MKDWELL Tech Ordinary Stock Volatility
| MKDW Stock | 7.25 0.23 3.28% |
Sharpe Ratio = 0.1901
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Latest disclosures for MKDWELL Tech Ordinary show a Market Risk Adjusted Performance of 2.1%, a Risk of 14.53, and a Risk Adjusted Performance of 0.2%. Monthly performance data shows the stock operating at about 15% of its measured historical range.
Key indicators related to MKDWELL Tech's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for MKDWELL Tech (3 Months):
Beta 1.34 | Alpha 2.84 | Risk 14.53 | Sharpe Ratio 0.19 | Expected Return 2.76 |
Moving together with MKDWELL Tech Stock
| 0.67 | FUWAF | Furukawa Electric Earnings Call This Week | PairCorr |
| 0.62 | INTC | Intel Aggressive Push | PairCorr |
Moving Against MKDWELL Tech Stock
| 0.59 | T | ATT Inc | PairCorr |
| 0.58 | DAIUF | Daifuku Co Earnings Call This Week | PairCorr |
| 0.58 | MMM | 3M Company | PairCorr |
| 0.58 | GE | GE Aerospace | PairCorr |
| 0.58 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.57 | NDEKY | Nitto Denko Corp | PairCorr |
| 0.54 | HD | Home Depot | PairCorr |
| 0.38 | KO | Coca Cola | PairCorr |
| 0.35 | YAMHF | Yamaha Motor | PairCorr |
Sensitivity To Market
MKDWELL Tech Ordinary exhibits a beta of 1.34, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 14.53%. MKDWELL Tech Ordinary return patterns over the selected horizon reflect a very high level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 14.53%. 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 |MKDWELL Tech Ordinary Demand TrendCurrent 90-day MKDWELL Tech correlation with market (Dow Jones Industrial)Downside Risk
For MKDWELL Tech, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of MKDWELL Tech standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates MKDWELL Tech total risk from its market-driven component. Combining MKDWELL Tech standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 14.53 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for MKDWELL Tech. Standard deviation reflects total return dispersion for MKDWELL Tech, while downside deviation captures only the adverse portion of MKDWELL Tech's returns. Standard deviation and downside deviation for MKDWELL Tech measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in MKDWELL Tech's returns. Latest disclosures for MKDWELL Tech Ordinary show a Downside Deviation of 9.76, a Downside Variance of 95.17, and a Maximum Drawdown of 108.69.
Stock Volatility Analysis
For MKDWELL Tech, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically MKDWELL Tech's price swings over a specific time horizon. For MKDWELL Tech, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in MKDWELL Tech'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 Average Price transformation calculates the mean of MKDWELL Tech Ordinary'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
Given a 90-day horizon, MKDWELL Tech has a beta of 1.3421. This indicates when the benchmark rises, MKDW tends to outperform it on average. However, when benchmark returns turn negative, MKDWELL Tech tends to underperform.Holders of MKDWELL Tech 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. Latest disclosures for MKDWELL Tech Ordinary show a Downside Deviation of 9.76, a Mean Deviation of 8.30, and a Semi Deviation of 7.78.
Predicted Return Distribution |
| Density |
What Drives MKDWELL Tech's Price Volatility?
Industry Dynamics
MKDWELL Tech's volatility can rise when competitive dynamics or demand conditions shift across the IT Services sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into MKDWELL Tech's trading.MKDWELL Tech's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in MKDWELL Tech.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of MKDWELL Tech is 526.06. The daily returns are distributed with a variance of 211.08 and standard deviation of 14.53. The mean deviation of MKDWELL Tech Ordinary is currently at 8.26. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 2.84 | |
β | Beta against Dow Jones | 1.34 | |
σ | Overall volatility | 14.53 | |
Ir | Information ratio | 0.20 |
Stock Return Volatility
MKDWELL Tech return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The company has volatility of 14.5286% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9279% 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
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Risk-Adjusted Indicators
MKDWELL Tech Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing MKDWELL Tech'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| WPRT | 2.09 | 0.10 | 0.04 | 0.18 | 2.29 | 4.43 | 12.53 | |||
| NTZ | 3.27 | -0.01 | 0.00 | 0.01 | 4.52 | 8.33 | 20.96 | |||
| ECX | 4.47 | -0.64 | 0.00 | -0.29 | 0.00 | 10.71 | 33.83 | |||
| NDLS | 4.47 | 1.81 | 0.33 | -8.72 | 3.76 | 14.47 | 68.33 | |||
| FAT | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TBHC | 2.49 | -0.18 | 0.00 | 0.43 | 0.00 | 4.49 | 13.85 | |||
| LESL | 6.43 | 0.67 | 0.10 | 0.22 | 6.30 | 15.91 | 38.46 | |||
| CRWS | 1.59 | -0.08 | 0.00 | -0.11 | 0.00 | 2.64 | 8.61 |
Risk Metrics, Assumptions & Methodology
Standard deviation for MKDWELL Tech measures how widely returns scatter around their average over a given period. Higher dispersion implies a wider range of plausible outcomes for any given holding period. MKDWELL Tech has a market cap of 29.47 million.
MKDWELL Tech Ordinary 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: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that MKDWELL Tech Ordinary is more volatile than Dow Jones Industrial by approximately 15.62x 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 96% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.MKDWELL Tech Ordinary 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. an unexpected upward trend with elevated sensitivity to market signals. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View MKDWELL Tech probability analysis.
Very good diversification
MKDWELL Tech currently posts a 0.04 correlation with Dow Jones, indicating a Very good diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Additional Risk Indicators
Looking at additional risk metrics for MKDWELL Tech Ordinary frames how the position may behave under different market and portfolio conditions. Cross-security comparison within similar growth and valuation profiles provides additional context for interpreting relative risk positioning.
| Risk Adjusted Performance | 0.1995 | |||
| Market Risk Adjusted Performance | 2.14 | |||
| Mean Deviation | 8.3 | |||
| Semi Deviation | 7.78 | |||
| Downside Deviation | 9.76 | |||
| Coefficient Of Variation | 506.95 | |||
| Standard Deviation | 14.53 |
MKDWELL Tech Suggested Diversification Pairs
Pair trading with MKDWELL Tech hedges company-specific exposure by balancing a long view with an offsetting position. 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 MKDWELL Tech, market-wide risk remains. What pair trading can address is MKDWELL Tech's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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