EAM Solar (Norway) Volatility
| EAM Stock | NOK 1.50 0.46 44.23% |
EAM Solar ASA now displays a very high volatility profile across the designated horizon. EAM Solar ASA currently reflects a Sharpe Ratio (Efficiency) of 0.12, confirming positive risk-adjusted behavior over the last 3 months. We observed 29 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = 0.1164
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Estimated Market Risk
| 18.99 actual daily | 96 96% of assets are less volatile |
Expected Return
| 2.21 actual daily | 44 56% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
For EAM Solar ASA, recent data highlights a Market Risk Adjusted Performance of -2.4%, a Risk of 18.99, and a Risk Adjusted Performance of 0.1%. EAM Solar is tracking at approximately 9% of its historical trend range. Within a diversified framework, contribution depends on allocation size.
Key indicators related to EAM Solar's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for EAM Solar can be decomposed into systematic risk (driven by broad market conditions) and idiosyncratic risk (driven by EAM Solar's company-specific factors). Beta captures the systematic component, while total standard deviation captures both.
EAM |
Volatility Strategy
Market cycles can shift how EAM Solar ASA participates in overall return dispersion. Current statistical measures show total volatility near 18.99% with a beta coefficient of -0.93, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.12, evaluates return per unit of total risk. An alpha value of 2.16 reflects performance relative to systematic market exposure. Expected return estimates near 2.21% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to EAM Solar's market risk premium analysis include:
Beta -0.93 | Alpha 2.16 | Risk 18.99 | Sharpe Ratio 0.12 | Expected Return 2.21 |
Moving together with EAM Stock
Moving against EAM Stock
Sensitivity To Market
EAM Solar shows a beta coefficient of -0.93, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 18.99%.This overview focuses on observed volatility for EAM Solar ASA and how returns have fluctuated. Downside deviation currently reads near 10.94%. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze EAM Solar ASA Demand TrendCheck current 90 days EAM Solar correlation with market (Dow Jones Industrial)Downside Risk
EAM standard deviation measures daily price dispersion from the mean, providing a proxy for volatility over the selected time period. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 18.99 |
Upside and downside risks in EAM Solar are not symmetric. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only the loss risk in EAM Solar's daily returns. For EAM Solar ASA, recent data highlights a Downside Deviation of 10.94, a Downside Variance of 119.69, and a Maximum Drawdown of 155.71.
Stock Volatility Analysis
Market participants monitor EAM Solar volatility to assess the stock's price stability. When EAM Solar's volatility is elevated, prices can swing by several percentage points in a single session. Sustained low volatility in EAM Solar typically signals a stable trading environment.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. EAM Solar ASA 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 EAM Solar ASA has a beta of -0.9307 suggestingRisk assessment for EAM Solar separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. For EAM Solar ASA, recent data highlights a Downside Deviation of 10.94, a Mean Deviation of 9.29, and a Semi Deviation of 8.57.
Predicted Return Density |
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What Drives EAM Solar's Price Volatility?
Several factors can influence EAM Solar's market volatility:Industry Dynamics
Sector-level events can directly affect EAM Solar's price stability. Regulatory changes, supply disruptions, or shifts in demand within EAM Solar'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 EAM Solar.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for EAM Solar's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward EAM Solar. During periods of economic expansion, EAM Solar's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.EAM Solar's Company-Specific Factors
Volatility can also stem from events unique to EAM Solar. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in EAM Solar's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on EAM Solar's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of EAM Solar is 859.0. The daily returns are distributed with a variance of 360.53 and standard deviation of 18.99. The mean deviation of EAM Solar ASA is currently at 9.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 2.16 | |
β | Beta against Dow Jones | -0.9307 | |
σ | Overall volatility | 18.99 | |
Ir | Information ratio | 0.12 |
Stock Return Volatility
EAM Solar daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 18.9877% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8012% 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
Surface-level performance for EAM Stock can mask how the business actually stacks up against its competitive set. Risk-adjusted metrics allow investors to compare EAM Solar's efficiency and downside exposure against peers in a more meaningful way. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TINDE | 0.72 | -0.01 | 0.02 | 0.01 | 1.41 | 1.68 | 9.14 | |||
| NORDH | 2.68 | -0.30 | 0.00 | 1.56 | 0.00 | 7.41 | 26.89 | |||
| ROGS | 0.73 | 0.16 | 0.22 | -3.45 | 0.67 | 1.78 | 4.95 | |||
| XPLRA | 1.66 | 0.08 | 0.04 | 0.10 | 2.00 | 4.55 | 10.33 | |||
| AASB | 1.41 | -0.02 | 0.00 | -0.08 | 0.00 | 3.41 | 8.57 | |||
| TECH | 1.66 | -0.12 | 0.00 | 0.27 | 0.00 | 3.70 | 11.72 | |||
| NOFIN | 1.61 | 0.17 | 0.08 | 0.21 | 1.88 | 2.91 | 18.22 | |||
| OTL | 1.23 | 0.37 | 0.34 | -1.80 | 0.73 | 3.69 | 8.26 |
Risk Metrics, Assumptions & Methodology
Volatility for EAM Solar measures return dispersion and uncertainty over time. Swing amplitude frames exposure planning and risk limits. EAM Solar has a market cap of 32.89 M, ROE of -27.3%.
Data shown for EAM Solar ASA is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardEAM Solar Investment Opportunity
EAM Solar ASA is about 23.74 times more volatile than Dow Jones Industrial based on recent return behavior. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use EAM Solar ASA to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Check odds of EAM Solar to be traded at 1.875 in 90 days.Very weak diversification
For the present investment horizon, the measured correlation between EAM and DJI stands at 0.48, or Very weak diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
EAM Solar Additional Risk Indicators
A broader risk-indicator set for EAM Solar ASA can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.1046 | |||
| Market Risk Adjusted Performance | -2.35 | |||
| Mean Deviation | 9.29 | |||
| Semi Deviation | 8.57 | |||
| Downside Deviation | 10.94 | |||
| Coefficient Of Variation | 831.81 | |||
| Standard Deviation | 18.38 |
EAM Solar Suggested Diversification Pairs
A pair strategy built around EAM Solar ASA is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for EAM Solar persists even in a well-constructed pair. The benefit is in offsetting EAM Solar's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of EAM Solar ASA.
More Resources for EAM Stock Analysis
Other Information on Investing in EAM Stock
EAM Solar financial ratios provide valuation context across profits, cash flow, and enterprise value. They help compare EAM across measures in a consistent way.