Sensorion (France) Volatility
| ALSEN Stock | EUR 0.47 0.05 11.90% |
The latest read on Sensorion SA points to an elevated volatility profile over the designated window. Sensorion SA indicates a Sharpe Ratio (Efficiency) of 0.11, pointing to consistent risk-adjusted returns over the last 3 months. The latest risk read is supported by 29 technical indicators.
Sharpe Ratio = 0.1109
| High Returns | Best Equity | |||
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| Small Returns | ALSEN | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 5.8 actual daily | 52 52% of assets are less volatile |
Expected Return
| 0.64 actual daily | 12 88% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Sensorion SA reported a Market Risk Adjusted Performance of -4.8%, a Risk of 5.80, and a Risk Adjusted Performance of 0.1%. Trend analysis shows Sensorion trading at roughly 8% of its established return corridor. Diversification changes its relative contribution to total variance.
Key indicators related to Sensorion's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility of Sensorion is a critical input for portfolio construction. Assets with low correlation and moderate volatility - like Sensorion in certain environments - can improve a portfolio's risk-adjusted return by adding diversification without excessive Sensorion's price.
Sensorion |
Sensorion Volatility Strategy
Sensorion SA dispersion metrics describe how it interacts with cross-asset exposure. Current statistical measures show total volatility near 5.8% with a beta coefficient of -0.16, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.11, evaluates return per unit of total risk. An alpha value of 0.77 reflects performance relative to systematic market exposure. Expected return estimates near 0.64% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.
Main indicators related to Sensorion's market risk premium analysis include:
Beta -0.16 | Alpha 0.77 | Risk 5.8 | Sharpe Ratio 0.11 | Expected Return 0.64 |
Sensorion Sensitivity To Market
Sensorion'sSensorion SA beta coefficient, currently -0.16, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 5.8%.Sensorion SA has displayed return variability that can be compared across instruments using standard deviation (5.69%). Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
3 Months Beta |Analyze Sensorion SA Demand TrendCheck current 90 days Sensorion correlation with market (Dow Jones Industrial)Sensorion Downside Risk
Standard deviation for Sensorion 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 | 5.8 |
Investors analyzing Sensorion 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 Sensorion's returns. Sensorion SA reported a Downside Deviation of 4.89, a Downside Variance of 23.87, and a Maximum Drawdown of 29.32.
Sensorion SA Stock Volatility Analysis
For traders and investors in Sensorion, volatility is both a risk factor and a source of opportunity. Sudden spikes in Sensorion's stock volatility can lead to rapid gains or steep losses. Long-term investors in Sensorion 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. Sensorion SA 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.
Sensorion Projected Return Density Against Market
Assuming the 90-day trading horizon Sensorion SA has a beta of -0.1612 . This suggests that as returns on the benchmark increase, returns on Sensorion tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Sensorion SA is likely to outperform the market.The risk profile of Sensorion includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. Sensorion SA reported a Downside Deviation of 4.89, a Mean Deviation of 4.41, and a Semi Deviation of 3.81.
Predicted Return Density |
| Returns |
What Drives a Sensorion 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.Sensorion Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Sensorion is 901.75. The daily returns are distributed with a variance of 33.69 and standard deviation of 5.8. The mean deviation of Sensorion SA is currently at 4.44. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.77 | |
β | Beta against Dow Jones | -0.1612 | |
σ | Overall volatility | 5.80 | |
Ir | Information ratio | 0.14 |
Sensorion Stock Return Volatility
Sensorion historical daily return volatility represents how much of Sensorion stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise accepts 5.8045% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7724% volatility on return distribution over a 90-day 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
There is a big difference between Sensorion Stock performing well and Sensorion 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 Sensorion'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ALMDT | 4.86 | 1.07 | 0.19 | 0.24 | 4.82 | 10.51 | 63.64 | |||
| MAAT | 3.44 | 0.94 | 0.27 | 1.90 | 3.20 | 8.93 | 26.84 | |||
| IPH | 1.58 | -0.26 | 0.00 | -0.67 | 0.00 | 4.26 | 10.53 | |||
| OSE | 1.78 | -0.29 | 0.00 | -0.45 | 0.00 | 3.84 | 9.09 | |||
| ALCJ | 2.61 | -0.07 | 0.00 | -0.14 | 0.00 | 5.85 | 18.46 | |||
| ALGAE | 2.00 | -0.04 | 0.00 | -0.25 | 0.00 | 4.35 | 15.42 | |||
| ABNX | 2.19 | -0.15 | 0.00 | 1.85 | 0.00 | 4.73 | 12.52 | |||
| GNFT | 2.42 | 1.05 | 0.46 | 1.64 | 1.56 | 6.10 | 15.26 | |||
| ADOC | 2.42 | -0.18 | 0.00 | -0.24 | 0.00 | 5.45 | 13.64 | |||
| TNG | 2.20 | -0.08 | 0.00 | -0.10 | 0.00 | 5.75 | 14.20 |
About Sensorion Volatility Analysis
Volatility for Sensorion measures return dispersion and uncertainty over time. Dispersion trends provide context for structural risk posture. Sensorion has market cap of 242.39 M, ROE of -40.0%.
Unless otherwise specified, financial data for Sensorion SA 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. Updates may occur throughout the day.
Sensorion Investment Opportunity
Measured over the selected horizon, Sensorion SA carries roughly 7.53 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 Sensorion SA to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a very speculative upward sentiment. Check odds of Sensorion to be traded at €0.5875 in 90 days.Very good diversification
Across the chosen horizon, ALSEN and DJI show a correlation of -0.38 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Sensorion Additional Risk Indicators
Risk analysis around Sensorion SA 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 | 0.115 | |||
| Market Risk Adjusted Performance | -4.80 | |||
| Mean Deviation | 4.41 | |||
| Semi Deviation | 3.81 | |||
| Downside Deviation | 4.89 | |||
| Coefficient Of Variation | 723.9 | |||
| Standard Deviation | 5.69 |
Sensorion Suggested Diversification Pairs
Pair trading with Sensorion 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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| Ford vs. Sensorion | ||
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 Sensorion 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. Sensorion'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, Sensorion'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 Sensorion SA.
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