DocMorris (Switzerland) Volatility
| DOCM Stock | 3.98 -0.04 -1.00% |
DocMorris AG operates with relatively low price volatility across the last 3 months. The latest risk read is supported by 22 technical indicators. The current volatility profile reflects observed data across the selected window.
Sharpe Ratio = -0.1369
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DOCM |
Estimated Market Risk
| 4.12 actual daily | 36 64% of assets are more volatile |
Expected Return
| -0.56 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
DocMorris AG (DOCM.SW) recorded a Market Risk Adjusted Performance of -1.5%, a Risk of 4.12, and a Risk Adjusted Performance of -0.1%. Based on recent moving average trends, DocMorris has not achieved its theoretical performance maximum. If added to a well-diversified portfolio, the total return can be enhanced and market risk reduced. Even underperforming assets like DocMorris can improve portfolio efficiency through low correlation.
Key indicators related to DocMorris' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of DocMorris determines how much DocMorris' price can move in either direction. It is a statistical measure of the distribution of DocMorris daily returns, calculated using variance and standard deviation. DocMorris volatility measures the statistical dispersion of DocMorris' daily returns using variance and standard deviation.
DocMorris |
Volatility Strategy
Historical price movement in DocMorris AG provides context for allocation sensitivity. Current statistical measures show total volatility near 4.12% with a beta coefficient of 0.3, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.14, evaluates return per unit of total risk. An alpha value of -0.42 reflects performance relative to systematic market exposure. Expected return estimates near -0.56% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.
Main indicators related to DocMorris' market risk premium analysis include:
Beta 0.3 | Alpha -0.42 | Risk 4.12 | Sharpe Ratio -0.14 | Expected Return -0.56 |
Moving together with DocMorris Stock
Moving against DocMorris Stock
| 0.84 | BCVN | Banque Cantonale Vaudoise | PairCorr |
| 0.75 | GRKP | Graubuendner Kantonalbank | PairCorr |
| 0.74 | BCJ | Banque Cantonale | PairCorr |
| 0.73 | PLAN | Plazza AG | PairCorr |
| 0.7 | BCGE | Banque Cantonale | PairCorr |
| 0.69 | SCMN | Swisscom AG | PairCorr |
| 0.65 | GLW | Corning | PairCorr |
| 0.62 | ELMN | Elma Electronic AG | PairCorr |
| 0.53 | STGN | Starrag Group Holding | PairCorr |
| 0.46 | ALLN | Allreal Holding | PairCorr |
Sensitivity To Market
Beta modeling for DocMorris AG results in a coefficient of 0.3, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 4.12%.DocMorris AG volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 3.97%. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
3 Months Beta |Analyze DocMorris AG Demand TrendCheck current 90 days DocMorris correlation with market (Dow Jones Industrial)Downside Risk
DocMorris standard deviation quantifies the typical daily price movement relative to its average over your selected period. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. This measure counts all price dispersion as risk for DocMorris, including returns above the mean.
Standard Deviation | 4.12 |
The difference between upside risk and downside risk is meaningful for DocMorris investors. Upside risk is represented by DocMorris's standard deviation, while downside risk is measured by semi-deviation of DocMorris' returns. Downside deviation isolates the true loss risk in DocMorris' daily returns from positive price moves. DocMorris AG (DOCM.SW) recorded a Maximum Drawdown of 21.61.
Stock Volatility Analysis
When measuring the risk of DocMorris stock, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with DocMorris' price changes. DocMorris stock price can fluctuate significantly over short periods, a phenomenon measured by volatility.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. DocMorris AG 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 DocMorris has a beta of 0.2984 suggesting as returns on the market go up, DocMorris's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding DocMorris AG is expected to be smaller as well.DocMorris reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. DocMorris AG (DOCM.SW) recorded a Mean Deviation of 2.68 and a Standard Deviation of 3.97.
Predicted Return Distribution |
| Density |
What Drives DocMorris' Price Volatility?
Industry Dynamics
Sector-level catalysts in the Consumer Staples Distribution & Retail sector often set the baseline volatility regime for DocMorris.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.DocMorris' Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for DocMorris'.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of DocMorris is -730.68. The daily returns are distributed with a variance of 17.01 and standard deviation of 4.12. The mean deviation of DocMorris AG is currently at 2.79. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.4215 | |
β | Beta against Dow Jones | 0.30 | |
σ | Overall volatility | 4.12 | |
Ir | Information ratio | -0.0949 |
Stock Return Volatility
DocMorris daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 4.1247% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8484% 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
Return momentum in DocMorris Stock is more useful when tested against peer-relative fundamentals and risk. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VBSN | 1.32 | 0.02 | 0.03 | -0.02 | 1.63 | 2.88 | 8.66 | |||
| CLTN | 1.44 | -0.18 | 0.00 | -5.80 | 0.00 | 2.90 | 12.85 | |||
| NWRN | 2.84 | -0.37 | 0.00 | -0.33 | 0.00 | 6.60 | 16.79 | |||
| SANN | 2.77 | 0.35 | 0.11 | 0.39 | 2.93 | 6.30 | 18.11 | |||
| MOLN | 2.78 | 0.01 | 0.04 | -0.07 | 3.48 | 6.55 | 24.66 | |||
| ASCN | 2.22 | 0.60 | 0.30 | 0.90 | 1.69 | 8.82 | 22.09 | |||
| SHLTN | 2.30 | -0.09 | 0.00 | 0.63 | 0.00 | 4.59 | 19.15 | |||
| ADXN | 2.87 | -0.33 | 0.00 | -0.26 | 0.00 | 7.94 | 27.15 | |||
| EVE | 4.16 | 0.22 | 0.04 | 0.25 | 4.97 | 8.14 | 25.46 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for DocMorris defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Position sizing should account for historical drawdown severity, not just average dispersion. DocMorris has a market cap of 193.42 M, ROE of -35.88%.
Unless otherwise specified, data for DocMorris AG 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:
Rifka Kats - Member of Macroaxis Editorial BoardDocMorris Investment Opportunity
Recent data suggests that DocMorris AG is meaningfully more volatile than Dow Jones Industrial, by roughly a 4.85x factor. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use DocMorris AG 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a moderate downward daily trend and can be a good diversifier. Check odds of DocMorris to be traded at 3.9 in 90 days.Poor diversification
DocMorris currently posts a 0.76 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
DocMorris Additional Risk Indicators
Looking at additional risk metrics for DocMorris AG frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.08 | |||
| Market Risk Adjusted Performance | -1.47 | |||
| Mean Deviation | 2.68 | |||
| Coefficient Of Variation | -922.82 | |||
| Standard Deviation | 3.97 | |||
| Variance | 15.78 | |||
| Information Ratio | -0.09 |
DocMorris Suggested Diversification Pairs
Pair trading with DocMorris can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for DocMorris persists even in a well-constructed pair. The benefit is in offsetting DocMorris' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of DocMorris AG.
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