Accsys Technologies (Netherlands) Volatility
| AXS Stock | EUR 0.71 0.01 1.43% |
Across the last 3 months, Accsys Technologies continues to post relatively low price volatility. Accsys Technologies has a Sharpe ratio of -0.0099, reflecting poor reward-to-volatility behavior over the last 3 months. The latest risk profile is supported by 23 technical indicators.
Sharpe Ratio = -0.0099
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AXS |
Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Latest disclosures for Accsys Technologies show a Market Risk Adjusted Performance of -0.1%, a Risk of 1.38, and a Total Risk Alpha of 0.10. Moving average data indicates Accsys Technologies is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to Accsys Technologies' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Accsys Technologies draws on both historical price data and forward-looking implied volatility. Periods of elevated Accsys Technologies volatility are typically followed by calmer conditions, and vice versa.
Accsys |
Volatility Strategy
Volatility in Accsys Technologies contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.38% with a beta coefficient of 0.19, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0099, evaluates return per unit of total risk. An alpha value of -0.008339 reflects performance relative to systematic market exposure. Expected return estimates near -0.0136% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Balance-sheet changes can affect risk perception.
Main indicators related to Accsys Technologies' market risk premium analysis include:
Beta 0.19 | Alpha -0.01 | Risk 1.38 | Sharpe Ratio -0.01 | Expected Return -0.01 |
Moving together with Accsys Stock
Moving against Accsys Stock
Sensitivity To Market
Accsys Technologies relative market sensitivity is quantified by its beta value of 0.19. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.38%.This summary describes how Accsys Technologies has moved rather than why it moved. Standard deviation is near 1.43% and downside deviation is near 0.0%. Sector rotation can change stock volatility even without company-specific events.
| α | -0.0083 | β | 0.19 | Check current 90 days Accsys Technologies correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation for Accsys expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 1.38 |
For Accsys Technologies investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Accsys Technologies' returns. Latest disclosures for Accsys Technologies show a Maximum Drawdown of 5.63.
Stock Volatility Analysis
Volatility describes the degree to which Accsys Technologies stock price fluctuates in either direction. It captures how much Accsys Technologies' price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Accsys Technologies 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.
Projected Return Density Against Market
Assuming the 90-day trading horizon Accsys Technologies has a beta of 0.1875 . This suggests as returns on the market go up, Accsys Technologies's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Accsys Technologies is expected to be smaller as well.Accsys Technologies remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Latest disclosures for Accsys Technologies show a Mean Deviation of 1.03 and a Standard Deviation of 1.43.
Predicted Return Distribution |
| Density |
What Drives Accsys Technologies' Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Paper & Forest Products sector can move Accsys Technologies' volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Accsys Technologies.Accsys Technologies' Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Accsys Technologies' shares.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Accsys Technologies is -10125.3. The daily returns are distributed with a variance of 1.9 and standard deviation of 1.38. The mean deviation of Accsys Technologies is currently at 0.98. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0083 | |
β | Beta against Dow Jones | 0.19 | |
σ | Overall volatility | 1.38 | |
Ir | Information ratio | 0.03 |
Stock Return Volatility
Accsys Technologies historical daily return volatility represents how much of Accsys Technologies stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 1.3772% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8483% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.11 | 0.51 | -0.28 | 0.37 | AVTX | ||
| 0.11 | 0.3 | 0.09 | 0.03 | AMG | ||
| 0.51 | 0.3 | -0.53 | -0.21 | PHARM | ||
| -0.28 | 0.09 | -0.53 | 0.44 | CMCOM | ||
| 0.37 | 0.03 | -0.21 | 0.44 | BAMNB | ||
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
Strong recent returns in Accsys Stock do not always mean Accsys Technologies Company is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AVTX | 1.71 | 0.08 | 0.06 | 0.48 | 2.21 | 3.88 | 11.74 | |||
| AMG | 2.69 | 0.43 | 0.12 | 0.41 | 3.41 | 6.34 | 22.21 | |||
| PHARM | 2.32 | 0.08 | 0.02 | 0.02 | 3.29 | 5.00 | 27.56 | |||
| CMCOM | 1.65 | 0.27 | 0.20 | -2.47 | 1.45 | 3.78 | 18.55 | |||
| BAMNB | 1.72 | 0.06 | 0.05 | 0.11 | 1.94 | 4.27 | 9.07 |
Risk Metrics, Assumptions & Methodology
Volatility for Accsys Technologies measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Accsys Technologies has a market cap of 171.28 M, P/E of 66.41, ROE of 3.49%.
The analytics block for Accsys Technologies relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardAccsys Technologies Investment Opportunity
Accsys Technologies is about 1.62 times more volatile than Dow Jones Industrial based on recent return behavior. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Accsys Technologies to enhance the returns of the portfolio. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a large bullish trend. Check odds of Accsys Technologies to be traded at €0.781 in 90 days.Weak diversification
For the present investment horizon, the measured correlation between Accsys Technologies and Dow Jones stands at 0.41, or Weak diversification. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding Accsys Technologies alone.
Accsys Technologies Additional Risk Indicators
Risk analysis around Accsys Technologies 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 | -0.002 | |||
| Market Risk Adjusted Performance | -0.10 | |||
| Mean Deviation | 1.03 | |||
| Coefficient Of Variation | -12,949 | |||
| Standard Deviation | 1.43 | |||
| Variance | 2.06 | |||
| Information Ratio | 0.0327 |
Accsys Technologies Suggested Diversification Pairs
A pair strategy built around Accsys Technologies is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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 Accsys Technologies 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. Accsys Technologies' 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, Accsys Technologies' 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 Accsys Technologies.
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