Cadeler AS Stock Volatility
| CDLR Stock | 23.79 -0.24 -1.00% |
Cadeler AS keeps a moderate volatility profile over the selected analytical period. The current Sharpe Ratio (Efficiency) for Cadeler AS is 0.17, implying constructive risk-adjusted performance over the last 3 months. Current risk dynamics are supported by 29 technical indicators.
Sharpe Ratio = 0.1737
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Cadeler AS reported a Market Risk Adjusted Performance of 0.4%, a Risk of 2.59, and a Risk Adjusted Performance of 0.2%. Based on moving average positioning, Cadeler AS is functioning near 13% of its previously observed return span. Portfolio interaction determines incremental risk-adjusted impact.
Key indicators related to Cadeler AS's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Comparing Cadeler AS's current volatility against its historical average helps investors identify whether Cadeler AS is in a period of elevated or suppressed risk. Elevated volatility often coincides with uncertainty about earnings, regulatory changes, or macro conditions.
Volatility Strategy
Cadeler AS fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 2.59% with a beta coefficient of 1.07, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.17, evaluates return per unit of total risk. An alpha value of 0.55 reflects performance relative to systematic market exposure. Expected return estimates near 0.45% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Equity volatility may reflect changes in growth expectations.
Main indicators related to Cadeler AS's market risk premium analysis include:
Beta 1.07 | Alpha 0.55 | Risk 2.59 | Sharpe Ratio 0.17 | Expected Return 0.45 |
Moving together with Cadeler Stock
| 0.73 | 37H | Global Ship Lease | PairCorr |
| 0.86 | DAC | Danaos | PairCorr |
| 0.96 | DSX | Diana Shipping | PairCorr |
| 0.84 | GSL | Global Ship Lease | PairCorr |
| 0.74 | PXS | Pyxis Tankers | PairCorr |
| 0.72 | ZIM | ZIM Integrated Shipping | PairCorr |
| 0.75 | B3O | Nordic American Tankers | PairCorr |
| 0.87 | GNU1 | Genco Shipping Trading | PairCorr |
| 0.76 | SZL | SOLSTAD OFFSHORE | PairCorr |
| 0.71 | PSIG | PS International | PairCorr |
| 0.9 | WTE | Westshore Terminals | PairCorr |
| 0.78 | SZL | Solstad Offshore ASA | PairCorr |
| 0.8 | SHIP | Seanergy Maritime | PairCorr |
| 0.77 | CMRE | Costamare | PairCorr |
Moving against Cadeler Stock
Sensitivity To Market
Market sensitivity for Cadeler AS is expressed through a beta of 1.07, based on regression between asset returns and market returns. Total price dispersion is near 2.59%.Cadeler AS price movement reflects recent variability that can be tracked through standard deviation (2.54%) and downside deviation (2.39%). Equity volatility often increases when trading volume rises and spreads widen in fast markets.
3 Months Beta |Analyze Cadeler AS Demand TrendCheck current 90 days Cadeler AS correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation is the primary measure of Cadeler daily price volatility relative to its mean over a specified period. High values reflect high volatility; low values reflect a stable price pattern.
Standard Deviation | 2.59 |
An important distinction for Cadeler AS investors is between standard deviation (total volatility, including upside) and downside deviation, which measures only the risk of loss in Cadeler AS's returns. Cadeler AS reported a Downside Deviation of 2.39, a Downside Variance of 5.72, and a Maximum Drawdown of 14.52.
Stock Volatility Analysis
Tracking Cadeler AS volatility helps market participants understand the degree of price uncertainty. Sharp price swings in Cadeler AS's stock often accompany major news events, earnings announcements, or macro shifts.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Cadeler AS 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
Given the investment horizon of 90 days Cadeler AS has a beta of 1.0738 suggesting Cadeler AS market returns are sensible to returns on the market. As the market goes up or down, Cadeler AS is expected to follow.Cadeler AS combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. Cadeler AS reported a Downside Deviation of 2.39, a Mean Deviation of 1.83, and a Semi Deviation of 2.02.
Predicted Return Density |
| Returns |
What Drives Cadeler AS's Price Volatility?
Several factors can influence Cadeler AS's market volatility:Industry Dynamics
Sector-level events can directly affect Cadeler AS's price stability. Regulatory changes, supply disruptions, or shifts in demand within Cadeler AS'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 Cadeler AS.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Cadeler AS's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Cadeler AS. During periods of economic expansion, Cadeler AS's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Cadeler AS's Company-Specific Factors
Volatility can also stem from events unique to Cadeler AS. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Cadeler AS's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Cadeler AS's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Cadeler AS is 575.6. The daily returns are distributed with a variance of 6.7 and standard deviation of 2.59. The mean deviation of Cadeler AS is currently at 1.87. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.55 | |
β | Beta against Dow Jones | 1.07 | |
σ | Overall volatility | 2.59 | |
Ir | Information ratio | 0.21 |
Stock Return Volatility
Volatility for Cadeler AS quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 2.5892% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.87 | 0.84 | 0.87 | 0.17 | 0.77 | 0.93 | CMRE | ||
| 0.87 | 0.96 | 0.96 | 0.13 | 0.87 | 0.95 | NMM | ||
| 0.84 | 0.96 | 0.92 | -0.05 | 0.89 | 0.95 | DAC | ||
| 0.87 | 0.96 | 0.92 | 0.28 | 0.79 | 0.92 | CMBT | ||
| 0.17 | 0.13 | -0.05 | 0.28 | -0.15 | 0.02 | ENR | ||
| 0.77 | 0.87 | 0.89 | 0.79 | -0.15 | 0.89 | ZIM | ||
| 0.93 | 0.95 | 0.95 | 0.92 | 0.02 | 0.89 | GSL | ||
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
Cadeler AS Company may look attractive on headline returns alone, but deeper analysis often tells a different story. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Cadeler AS'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CMRE | 1.56 | 0.06 | 0.07 | -0.41 | 2.09 | 3.00 | 9.82 | |||
| NMM | 1.67 | 0.47 | 0.25 | 0.72 | 1.73 | 4.05 | 8.86 | |||
| DAC | 1.13 | 0.36 | 0.28 | 0.45 | 1.16 | 2.47 | 6.83 | |||
| CMBT | 2.10 | 0.49 | 0.23 | 0.65 | 2.09 | 4.52 | 13.95 | |||
| ENR | 2.05 | -0.22 | 0.00 | -0.38 | 0.00 | 3.92 | 11.46 | |||
| ZIM | 2.78 | 0.69 | 0.22 | 0.34 | 2.49 | 5.78 | 28.64 | |||
| GSL | 1.37 | 0.13 | 0.11 | 1.88 | 1.74 | 2.60 | 7.31 |
Risk Metrics, Assumptions & Methodology
Volatility for Cadeler AS measures return dispersion and uncertainty over time. Return spread influences portfolio contribution and drawdown risk. Cadeler AS has a market cap of 2.11 B, ROE of 20.91%.
Unless otherwise specified, data for Cadeler AS is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardCadeler AS Investment Opportunity
Measured over the selected horizon, Cadeler AS carries roughly 3.12 times the return volatility of Dow Jones Industrial. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Cadeler AS to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a moderate downward daily trend and can be a good diversifier. Check odds of Cadeler AS to be traded at 23.31 in 90 days.Average diversification
The correlation between CDLR and DJI is 0.19, which Macroaxis classifies as Average diversification for the selected horizon. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Cadeler AS Additional Risk Indicators
Risk analysis around Cadeler AS becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.1527 | |||
| Market Risk Adjusted Performance | 0.4345 | |||
| Mean Deviation | 1.83 | |||
| Semi Deviation | 2.02 | |||
| Downside Deviation | 2.39 | |||
| Coefficient Of Variation | 545.21 | |||
| Standard Deviation | 2.54 |
Cadeler AS Suggested Diversification Pairs
Pair trading with Cadeler AS can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
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Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Cadeler AS's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Cadeler AS's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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