FedEx (Germany) Volatility
| FDX Stock | EUR 338.30 5.40 1.62% |
FedEx remains associated with low price volatility over the last 3 months. The current Sharpe ratio for FedEx is 0.25, demonstrating favorable reward-to-risk behavior over the last 3 months. Current risk dynamics are supported by 30 technical indicators.
Sharpe Ratio = 0.252
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Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.55 actual daily | 11 89% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 20 80% of assets perform better |
FedEx posted a Market Risk Adjusted Performance of 2.0%, a Risk of 2.19, and a Risk Adjusted Performance of 0.2% for the reported period. Based on monthly moving average positioning, FedEx is operating near 20% of its observed historical performance range. In portfolio analysis, diversification may alter its risk-adjusted contribution. Diversification changes its relative contribution to total variance in a mixed allocation.
Key indicators related to FedEx's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
FedEx Stock volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about FedEx's future price, while lower volatility suggests more predictable behavior. The volatility of FedEx is a critical input for portfolio construction and diversification.
FedEx |
Volatility Strategy
FedEx return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 2.19% with a beta coefficient of 0.26, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.25, evaluates return per unit of total risk. An alpha value of 0.55 reflects performance relative to systematic market exposure. Expected return estimates near 0.55% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Equity volatility may reflect changes in growth expectations.
Main indicators related to FedEx's market risk premium analysis include:
Beta 0.26 | Alpha 0.55 | Risk 2.19 | Sharpe Ratio 0.25 | Expected Return 0.55 |
Moving together with FedEx Stock
| 0.86 | KSF1 | SHINHAN FINL ADR1 | PairCorr |
| 0.84 | 2WGA | WOORI FIN GRP | PairCorr |
| 0.9 | KBIA | KB Financial Group | PairCorr |
| 0.84 | TA2 | PT Bank Tabungan | PairCorr |
| 0.81 | H0O | REVO INSURANCE SPA | PairCorr |
| 0.97 | TEY | TERADYNE | PairCorr |
| 0.71 | GS2C | GameStop Corp Earnings Call Tomorrow | PairCorr |
| 0.94 | 8SF | SLIGRO FOOD GROUP | PairCorr |
| 0.82 | SDRC | SCOR SE | PairCorr |
| 0.75 | PKE | Park Aerospace Corp | PairCorr |
| 0.89 | HCM | Hitachi Construction | PairCorr |
| 0.93 | TPA1 | Orange Polska SA | PairCorr |
| 0.74 | HLH | Hongkong Land Holdings | PairCorr |
| 0.66 | NAK | NAK Stoffe AG | PairCorr |
| 0.78 | SDRC | SCOR SE | PairCorr |
Moving against FedEx Stock
Sensitivity To Market
FedEx market-relative volatility is reflected in its beta of 0.26. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 2.19%.FedEx has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 2.13%. Equity volatility often increases when trading volume rises and spreads widen in fast markets.
3 Months Beta |Analyze FedEx Demand TrendCheck current 90 days FedEx correlation with market (Dow Jones Industrial)Downside Risk
FedEx standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Standard deviation for FedEx provides a statistical measure of daily price variability relative to the mean.
Standard Deviation | 2.19 |
It is essential to understand the difference between upside risk and downside risk for FedEx. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in FedEx's daily returns. Investors analyzing FedEx should consider both total and downside risk metrics. FedEx posted a Downside Deviation of 1.69, a Downside Variance of 2.86, and a Maximum Drawdown of 11.88 for the reported period.
Stock Volatility Analysis
Volatility refers to the frequency at which FedEx stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock. A stock with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. FedEx 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 a 90-day horizon FedEx has a beta of 0.2603 . This usually indicates as returns on the market go up, FedEx's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding FedEx is expected to be smaller as well.Both systematic and unsystematic risks influence FedEx. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. FedEx posted a Downside Deviation of 1.69, a Mean Deviation of 1.49, and a Semi Deviation of 1.31 for the reported period.
Predicted Return Density |
| Returns |
What Drives FedEx's Price Volatility?
Several factors can influence FedEx's market volatility:Industry Dynamics
Sector-level events can directly affect FedEx's price stability. Regulatory changes, supply disruptions, or shifts in demand within FedEx'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 FedEx.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for FedEx's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward FedEx. During periods of economic expansion, FedEx's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.FedEx's Company-Specific Factors
Volatility can also stem from events unique to FedEx. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in FedEx's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on FedEx's share price.Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of FedEx is 396.9. The daily returns are distributed with a variance of 4.79 and standard deviation of 2.19. The mean deviation of FedEx is currently at 1.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.55 | |
β | Beta against Dow Jones | 0.26 | |
σ | Overall volatility | 2.19 | |
Ir | Information ratio | 0.29 |
Stock Return Volatility
FedEx historical daily return volatility represents how much of FedEx stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 2.1897% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8388% 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 FedEx Stock performing well and FedEx Company doing well as a business compared to the competition. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| A1G | 2.53 | -0.41 | 0.00 | -0.58 | 0.00 | 4.22 | 15.12 | |||
| I43 | 1.94 | 0.24 | 0.09 | 0.13 | 2.34 | 5.75 | 11.57 | |||
| CBW | 0.65 | -0.10 | 0.00 | 0.40 | 0.00 | 2.21 | 19.01 | |||
| D2V | 1.44 | 0.37 | 0.18 | 0.37 | 1.56 | 3.41 | 10.97 | |||
| 3LN | 1.67 | 0.20 | 0.14 | 0.38 | 1.65 | 4.44 | 14.86 | |||
| JATA | 1.10 | 0.00 | 0.05 | -0.19 | 1.47 | 2.00 | 14.99 | |||
| INR | 1.77 | -0.14 | 0.00 | -0.47 | 0.00 | 2.78 | 13.09 | |||
| SJY | 0.91 | 0.12 | 0.00 | 0.28 | 0.00 | 5.00 | 10.32 |
Risk Metrics, Assumptions & Methodology
Volatility for FedEx measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. FedEx has a market cap of 80.5 B, P/E of 72.76, ROE of 15.87%.
For FedEx, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardFedEx Investment Opportunity
FedEx currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.61. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use FedEx to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It works best as a directional cue rather than as a standalone forecast. a large bullish trend. Check odds of FedEx to be traded at €372.13 in 90 days.Excellent diversification
For the present investment horizon, the measured correlation between FedEx and Dow Jones stands at -0.11, or Excellent diversification. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
FedEx Additional Risk Indicators
A broader risk-indicator set for FedEx can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.2078 | |||
| Market Risk Adjusted Performance | 2.02 | |||
| Mean Deviation | 1.49 | |||
| Semi Deviation | 1.31 | |||
| Downside Deviation | 1.69 | |||
| Coefficient Of Variation | 398.13 | |||
| Standard Deviation | 2.13 |
FedEx Suggested Diversification Pairs
Pair analysis around FedEx matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
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 FedEx 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. FedEx'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, FedEx'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 FedEx.
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