically AALBERTS IND's price swings over a specific time horizon. For AALBERTS IND, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in AALBERTS IND's are triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Median Price transformation calculates the midpoint between AALBERTS IND's high and low for each trading period. This provides a simple measure of the period's central tendency based on range extremes, ignoring the opening and closing levels. Compared to the typical or weighted close price, the median price gives equal weight to buyers and sellers at the extremes and is often used as a smoothed input for trend and momentum indicators.
Projected Return Density Against Market
Over the selected 90-day horizon, AALBERTS IND has a beta of -0.0286. This suggests that as returns on the benchmark increase, returns on AALBERTS IND tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, AALBERTS IND tends to outperform the market.Holders of AALBERTS IND face systematic risk from broad stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. AALBERTS IND's financial profile includes a Downside Deviation of 1.72, a Mean Deviation of 1.54, and a Semi Deviation of 1.44.
Predicted Return Distribution |
| Density |
What Drives AALBERTS IND's Price Volatility?
Industry Dynamics
AALBERTS IND's volatility can rise when competitive dynamics or demand conditions shift across the Metals & Mining sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into AALBERTS IND's trading.AALBERTS IND's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in AALBERTS IND.Stock Risk Measures
Over the selected 90-day horizon, the coefficient of variation of AALBERTS IND is 1489.95. The daily returns are distributed with a variance of 4.82 and standard deviation of 2.2. The mean deviation of AALBERTS IND is currently at 1.49. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.24 | |
β | Beta against Dow Jones | -0.0286 | |
σ | Overall volatility | 2.20 | |
Ir | Information ratio | 0.11 |
Stock Return Volatility
AALBERTS IND return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 2.1963% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9236% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
AALBERTS IND Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing AALBERTS IND's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| 36E | 1.69 | -0.17 | 0.00 | -0.69 | 0.00 | 3.89 | 14.82 | |||
| VTE1 | 2.66 | -0.05 | 0.00 | 0.18 | 0.00 | 5.88 | 19.45 | |||
| SXC | 1.61 | 0.19 | 0.07 | -3.97 | 2.05 | 4.12 | 15.16 | |||
| TQ4 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| Z2J | 3.05 | 0.02 | 0.01 | -0.03 | 3.86 | 6.13 | 17.67 | |||
| MTE | 3.62 | 0.69 | 0.18 | -1.25 | 3.53 | 8.94 | 18.87 | |||
| HZ8 | 2.17 | -0.29 | 0.00 | 1.53 | 0.00 | 2.88 | 27.02 | |||
| 9ZY | 3.48 | 0.42 | 0.08 | -0.81 | 4.73 | 6.17 | 22.82 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for AALBERTS IND defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Observed drawdowns appear relatively moderate compared with broader market swings. AALBERTS IND has a market cap of 5.85 billion.
AALBERTS IND figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that AALBERTS IND is more volatile than Dow Jones Industrial by approximately 2.39x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 19% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.AALBERTS IND with characteristics aligned to broad market upside participation. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View AALBERTS IND probability analysis.
Poor diversification
Across the chosen horizon, AALBERTS IND and Dow Jones show a correlation of 0.7 and fall into the Poor diversification bucket. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
A broader risk-indicator set for AALBERTS IND extends the analysis beyond standard volatility and risk measures. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.1159 | |||
| Market Risk Adjusted Performance | -8.41 | |||
| Mean Deviation | 1.54 | |||
| Semi Deviation | 1.44 | |||
| Downside Deviation | 1.72 | |||
| Coefficient Of Variation | 874.04 | |||
| Standard Deviation | 2.19 |
AALBERTS IND Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between AALBERTS IND and comparable securities. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around AALBERTS IND, market-wide risk remains. What pair trading can address is AALBERTS IND's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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