Seamless Distribution (Sweden) Volatility
| SDS Stock | SEK 7.50 0.40 5.06% |
Seamless Distribution is risky given 3 months investment horizon. Seamless Distribution owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 1.23% are justified by taking the suggested risk. Use Seamless Distribution Risk Adjusted Performance of 0.0739, semi deviation of 6.3, and Coefficient Of Variation of 1132.84 to evaluate company specific risk that cannot be diversified away.
Sharpe Ratio = 0.1374
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Estimated Market Risk
| 8.94 actual daily | 80 80% of assets are less volatile |
Expected Return
| 1.23 actual daily | 24 76% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Seamless Distribution is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Seamless Distribution by adding it to a well-diversified portfolio.
Key indicators related to Seamless Distribution's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Seamless Distribution 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 Seamless daily returns, and it is calculated using variance and standard deviation. We also use Seamless's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Seamless Distribution volatility.
Seamless |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Seamless Distribution 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 Seamless Distribution at lower prices. For example, an investor can purchase Seamless 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 Seamless Distribution'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. Main indicators related to Seamless Distribution's market risk premium analysis include:
Beta (1.43) | Alpha 0.83 | Risk 8.94 | Sharpe Ratio 0.14 | Expected Return 1.23 |
Moving against Seamless Stock
| 0.8 | LIME | Lime Technologies | PairCorr |
| 0.63 | VIT-B | Vitec Software Group Earnings Call This Week | PairCorr |
| 0.34 | BEO-SDB | Beowulf Mining PLC | PairCorr |
| 0.32 | UPSALE | Upsales Technology | PairCorr |
Seamless Distribution Market Sensitivity And Downside Risk
Seamless Distribution's beta coefficient measures the volatility of Seamless 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 Seamless stock's returns against your selected market. In other words, Seamless Distribution's beta of -1.43 provides an investor with an approximation of how much risk Seamless Distribution stock can potentially add to one of your existing portfolios. Seamless Distribution Systems is displaying above-average volatility over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Seamless Distribution'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 Seamless Distribution'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.
| α | 0.83 | β | -1.43 | Check current 90 days Seamless Distribution correlation with market (Dow Jones Industrial)
Seamless Distribution Volatility and Downside Risk
Seamless 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.
Seamless Distribution Stock Volatility Analysis
Volatility refers to the frequency at which Seamless Distribution stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Seamless Distribution's price changes. Investors will then calculate the volatility of Seamless Distribution'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 Seamless Distribution's volatility:
Historical Volatility
This type of stock volatility measures Seamless Distribution's fluctuations based on previous trends. It's commonly used to predict Seamless Distribution'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 Seamless Distribution'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 Seamless Distribution'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. The Median Price line plots median indexes of Seamless Distribution price series.
Seamless Distribution Projected Return Density Against Market
Assuming the 90 days trading horizon Seamless Distribution Systems has a beta of -1.4324 . This usually implies as returns on its benchmark rise, returns on holding Seamless Distribution Systems are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Seamless Distribution is expected to outperform its benchmark.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 Seamless Distribution or Technology 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 Seamless Distribution'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 Seamless 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.
Seamless Distribution Systems has an alpha of 0.8284, implying that it can generate a 0.83 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Seamless Distribution 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 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.Seamless Distribution Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Seamless Distribution is 727.85. The daily returns are distributed with a variance of 79.84 and standard deviation of 8.94. The mean deviation of Seamless Distribution Systems is currently at 5.85. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.83 | |
β | Beta against Dow Jones | -1.43 | |
σ | Overall volatility | 8.94 | |
Ir | Information ratio | 0.08 |
Seamless Distribution Stock Return Volatility
Seamless Distribution historical daily return volatility represents how much of Seamless Distribution stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 8.9353% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7542% 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 Seamless Stock performing well and Seamless Distribution 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 Seamless Distribution'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LADYLU | 3.29 | (0.17) | 0.00 | 0.18 | 0.00 | 8.22 | 23.98 | |||
| APTR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| KILI | 6.52 | (0.20) | 0.00 | (0.11) | 0.00 | 14.81 | 69.17 | |||
| JDT | 3.59 | (0.14) | 0.00 | (0.58) | 0.00 | 6.06 | 25.16 |
About Seamless Distribution Volatility
Volatility is a rate at which the price of Seamless Distribution 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 Seamless Distribution may increase or decrease. In other words, similar to Seamless's beta indicator, it measures the risk of Seamless Distribution and helps estimate the fluctuations that may happen in a short period of time. So if prices of Seamless Distribution 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.Seamless Distribution Systems AB , a technology and digital distribution company, provides technology solutions to mobile operators and retail distributors worldwide. The company was founded in 2014 and is based in Stockholm, Sweden. Seamless Distribution is traded on Stockholm Stock Exchange in Sweden.
Seamless Distribution'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 Seamless Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Seamless Distribution's price varies over time.
3 ways to utilize Seamless Distribution's volatility to invest better
Higher Seamless Distribution's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Seamless Distribution 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. Seamless Distribution 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 Seamless Distribution investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Seamless Distribution'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 Seamless Distribution's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Seamless Distribution Investment Opportunity
Seamless Distribution Systems has a volatility of 8.94 and is 11.92 times more volatile than Dow Jones Industrial. 80 percent of all equities and portfolios are less risky than Seamless Distribution. You can use Seamless Distribution Systems to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of Seamless Distribution to be traded at kr7.13 in 90 days.Poor diversification
The correlation between Seamless Distribution Systems and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Seamless Distribution Systems and DJI in the same portfolio, assuming nothing else is changed.
Seamless Distribution Additional Risk Indicators
The analysis of Seamless Distribution'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 Seamless Distribution's investment and either accepting that risk or mitigating it. Along with some common measures of Seamless Distribution 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.
| Risk Adjusted Performance | 0.0739 | |||
| Market Risk Adjusted Performance | (0.52) | |||
| Mean Deviation | 5.61 | |||
| Semi Deviation | 6.3 | |||
| Downside Deviation | 8.21 | |||
| Coefficient Of Variation | 1132.84 | |||
| Standard Deviation | 8.76 |
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.
Seamless Distribution 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 Seamless Distribution 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. Seamless Distribution'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, Seamless Distribution'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 Seamless Distribution Systems.
Additional Tools for Seamless Stock Analysis
When running Seamless Distribution's price analysis, check to measure Seamless Distribution'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 Seamless Distribution is operating at the current time. Most of Seamless Distribution's value examination focuses on studying past and present price action to predict the probability of Seamless Distribution's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seamless Distribution's price. Additionally, you may evaluate how the addition of Seamless Distribution to your portfolios can decrease your overall portfolio volatility.