ROMIOS GOLD (Germany) Volatility
| D4R Stock | EUR 0.40 0.02 5.26% |
ROMIOS GOLD RES exhibits a very high volatility profile over the current measurement period. Measured over the selected window, ROMIOS GOLD RES has a Sharpe Ratio (Efficiency) of 0.15, indicating measured return efficiency over the last 3 months. We reviewed 28 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.1511
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | D4R | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 7.29 actual daily | 65 65% of assets are less volatile |
Expected Return
| 1.1 actual daily | 22 78% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
ROMIOS GOLD RES's financial profile includes a Market Risk Adjusted Performance of 7.0%, a Risk of 7.29, and a Risk Adjusted Performance of 0.1%. At about 11% of its historical trend bandwidth, ROMIOS GOLD is operating within prior boundaries. Its impact depends on correlation and volatility interaction.
Key indicators related to ROMIOS GOLD's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for ROMIOS GOLD positions requires understanding whether ROMIOS GOLD's elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for ROMIOS GOLD tends to persist longer than sentiment-driven spikes.
ROMIOS |
ROMIOS GOLD Volatility Strategy
ROMIOS GOLD RES return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 7.29% with a beta coefficient of 0.14, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.15, evaluates return per unit of total risk. An alpha value of 0.98 reflects performance relative to systematic market exposure. Expected return estimates near 1.1% 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 ROMIOS GOLD's market risk premium analysis include:
Beta 0.14 | Alpha 0.98 | Risk 7.29 | Sharpe Ratio 0.15 | Expected Return 1.1 |
Moving together with ROMIOS Stock
| 0.87 | JNJ | Johnson Johnson | PairCorr |
| 0.65 | RHO | ROCHE HLDG | PairCorr |
| 0.82 | CHV | CHEVRON | PairCorr |
| 0.72 | SSU | Samsung Electronics | PairCorr |
| 0.72 | SSU | Samsung Electronics | PairCorr |
| 0.66 | SSUN | Samsung Electronics | PairCorr |
| 0.67 | SSUN | Samsung Electronics | PairCorr |
| 0.77 | SJI | SPAREBANK 1 SMN | PairCorr |
| 0.68 | BREA | BANCO BRANDESCO SPADR | PairCorr |
| 0.81 | WF4 | WSFS FINL P | PairCorr |
| 0.8 | BMN | BM European Value | PairCorr |
Moving against ROMIOS Stock
| 0.89 | DAP | DANAHER | PairCorr |
| 0.8 | UNH | UnitedHealth Group | PairCorr |
| 0.77 | ITU | Intuit Inc | PairCorr |
| 0.76 | QCI | QUALCOMM (QCISG) | PairCorr |
| 0.57 | LLY | Eli Lilly | PairCorr |
| 0.54 | ABL | Abbott Laboratories | PairCorr |
| 0.48 | ASJA | PT Astra International | PairCorr |
| 0.46 | ASJA | ASTRA INTERNATIONAL | PairCorr |
| 0.36 | ISM | PT Indofood Sukses | PairCorr |
| 0.33 | ASJA | ASTRA INTERNATIONAL | PairCorr |
ROMIOS GOLD Sensitivity To Market
ROMIOS GOLD'sROMIOS GOLD demonstrates a beta of 0.14, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 7.29%.ROMIOS GOLD RES volatility can be described using downside deviation (9.57%), which captures negative-return intensity over the selected horizon. Sector rotation can change stock volatility even without company-specific events.
3 Months Beta |Analyze ROMIOS GOLD RES Demand TrendCheck current 90 days ROMIOS GOLD correlation with market (Dow Jones Industrial)ROMIOS GOLD Downside Risk
ROMIOS standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 7.29 |
Standard deviation of ROMIOS GOLD captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of ROMIOS GOLD's return distribution. ROMIOS GOLD RES's financial profile includes a Downside Deviation of 9.57, a Downside Variance of 91.64, and a Maximum Drawdown of 49.16.
ROMIOS GOLD RES Stock Volatility Analysis
Volatility is a core concept when evaluating ROMIOS GOLD as part of a diversified portfolio. The stock's historical price swings give investors a sense of how much risk ROMIOS GOLD's adds. Combining ROMIOS GOLD with lower-volatility assets can reduce overall portfolio risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. ROMIOS GOLD RES 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.
ROMIOS GOLD Projected Return Density Against Market
Assuming the 90-day trading horizon ROMIOS GOLD has a beta of 0.1397 suggesting as returns on the market go up, ROMIOS GOLD's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding ROMIOS GOLD RES is expected to be smaller as well.Market risk ties ROMIOS GOLD to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. ROMIOS GOLD RES's financial profile includes a Downside Deviation of 9.57, a Mean Deviation of 3.33, and a Semi Deviation of 3.00.
Predicted Return Density |
| Returns |
What Drives a ROMIOS GOLD Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.ROMIOS GOLD Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of ROMIOS GOLD is 661.85. The daily returns are distributed with a variance of 53.17 and standard deviation of 7.29. The mean deviation of ROMIOS GOLD RES is currently at 3.69. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.98 | |
β | Beta against Dow Jones | 0.14 | |
σ | Overall volatility | 7.29 | |
Ir | Information ratio | 0.14 |
ROMIOS GOLD Stock Return Volatility
ROMIOS GOLD historical daily return volatility represents how much of ROMIOS GOLD stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 7.2918% volatility of returns over a 90-day investment horizon. By contrast, Dow Jones Industrial accepts 0.7694% volatility on return distribution over a 90-day 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
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between ROMIOS Stock performing well and ROMIOS GOLD Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze ROMIOS GOLD'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SC3 | 1.85 | -0.16 | 0.00 | -0.34 | 0.00 | 3.36 | 15.59 | |||
| P3G | 1.05 | 0.04 | 0.02 | -0.34 | 1.31 | 2.35 | 10.82 | |||
| JATA | 1.07 | -0.06 | 0.00 | -26.50 | 0.00 | 1.92 | 14.99 | |||
| D3N | 1.20 | -0.08 | 0.00 | -0.34 | 0.00 | 2.41 | 9.70 | |||
| 14D | 2.88 | 0.06 | 0.00 | 0.00 | 4.30 | 5.88 | 56.92 | |||
| SC3 | 2.03 | -0.20 | 0.00 | 0.15 | 0.00 | 4.73 | 22.88 | |||
| GUG | 1.42 | 0.00 | 0.00 | -0.02 | 0.00 | 2.86 | 8.12 | |||
| 55O1 | 1.30 | -0.19 | 0.00 | -1.51 | 0.00 | 2.53 | 11.68 |
About ROMIOS GOLD Volatility Analysis
Volatility for ROMIOS GOLD measures return dispersion and uncertainty over time. Uncertainty impacts position sizing assumptions in portfolio models. ROMIOS GOLD has market cap of 7.15 M.
Unless otherwise specified, financial data for ROMIOS GOLD RES is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
ROMIOS GOLD Investment Opportunity
Measured over the selected horizon, ROMIOS GOLD RES carries roughly 9.47 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use ROMIOS GOLD RES to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Check odds of ROMIOS GOLD to be traded at €0.5 in 90 days.Significant diversification
Across the chosen horizon, D4R and DJI show a correlation of 0.04 and fall into the Significant diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
ROMIOS GOLD Additional Risk Indicators
Risk analysis around ROMIOS GOLD RES 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 | 0.1189 | |||
| Market Risk Adjusted Performance | 6.99 | |||
| Mean Deviation | 3.33 | |||
| Semi Deviation | 3.0 | |||
| Downside Deviation | 9.57 | |||
| Coefficient Of Variation | 700.23 | |||
| Standard Deviation | 6.9 |
ROMIOS GOLD Suggested Diversification Pairs
Pair trading with ROMIOS GOLD can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Alphabet vs. ROMIOS GOLD | ||
| Microsoft vs. ROMIOS GOLD | ||
| Ford vs. ROMIOS GOLD | ||
| Bank of America vs. ROMIOS GOLD | ||
| GM vs. ROMIOS GOLD | ||
| Visa vs. ROMIOS GOLD | ||
| Citigroup vs. ROMIOS GOLD | ||
| Walker Dunlop vs. ROMIOS GOLD | ||
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 ROMIOS GOLD 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. ROMIOS GOLD'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, ROMIOS GOLD'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 ROMIOS GOLD RES.
Additional Tools for ROMIOS Stock Analysis
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |