Banque Cantonale (Switzerland) Volatility
| BCVN Stock | CHF 125.10 3.30 2.71% |
Banque Cantonale Vaudoise operates with a very low volatility profile across the current review period. Banque Cantonale Vaudoise indicates a Sharpe Ratio (Efficiency) of 0.39, summarizing favorable risk-adjusted returns over the last 3 months. We identified 28 technical indicators influencing current risk dynamics.
Sharpe Ratio = 0.3883
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.06 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.41 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.39 actual daily | 30 70% of assets perform better |
Latest disclosures for Banque Cantonale Vaudoise show a Market Risk Adjusted Performance of 30.6%, a Risk of 1.06, and a Risk Adjusted Performance of 0.3%. Banque Cantonale is operating near 30% of its historical trend range based on monthly averages. Diversification effects vary according to correlation and allocation weight.
Key indicators related to Banque Cantonale's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Banque Cantonale volatility measures the statistical dispersion of Banque Cantonale's daily returns using variance and standard deviation. Combined with Banque's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.
Banque |
Volatility Strategy
Historical price movement in Banque Cantonale Vaudoise provides context for allocation sensitivity. Current statistical measures show total volatility near 1.06% with a beta coefficient of 0.0122, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.39, evaluates return per unit of total risk. An alpha value of 0.37 reflects performance relative to systematic market exposure. Expected return estimates near 0.41% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to Banque Cantonale's market risk premium analysis include:
Beta 0.0122 | Alpha 0.37 | Risk 1.06 | Sharpe Ratio 0.39 | Expected Return 0.41 |
Moving together with Banque Stock
Moving against Banque Stock
| 0.53 | VARN | Varia Properties | PairCorr |
| 0.48 | ARBN | Arbonia AG | PairCorr |
| 0.4 | ORON | Orior AG Earnings Call This Week | PairCorr |
Sensitivity To Market
Beta modeling for Banque Cantonale Vaudoise results in a coefficient of 0.0122, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 1.06%.Banque Cantonale Vaudoise volatility statistics provide a compact view of historical movement. Downside deviation is about 0.73% and standard deviation is about 1.03%. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze Banque Cantonale Vaudoise Demand TrendCheck current 90 days Banque Cantonale correlation with market (Dow Jones Industrial)Downside Risk
Banque 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.
Standard Deviation | 1.06 |
It is essential to understand the difference between upside risk (as represented by Banque Cantonale's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Banque Cantonale's daily returns or price. Latest disclosures for Banque Cantonale Vaudoise show a Downside Deviation of 0.73, a Downside Variance of 0.54, and a Maximum Drawdown of 4.69.
Stock Volatility Analysis
Volatility refers to the frequency at which Banque Cantonale stock price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with Banque Cantonale's.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Banque Cantonale Vaudoise 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 Banque Cantonale has a beta of 0.0122 suggesting as returns on the market go up, Banque Cantonale's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Banque Cantonale Vaudoise is expected to be smaller as well.Banque Cantonale reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. Latest disclosures for Banque Cantonale Vaudoise show a Downside Deviation of 0.73, a Mean Deviation of 0.76, and a Standard Deviation of 1.03.
Predicted Return Density |
| Returns |
What Drives Banque Cantonale's Price Volatility?
Several factors can influence Banque Cantonale's market volatility:Industry Dynamics
Sector-level events can directly affect Banque Cantonale's price stability. Regulatory changes, supply disruptions, or shifts in demand within Banque Cantonale's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Banque Cantonale.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Banque Cantonale's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Banque Cantonale. During periods of economic expansion, Banque Cantonale's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Banque Cantonale's Company-Specific Factors
Volatility can also stem from events unique to Banque Cantonale. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Banque Cantonale's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Banque Cantonale's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Banque Cantonale is 257.53. The daily returns are distributed with a variance of 1.11 and standard deviation of 1.06. The mean deviation of Banque Cantonale Vaudoise is currently at 0.78. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.37 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 1.05 | |
Ir | Information ratio | 0.40 |
Stock Return Volatility
Banque Cantonale daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 1.055% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8012% 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
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Risk-Adjusted Indicators
Surface-level performance for Banque Stock can mask how the business actually stacks up against its competitive set. A thorough review of Banque Cantonale's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SQN | 1.31 | -0.23 | 0.00 | 8.81 | 0.00 | 2.19 | 8.97 | |||
| LUKN | 0.85 | 0.28 | 0.27 | 13.64 | 0.78 | 1.92 | 7.04 | |||
| ZUGER | 0.54 | 0.26 | 0.46 | 1.85 | 0.00 | 1.14 | 2.26 | |||
| VZN | 1.08 | 0.05 | 0.05 | 0.08 | 1.42 | 2.18 | 7.79 | |||
| EFGN | 1.06 | -0.05 | 0.00 | -0.18 | 0.00 | 2.32 | 8.63 | |||
| CMBN | 1.12 | 0.01 | 0.02 | -0.01 | 1.72 | 2.57 | 11.14 | |||
| SGKN | 0.69 | 0.31 | 0.36 | 10.56 | 0.56 | 1.81 | 5.87 | |||
| LLBN | 0.96 | 0.32 | 0.26 | 6.44 | 1.03 | 2.12 | 8.91 |
Risk Metrics, Assumptions & Methodology
Volatility for Banque Cantonale measures return dispersion and uncertainty over time. Risk-adjusted exposure depends on dispersion and liquidity discipline. Banque Cantonale has a market cap of 10.34 B, P/E of 18.75, ROE of 10.88%.
This section for Banque Cantonale Vaudoise is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardBanque Cantonale Investment Opportunity
Recent data suggests that Banque Cantonale Vaudoise is meaningfully more volatile than Dow Jones Industrial, by roughly a 1.33x factor. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use Banque Cantonale Vaudoise to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. an unexpected upward trend. Watch out for market signals. Check odds of Banque Cantonale to be traded at ₣150.12 in 90 days.Very good diversification
Across the chosen horizon, BCVN and DJI show a correlation of -0.27 and fall into the Very good diversification bucket. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
Banque Cantonale Additional Risk Indicators
Secondary risk indicators for Banque Cantonale Vaudoise can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.2969 | |||
| Market Risk Adjusted Performance | 30.56 | |||
| Mean Deviation | 0.7641 | |||
| Downside Deviation | 0.7342 | |||
| Coefficient Of Variation | 268.19 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.05 |
Banque Cantonale Suggested Diversification Pairs
A pair strategy built around Banque Cantonale Vaudoise 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.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Banque Cantonale persists even in a well-constructed pair. The benefit is in offsetting Banque Cantonale's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Banque Cantonale Vaudoise.
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