Fastned BV (Netherlands) Volatility
| FAST Stock | EUR 21.25 -0.25 -1.16% |
Across the designated horizon, Fastned BV continues to post a low volatility profile. Fastned BV posts a Sharpe Ratio (Efficiency) of 0.0514, reflecting healthy reward-to-volatility behavior over the last 3 months. There are 29 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.0514
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Estimated Market Risk
| 1.29 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
For Fastned BV, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 1.29, and a Risk Adjusted Performance of 0.02%. Monthly data indicates Fastned BV is positioned around 4% of its historical movement range. In a well-diversified portfolio, overall dispersion would reflect cross-asset dynamics.
Key indicators related to Fastned BV's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Fastned BV's beta measures how much Fastned BV's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Fastned BV's risk is primarily market-driven or company-specific.
Fastned |
Volatility Strategy
Volatility in Fastned BV contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.29% with a beta coefficient of 0.092, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0514, evaluates return per unit of total risk. An alpha value of 0.02 reflects performance relative to systematic market exposure. Expected return estimates near 0.0661% 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 Fastned BV's market risk premium analysis include:
Beta 0.092 | Alpha 0.02 | Risk 1.29 | Sharpe Ratio 0.0514 | Expected Return 0.0661 |
Moving together with Fastned Stock
Sensitivity To Market
Fastned BV'sFastned BV relative market sensitivity is quantified by its beta value of 0.092. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.29%.This summary describes how Fastned BV has moved rather than why it moved. Standard deviation is near 1.27% and downside deviation is near 1.45%. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze Fastned BV Demand TrendCheck current 90 days Fastned BV correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Fastned 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 | 1.29 |
For investors in Fastned BV, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Fastned BV's returns. For Fastned BV, recent data highlights a Downside Deviation of 1.45, a Downside Variance of 2.09, and a Maximum Drawdown of 6.84.
Stock Volatility Analysis
Analyzing Fastned BV volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Fastned BV's stock price during volatile periods can trigger margin calls or forced exits.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Fastned BV 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.
Fastned BV Projected Return Density Against Market
Assuming the 90-day trading horizon Fastned BV has a beta of 0.092 . This usually indicates as returns on the market go up, Fastned BV's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Fastned BV is expected to be smaller as well.Fastned BV remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. For Fastned BV, recent data highlights a Downside Deviation of 1.45, a Mean Deviation of 1.00, and a Semi Deviation of 1.31.
Predicted Return Density |
| Returns |
What Drives a Fastned BV 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.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Fastned BV is 1947.37. The daily returns are distributed with a variance of 1.66 and standard deviation of 1.29. The mean deviation of Fastned BV is currently at 1.02. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | 0.09 | |
σ | Overall volatility | 1.29 | |
Ir | Information ratio | 0.05 |
Stock Return Volatility
Fastned BV historical daily return volatility represents how much of Fastned BV stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 1.2881% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
| 0.85 | -0.95 | -0.76 | -0.71 | ALX | ||
| 0.85 | -0.86 | -0.84 | -0.86 | KENDR | ||
| -0.95 | -0.86 | 0.79 | 0.71 | QEV | ||
| -0.76 | -0.84 | 0.79 | 0.85 | EBUS | ||
| -0.71 | -0.86 | 0.71 | 0.85 | CABKA | ||
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 Fastned Stock performing well and Fastned BV 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 Fastned BV'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ALX | 1.96 | 0.21 | 0.10 | -0.93 | 2.00 | 5.00 | 12.07 | |||
| KENDR | 1.09 | 0.27 | 0.24 | 16.06 | 0.96 | 2.67 | 7.96 | |||
| QEV | 0.04 | -0.03 | 0.00 | 1.35 | 0.00 | 0.00 | 0.74 | |||
| EBUS | 2.26 | -0.50 | 0.00 | -9.90 | 0.00 | 2.94 | 20.32 | |||
| CABKA | 1.58 | -0.34 | 0.00 | 3.29 | 0.00 | 4.14 | 11.21 |
Risk Metrics, Assumptions & Methodology
Volatility for Fastned BV measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Fastned BV has a market cap of 409.88 M, ROE of -27.9%.
The analytics block for Fastned BV 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:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardFastned BV Investment Opportunity
Measured over the selected horizon, Fastned BV carries roughly 1.63 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 Fastned BV to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Fastned BV to be traded at €20.61 in 90 days.Weak diversification
Across the chosen horizon, FAST and DJI show a correlation of 0.3 and fall into the Weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Fastned BV Additional Risk Indicators
Risk analysis around Fastned BV 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 | 0.0199 | |||
| Market Risk Adjusted Performance | 0.1824 | |||
| Mean Deviation | 1.0 | |||
| Semi Deviation | 1.31 | |||
| Downside Deviation | 1.45 | |||
| Coefficient Of Variation | 4901.93 | |||
| Standard Deviation | 1.27 |
Fastned BV Suggested Diversification Pairs
Pair trading with Fastned BV 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.
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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 Fastned BV 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. Fastned BV'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, Fastned BV'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 Fastned BV.
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