Bjorn Borg (Sweden) Volatility

BORG Stock  SEK 56.53  0.43  0.75%   
Currently, Bjorn Borg AB is very steady. Bjorn Borg AB secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Bjorn Borg AB, which you can use to evaluate the volatility of the firm. Please confirm Bjorn Borg's Mean Deviation of 1.48, standard deviation of 1.92, and insignificant Risk Adjusted Performance to double-check if the risk estimate we provide is consistent with the expected return of 0.0173%. Key indicators related to Bjorn Borg's volatility include:
90 Days Market Risk
Chance Of Distress
90 Days Economic Sensitivity
Bjorn Borg Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Bjorn daily returns, and it is calculated using variance and standard deviation. We also use Bjorn's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Bjorn Borg volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Bjorn Borg can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Bjorn Borg at lower prices. For example, an investor can purchase Bjorn stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Bjorn Borg's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving against Bjorn Stock

Bjorn Borg Market Sensitivity And Downside Risk

Bjorn Borg's beta coefficient measures the volatility of Bjorn stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Bjorn stock's returns against your selected market. In other words, Bjorn Borg's beta of -0.22 provides an investor with an approximation of how much risk Bjorn Borg stock can potentially add to one of your existing portfolios. Bjorn Borg AB exhibits very low volatility with skewness of 0.18 and kurtosis of 0.52. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Bjorn Borg's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Bjorn Borg's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Bjorn Borg AB Demand Trend
Check current 90 days Bjorn Borg correlation with market (Dow Jones Industrial)

Bjorn Beta

    
  -0.22  
Bjorn standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  1.99  
It is essential to understand the difference between upside risk (as represented by Bjorn Borg's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Bjorn Borg's daily returns or price. Since the actual investment returns on holding a position in bjorn stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Bjorn Borg.
100%

Bjorn Borg AB Stock Volatility Analysis

Volatility refers to the frequency at which Bjorn Borg stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Bjorn Borg's price changes. Investors will then calculate the volatility of Bjorn Borg's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Bjorn Borg's volatility:

Historical Volatility

This type of stock volatility measures Bjorn Borg's fluctuations based on previous trends. It's commonly used to predict Bjorn Borg's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Bjorn Borg's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Bjorn Borg's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Bjorn Borg AB Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
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JavaScript chart by amCharts 3.21.15Bjorn Borg AB Volume Bjorn Borg AB Closing Prices Dow Jones Industrial Closing Prices - Benchmark Bjorn Borg AB Average Price

Bjorn Borg Projected Return Density Against Market

Assuming the 90 days trading horizon Bjorn Borg AB has a beta of -0.2208 suggesting as returns on the benchmark increase, returns on holding Bjorn Borg are expected to decrease at a much lower rate. During a bear market, however, Bjorn Borg AB is likely to outperform the market.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Bjorn Borg or Textiles, Apparel & Luxury Goods sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Bjorn Borg's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Bjorn stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Bjorn Borg AB has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   Predicted Return Density   
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JavaScript chart by amCharts 3.21.15Bjorn Borg Dow Jones Industrial
       Returns  
Bjorn Borg's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how bjorn stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Bjorn Borg Price Volatility?

Several factors can influence a stock's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Bjorn Borg Stock Risk Measures

Assuming the 90 days trading horizon the coefficient of variation of Bjorn Borg is 11494.39. The daily returns are distributed with a variance of 3.95 and standard deviation of 1.99. The mean deviation of Bjorn Borg AB is currently at 1.54. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α
Alpha over Dow Jones
-0.01
β
Beta against Dow Jones-0.22
σ
Overall volatility
1.99
Ir
Information ratio -0.05

Bjorn Borg Stock Return Volatility

Bjorn Borg historical daily return volatility represents how much of Bjorn Borg stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 1.9879% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8441% volatility on return distribution over the 90 days horizon.
 Performance 
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       Timeline  

About Bjorn Borg Volatility

Volatility is a rate at which the price of Bjorn Borg or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Bjorn Borg may increase or decrease. In other words, similar to Bjorn's beta indicator, it measures the risk of Bjorn Borg and helps estimate the fluctuations that may happen in a short period of time. So if prices of Bjorn Borg fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Bjrn Borg AB , together with its subsidiaries, engages in the design, development, production, wholesale, and retail of underwear, sports apparel, footwear, bags, eyewear, and fragrances under the Bjrn Borg brand. The company was founded in 2004 and is headquartered in Stockholm, Sweden. Bjrn Borg operates under Apparel Manufacturing classification in Sweden and is traded on Stockholm Stock Exchange. It employs 213 people.
Bjorn Borg's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Bjorn Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Bjorn Borg's price varies over time.

3 ways to utilize Bjorn Borg's volatility to invest better

Higher Bjorn Borg's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Bjorn Borg AB stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Bjorn Borg AB stock volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Bjorn Borg AB investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Bjorn Borg's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of Bjorn Borg's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Bjorn Borg Investment Opportunity

Bjorn Borg AB has a volatility of 1.99 and is 2.37 times more volatile than Dow Jones Industrial. 17 percent of all equities and portfolios are less risky than Bjorn Borg. You can use Bjorn Borg AB to protect your portfolios against small market fluctuations. The stock experiences a moderate downward daily trend and can be a good diversifier. Check odds of Bjorn Borg to be traded at kr55.4 in 90 days.
BjornDowDiversified AwayBjornDowDiversified Away100%

Good diversification

The correlation between Bjorn Borg AB and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bjorn Borg AB and DJI in the same portfolio, assuming nothing else is changed.

Bjorn Borg Additional Risk Indicators

The analysis of Bjorn Borg's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Bjorn Borg's investment and either accepting that risk or mitigating it. Along with some common measures of Bjorn Borg stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Bjorn Borg Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Bjorn Borg as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Bjorn Borg's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Bjorn Borg's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Bjorn Borg AB.

Additional Tools for Bjorn Stock Analysis

When running Bjorn Borg's price analysis, check to measure Bjorn Borg's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bjorn Borg is operating at the current time. Most of Bjorn Borg's value examination focuses on studying past and present price action to predict the probability of Bjorn Borg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bjorn Borg's price. Additionally, you may evaluate how the addition of Bjorn Borg to your portfolios can decrease your overall portfolio volatility.