Olam Group Limited Stock Volatility
| OLGPF Stock | USD 0.69 -0.06 -8.00% |
The latest read on Olam Group Limited points to a minimal volatility profile over the designated window. Olam Group Limited currently reflects a Sharpe Ratio (Efficiency) of -0.0808, pointing to inconsistent risk-adjusted returns over the last 3 months. We observed 21 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = -0.0808
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Olam Group Limited reported a Market Risk Adjusted Performance of -0.3%, a Risk of 1.62, and a Risk Adjusted Performance of -0.1%. Based on monthly trends, Olam Group is not achieving its full performance potential. A diversified well-diversified portfolio can help improve total return and lower risk.
Key indicators related to Olam Group's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility of Olam Group is a critical input for portfolio construction. Assets with low correlation and moderate volatility - like Olam Group in certain environments - can improve a portfolio's risk-adjusted return by adding diversification without excessive Olam Group's price.
Olam |
Olam Group Volatility Strategy
Olam Group Limited dispersion metrics describe how it interacts with cross-asset exposure. Current statistical measures show total volatility near 1.62% with a beta coefficient of 0.41, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0808, evaluates return per unit of total risk. An alpha value of -0.14 reflects performance relative to systematic market exposure. Expected return estimates near -0.13% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to Olam Group's market risk premium analysis include:
Beta 0.41 | Alpha -0.14 | Risk 1.62 | Sharpe Ratio -0.08 | Expected Return -0.13 |
Moving together with Olam Pink Sheet
Moving against Olam Pink Sheet
Olam Group Sensitivity To Market
Olam Group'sOlam Group Limited beta coefficient, currently 0.41, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 1.62%.Olam Group Limited has displayed return variability that can be compared across instruments using standard deviation (1.62%). Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze Olam Group Limited Demand TrendCheck current 90 days Olam Group correlation with market (Dow Jones Industrial)Olam Group Downside Risk
Standard deviation for Olam provides a statistical measure of daily price variability relative to the mean over a chosen period. High values mean high volatility; low values mean stability.
Standard Deviation | 1.62 |
Investors analyzing Olam Group should consider both total and downside risk. Standard deviation measures total price dispersion, while semi-deviation and downside deviation focus on the loss risk embedded in Olam Group's returns. Olam Group Limited reported a Maximum Drawdown of 13.63.
Olam Group Limited Pink Sheet Volatility Analysis
For traders and investors in Olam Group, volatility is both a risk factor and a source of opportunity. Sudden spikes in Olam Group's pink sheet volatility can lead to rapid gains or steep losses. Long-term investors in Olam Group often use volatility as a signal to accumulate or trim.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Olam Group Limited 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.
Olam Group Projected Return Density Against Market
Assuming the 90 days horizon Olam Group has a beta of 0.4063 . This indicates as returns on the market go up, Olam Group average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Olam Group Limited will be expected to be much smaller as well.The risk profile of Olam Group includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. Olam Group Limited reported a Mean Deviation of 0.61 and a Standard Deviation of 1.62.
Predicted Return Density |
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What Drives an Olam Group Price Volatility?
Several factors can influence a pink sheet'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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Olam Group Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Olam Group is -1236.91. The daily returns are distributed with a variance of 2.64 and standard deviation of 1.62. The mean deviation of Olam Group Limited is currently at 0.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | -0.1419 | |
β | Beta against Dow Jones | 0.41 | |
σ | Overall volatility | 1.62 | |
Ir | Information ratio | -0.0879 |
Olam Group Pink Sheet Return Volatility
Olam Group historical daily return volatility represents how much of Olam Group pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 1.6245% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7925% volatility on return distribution over the 90 days horizon. Performance |
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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
There is a big difference between Olam Pink Sheet performing well and Olam Group Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Olam Group's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MCSHF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EBRPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GARPF | 1.19 | 0.28 | 0.00 | 1.02 | 0.00 | 4.35 | 37.41 | |||
| NHFOF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| LIOPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TSRYY | 2.19 | -0.39 | 0.00 | -8.91 | 0.00 | 3.87 | 16.58 | |||
| LYSFF | 0.64 | 0.17 | 0.00 | -0.46 | 0.00 | 1.15 | 11.38 | |||
| LYSFY | 0.55 | 0.28 | 0.00 | 0.96 | 0.00 | 0.00 | 6.42 | |||
| REMYF | 1.49 | 0.16 | 0.04 | 0.40 | 1.92 | 5.68 | 23.14 | |||
| TBLMF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Olam Group Risk and Return Dispersion
Volatility for Olam Group measures return dispersion and uncertainty over time. Dispersion trends provide context for structural risk posture. Our framework considers the implications of including Olam Group in diversified allocations across regimes.
Methodology
Unless otherwise specified, financial data for Olam Group Limited is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Olam (USA Stocks:OLGPF) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.
Assumptions
Underlying inputs rely on public filings and market reference sources, including disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Values may reflect publication timing differences. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Analyst Sources
Olam Group Limited may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Olam Group Investment Opportunity
Measured over the selected horizon, Olam Group Limited carries roughly 2.05 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Olam Group Limited to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative downward sentiment. The market maybe over-reacting. Check odds of Olam Group to be traded at $0.6555 in 90 days.Very weak diversification
Across the chosen horizon, OLGPF and DJI show a correlation of 0.51 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Olam Group Additional Risk Indicators
Risk analysis around Olam Group Limited becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.06 | |||
| Market Risk Adjusted Performance | -0.34 | |||
| Mean Deviation | 0.613 | |||
| Coefficient Of Variation | -1,237 | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.64 | |||
| Information Ratio | -0.09 |
Olam Group Suggested Diversification Pairs
Pair trading with Olam Group can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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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 Olam Group 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. Olam Group'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, Olam Group'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 Olam Group Limited.
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