bpost SANV Stock Volatility
| BPOSF Stock | USD 5.06 0.00 0.00% |
Across the last 3 months, bpost SANV continues to post relatively low price volatility. The current risk dynamics are reflected in 3 technical signals.
Sharpe Ratio = 0.0
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| BPOSF |
bpost SANV (BPOSF) operates as a public company with notable risk indicators data points. Moving average data indicates Bpost SA/NV is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to Bpost SA/NV's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Bpost SA/NV draws on both historical price data and forward-looking implied volatility. Periods of elevated Bpost SA/NV volatility are typically followed by calmer conditions, and vice versa.
Bpost |
Pink Sheet Volatility Analysis
Volatility describes the degree to which Bpost SA/NV pink sheet price fluctuates in either direction. It captures how much Bpost SA/NV's price fluctuates, helping investors set appropriate position sizes.
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This analysis covers sixty-one data points across the selected time horizon. Bpost SA/NV 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 a 90-day horizon Bpost SA/NV has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and Bpost SA/NV do not appear to be reactive.Bpost SA/NV remains sensitive to broader pink sheet market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. bpost SANV (BPOSF) operates as a public company with notable key financial metrics data points.
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What Drives Bpost SA/NV's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Industrials sector can move Bpost SA/NV's 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 Bpost SA/NV.Bpost SA/NV's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Bpost SA/NV's shares.Pink Sheet Return Volatility
Bpost SA/NV historical daily return volatility represents how much of Bpost SA/NV pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 0.0% 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
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 Bpost Pink Sheet do not always mean Bpost SA/NV 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AYAG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MRLWF | 1.01 | 0.41 | 0.40 | 3.24 | 0.00 | 4.46 | 11.83 | |||
| CFRLF | 0.30 | 0.14 | 0.00 | -2.18 | 0.00 | 0.00 | 8.62 | |||
| IGPPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VRRM | 1.38 | -0.56 | 0.00 | -1.54 | 0.00 | 2.09 | 17.39 | |||
| PLSNF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ITEPF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CTAGF | 0.63 | -0.17 | 0.00 | 0.12 | 0.00 | 0.00 | 34.01 | |||
| SILDF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TSMTF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Bpost SA/NV measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Bpost SA/NV has a market cap of 1.19 B, P/E of 5.22, ROE of 25.46%.
The analytics block for bpost SANV 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:
Rifka Kats - Member of Macroaxis Editorial BoardBpost SA/NV Investment Opportunity
Dow Jones Industrial is about 0.0 times more volatile than bpost SANV based on recent return behavior. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use bpost SANV to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a normal downward fluctuation but is a risky buy. Check odds of Bpost SA/NV to be traded at $5.01 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
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| WMT | Walmart Common Stock |
Bpost SA/NV Suggested Diversification Pairs
A pair strategy built around bpost SANV is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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 Bpost SA/NV 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. Bpost SA/NV'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, Bpost SA/NV'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 bpost SANV.
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