Real Matters Stock Volatility
| REAL Stock | CAD 5.72 -0.31 -5.14% |
Sharpe Ratio = -0.0947
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Estimated Market Risk
| 2.73 actual daily | 24 Higher volatility than 24% of comparable assets |
Expected Return
| -0.26 actual daily | 0 Below most comparable assets in expected return |
Risk-Adjusted Return
| -0.09 actual daily | 0 Bottom percentile in risk-adjusted performance |
Real Matters's financial profile includes a Market Risk Adjusted Performance of -0.3%, a Risk of 2.73, and a Risk Adjusted Performance of -0.1%. Monthly performance data suggests the stock is falling short of its full potential.
Key indicators related to Real Matters' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Real Matters (3 Months):
Beta 1.07 | Alpha -0.29 | Risk 2.73 | Sharpe Ratio -0.09 | Expected Return -0.26 |
Moving together with Real Matters Stock
| 0.77 | VWA | VOLKSWAGEN CDR | PairCorr |
| 0.76 | UPS | UPS CDR | PairCorr |
| 0.73 | UPS | UPS CDR | PairCorr |
| 0.76 | HD | HOME DEPOT CDR | PairCorr |
| 0.64 | BRK | Berkshire Hathaway CDR | PairCorr |
| 0.64 | BRK | Berkshire Hathaway CDR | PairCorr |
Sensitivity To Market
Real Matters exhibits a beta of 1.07, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 2.73%. Real Matters return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 2.66%. 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 |Real Matters Demand TrendCurrent 90-day Real Matters correlation with market (Dow Jones Industrial)Downside Risk
For Real Matters, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of Real Matters standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates Real Matters total risk from its market-driven component. Combining Real Matters standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 2.73 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Real Matters. Standard deviation reflects total return dispersion for Real Matters, while downside deviation captures only the adverse portion of Real Matters' returns. Standard deviation and downside deviation for Real Matters measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Real Matters' returns. Real Matters's financial profile includes a Maximum Drawdown of 13.83.
Stock Volatility Analysis
For Real Matters, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically Real Matters' price swings over a specific time horizon. For Real Matters, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in Real Matters' 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 Real Matters'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
Over the selected 90-day horizon, Real Matters has a beta of 1.0694 indicating Real Matters market returns are highly reactive to returns on the market. As the market goes up or down, Real Matters tends to follow.Holders of Real Matters 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. Real Matters's financial profile includes a Mean Deviation of 2.06 and a Standard Deviation of 2.66.
Predicted Return Distribution |
| Density |
What Drives Real Matters' Price Volatility?
Industry Dynamics
Real Matters' volatility can rise when competitive dynamics or demand conditions shift across the Software sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Real Matters' trading.Real Matters' Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Real Matters.Stock Risk Measures
Over the selected 90-day horizon, the coefficient of variation of Real Matters is -1056.08. The daily returns are distributed with a variance of 7.43 and standard deviation of 2.73. The mean deviation of Real Matters is currently at 2.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97
α | Alpha over Dow Jones | -0.2927 | |
β | Beta against Dow Jones | 1.07 | |
σ | Overall volatility | 2.73 | |
Ir | Information ratio | -0.11 |
Stock Return Volatility
Real Matters return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 2.7253% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9313% 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
Real Matters Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Real Matters' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BLN | 1.50 | 0.58 | 0.41 | 0.42 | 0.78 | 3.33 | 26.15 | |||
| TCS | 1.88 | 0.64 | 0.23 | 1.69 | 2.17 | 4.29 | 19.30 | |||
| CVO | 2.15 | -0.25 | 0.00 | -0.29 | 0.00 | 4.00 | 11.42 | |||
| CMG | 2.06 | -0.09 | 0.00 | -0.25 | 0.00 | 4.01 | 22.22 | |||
| TSAT | 4.34 | 1.06 | 0.23 | 0.42 | 4.06 | 9.26 | 28.17 | |||
| DND | 2.96 | -0.42 | 0.00 | -2.89 | 0.00 | 7.90 | 21.62 | |||
| QNC | 4.83 | -0.19 | 0.00 | -0.07 | 0.00 | 11.58 | 31.61 | |||
| XTRA | 2.50 | -0.29 | 0.00 | 2.38 | 0.00 | 5.45 | 25.87 | |||
| ONE | 5.04 | -0.23 | 0.00 | -0.21 | 0.00 | 11.36 | 25.59 |
Risk Metrics, Assumptions & Methodology
Beta for Real Matters measures the share of volatility attributable to broad market movements versus company-specific factors. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure. Real Matters has a market cap of 447.95 million, ROE of -28.28%.
Real Matters 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 Real Matters is more volatile than Dow Jones Industrial by approximately 2.94x 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 24% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Real Matters exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Real Matters probability analysis.
Poor diversification
The correlation between Real Matters and Dow Jones is 0.61, which Macroaxis classifies as Poor diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Secondary risk indicators for Real Matters evaluate exposure beyond standard deviation, beta, or one headline volatility measure. Cross-security comparison within similar growth and valuation profiles provides additional context for interpreting relative risk positioning.
| Risk Adjusted Performance | -0.09 | |||
| Market Risk Adjusted Performance | -0.26 | |||
| Mean Deviation | 2.06 | |||
| Coefficient Of Variation | -960.35 | |||
| Standard Deviation | 2.66 | |||
| Variance | 7.07 | |||
| Information Ratio | -0.11 |
Real Matters Suggested Diversification Pairs
A pair-trading setup around Real Matters shifts the return benchmark from the broad market to a second position, altering the risk profile. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Real Matters, market-wide risk remains. What pair trading can address is Real Matters' unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.