Clean Motion (Sweden) Volatility
| CLEMO Stock | SEK 0.09 -0.01 -5.98% |
Across the designated horizon, Clean Motion AB continues to post a high volatility profile. Clean Motion AB indicates a Sharpe Ratio (Efficiency) of -0.0717, reflecting poor reward-to-volatility behavior over the last 3 months. There are 22 technical indicators affecting the current volatility pattern.
Sharpe Ratio = -0.0717
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CLEMO |
Estimated Market Risk
| 6.76 actual daily | 60 60% of assets are less volatile |
Expected Return
| -0.48 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Clean Motion AB posted a Market Risk Adjusted Performance of 1.3%, a Risk of 6.76, and a Risk Adjusted Performance of -0.05% for the reported period. Monthly data shows Clean Motion is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to Clean Motion's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Clean Motion's beta measures how much Clean Motion's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Clean Motion's risk is primarily market-driven or company-specific.
Clean |
Volatility Strategy
Volatility in Clean Motion AB contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 6.76% with a beta coefficient of -0.34, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0717, evaluates return per unit of total risk. An alpha value of -0.44 reflects performance relative to systematic market exposure. Expected return estimates near -0.48% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Valuation adjustments may drive price swings.
Main indicators related to Clean Motion's market risk premium analysis include:
Beta -0.34 | Alpha -0.44 | Risk 6.76 | Sharpe Ratio -0.07 | Expected Return -0.48 |
Moving together with Clean Stock
| 0.69 | VOLCAR-B | Volvo Car AB | PairCorr |
| 0.82 | ONCO | Oncopeptides AB | PairCorr |
| 0.67 | SOLNA | Solnaberg Property | PairCorr |
Moving against Clean Stock
| 0.72 | TAGM-B | TagMaster AB Series | PairCorr |
| 0.71 | ATT | AT&Tendo AB | PairCorr |
| 0.67 | NILS | Nilsson Special Vehicles | PairCorr |
| 0.67 | MOB | Moberg Pharma AB | PairCorr |
| 0.65 | SAAB-B | Saab AB | PairCorr |
| 0.64 | INVE-A | Investor AB ser | PairCorr |
Sensitivity To Market
Clean Motion AB relative market sensitivity is quantified by its beta value of -0.34. This regression-derived coefficient reflects systematic risk. Total return variability is about 6.76%.This summary describes how Clean Motion AB has moved rather than why it moved. Standard deviation is near 6.33% and downside deviation is near 0.0%. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze Clean Motion AB Demand TrendCheck current 90 days Clean Motion correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Clean is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 6.76 |
For investors in Clean Motion, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Clean Motion's returns. Clean Motion AB posted a Maximum Drawdown of 34.29 for the reported period.
Stock Volatility Analysis
Analyzing Clean Motion volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Clean Motion's stock price during volatile periods can trigger margin calls or forced exits.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Clean Motion AB 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 Clean Motion AB has a beta of -0.3414 suggesting that as returns on the benchmark increase, returns on Clean Motion tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Clean Motion AB is likely to outperform the market.Clean Motion remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Clean Motion AB posted a Mean Deviation of 3.81 and a Standard Deviation of 6.33 for the reported period.
Predicted Return Density |
| Returns |
What Drives Clean Motion's Price Volatility?
Several factors can influence Clean Motion's market volatility:Industry Dynamics
Sector-level events can directly affect Clean Motion's price stability. Regulatory changes, supply disruptions, or shifts in demand within Clean Motion'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 Clean Motion.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Clean Motion's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Clean Motion. During periods of economic expansion, Clean Motion's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Clean Motion's Company-Specific Factors
Volatility can also stem from events unique to Clean Motion. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Clean Motion's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Clean Motion's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Clean Motion is -1394.98. The daily returns are distributed with a variance of 45.64 and standard deviation of 6.76. The mean deviation of Clean Motion AB is currently at 4.3. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.4447 | |
β | Beta against Dow Jones | -0.3414 | |
σ | Overall volatility | 6.76 | |
Ir | Information ratio | -0.0646 |
Stock Return Volatility
Clean Motion historical daily return volatility represents how much of Clean Motion stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 6.7559% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8013% 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
There is a big difference between Clean Stock performing well and Clean Motion Company doing well as a business compared to the competition. A thorough review of Clean Motion'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NILS | 3.49 | 0.66 | 0.11 | 0.80 | 4.44 | 10.19 | 28.11 | |||
| BUY | 1.97 | -0.30 | 0.00 | -1.28 | 0.00 | 4.92 | 14.48 | |||
| REFINE | 8.09 | 0.99 | 0.11 | -0.23 | 7.47 | 20.00 | 96.31 | |||
| HOTEL | 7.40 | -0.86 | 0.00 | -2.05 | 0.00 | 20.00 | 63.68 |
Risk Metrics, Assumptions & Methodology
Volatility for Clean Motion measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Clean Motion has a market cap of 57.3 M, ROE of -20.57%.
The analytics block for Clean Motion AB 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 BoardClean Motion Investment Opportunity
Recent data suggests that Clean Motion AB is meaningfully more volatile than Dow Jones Industrial, by roughly a 8.45x factor. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Clean Motion AB to protect your portfolios 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 very speculative upward sentiment. Check odds of Clean Motion to be traded at kr0.0881 in 90 days.Modest diversification
CLEMO currently posts a 0.2 correlation with DJI, indicating a Modest diversification relationship for the active sample. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Clean Motion Additional Risk Indicators
A broader risk-indicator set for Clean Motion AB can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | 1.29 | |||
| Mean Deviation | 3.81 | |||
| Coefficient Of Variation | -1,487 | |||
| Standard Deviation | 6.33 | |||
| Variance | 40.05 | |||
| Information Ratio | -0.06 |
Clean Motion Suggested Diversification Pairs
A pair strategy built around Clean Motion AB 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 Clean Motion 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. Clean Motion'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, Clean Motion'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 Clean Motion AB.
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