Austevoll Seafood ASA Pink Sheet Volatility
| ASTVF Pink Sheet | USD 10.57 0.00 0.00% |
Sharpe Ratio = 0.1443
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Austevoll Seafood ASA reported a Market Risk Adjusted Performance of -0.4%, a Risk of 1.21, and a Risk Adjusted Performance of 0.1%. Monthly performance data shows the stock operating at about 11% of its measured historical range.
Key indicators related to Austevoll Seafood's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Austevoll Seafood (3 Months):
Beta -0.41 | Alpha 0.16 | Risk 1.21 | Sharpe Ratio 0.14 | Expected Return 0.18 |
Lower Correlation Assets
| 0.32 | MNHVF | Mowi ASA Earnings Call This Week | PairCorr |
Sensitivity To Market
The beta coefficient of -0.41 for Austevoll Seafood ASA measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 1.21%. This analysis separates observed movement from interpretation for Austevoll Seafood ASA. Standard deviation (1.21%) and downside deviation (0.0%) describe the range without implying direction. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Austevoll Seafood ASA, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Austevoll Seafood ASA Demand TrendCurrent 90-day Austevoll Seafood correlation with market (Dow Jones Industrial)Downside Risk
Austevoll standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for Austevoll over successive periods signals increasing price uncertainty.
Standard Deviation | 1.21 |
Upside risk in Austevoll Seafood is captured by its standard deviation, which includes both favorable and unfavorable price movements. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only loss risk in Austevoll Seafood's returns. Austevoll Seafood ASA reported a Maximum Drawdown of 8.41.
Pink Sheet Volatility Analysis
Austevoll Seafood pink sheet volatility is a key input for most investment risk models. When Austevoll Seafood's volatility is elevated, prices swing by several percentage points in a single session.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Austevoll Seafood ASA's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Based on a 90-day horizon, Austevoll Seafood ASA has a beta of -0.4071. This suggests that as returns on the benchmark increase, returns on Austevoll Seafood tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Austevoll Seafood ASA tends to outperform the market.The aggregate risk of Austevoll Seafood includes pink sheet market sensitivity and asset-level influences. Diversification addresses specific risk but not systemic exposure. Austevoll Seafood ASA reported a Mean Deviation of 0.34 and a Standard Deviation of 1.21.
Predicted Return Distribution |
| Density |
What Drives Austevoll Seafood's Price Volatility?
Industry Dynamics
Competitive pressure, margin shifts, or structural changes in the Consumer Defensive sector can alter Austevoll Seafood's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Austevoll Seafood.Austevoll Seafood's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Austevoll Seafood's stock.Pink Sheet Risk Measures
Based on a 90-day horizon, the coefficient of variation of Austevoll Seafood is 692.82. The daily returns are distributed with a variance of 1.47 and standard deviation of 1.21. The mean deviation of Austevoll Seafood ASA is currently at 0.34. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.92
α | Alpha over Dow Jones | 0.16 | |
β | Beta against Dow Jones | -0.4071 | |
σ | Overall volatility | 1.21 | |
Ir | Information ratio | 0.15 |
Pink Sheet Return Volatility
Volatility for Austevoll Seafood quantifies the day-to-day dispersion of pink sheet returns around their historical average. The company carries 1.2139% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9164% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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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
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Risk-Adjusted Indicators
Headline performance for Austevoll Pink Sheet may not fully reflect how the business compares across its competitive set. Reviewing Austevoll Seafood'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NISUY | 0.75 | 0.28 | 0.00 | 20.68 | 0.00 | 0.00 | 27.80 | |||
| FTROF | 0.87 | 0.38 | 0.00 | -4.76 | 0.00 | 0.00 | 25.29 | |||
| SLCJY | 1.65 | 0.26 | 0.12 | 0.40 | 1.92 | 3.24 | 11.31 | |||
| KNKZF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| UPBMF | 0.19 | 0.09 | 0.00 | -6.28 | 0.00 | 0.00 | 6.36 | |||
| PRRFY | 0.51 | 0.01 | 0.01 | 0.01 | 1.20 | 0.77 | 10.22 | |||
| AVSFY | 0.09 | 0.04 | 0.00 | -1.20 | 0.00 | 0.00 | 3.05 | |||
| GGGSF | 1.99 | -0.19 | 0.00 | -1.44 | 0.00 | 3.27 | 14.75 | |||
| PORBF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GGGSY | 1.27 | -0.02 | 0.00 | -0.05 | 0.00 | 4.13 | 20.43 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Austevoll Seafood measures how widely returns scatter around their average over a given period. Tracking dispersion across rolling windows reveals whether variability is stable, expanding, or contracting. Austevoll Seafood has a market cap of 1.88 billion, P/E of 27.25, ROE of 18.2%.
Austevoll Seafood ASA 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 Austevoll Seafood ASA is more volatile than Dow Jones Industrial by approximately 1.32x 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 10% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Austevoll Seafood ASA exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This move summary looks at how the current session may translate into a basic near-term setup. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward fluctuation with elevated hype risk. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Austevoll Seafood probability analysis.
Very good diversification
Across the chosen horizon, Austevoll Seafood and Dow Jones show a correlation of 0.03 and fall into the Very good diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Risk analysis around Austevoll Seafood ASA gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.1347 | |||
| Market Risk Adjusted Performance | -0.40 | |||
| Mean Deviation | 0.3431 | |||
| Coefficient Of Variation | 692.82 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.47 | |||
| Information Ratio | 0.1545 |
Austevoll Seafood Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Austevoll Seafood ASA and comparable securities. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Austevoll Seafood's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Austevoll Seafood's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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