FastPartner (Sweden) Volatility
| FPAR-A Stock | SEK 43.90 0.30 0.69% |
FastPartner AB continues to exhibit a minimal volatility profile over the designated horizon. FastPartner AB is showing a Sharpe Ratio (Efficiency) of -0.0534, indicating negative risk-adjusted returns over the last 3 months. There are 22 technical indicators affecting the current volatility pattern.
Sharpe Ratio = -0.0534
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FPAR-A |
Estimated Market Risk
| 1.72 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
FastPartner AB (FPAR-A.ST) recorded a Market Risk Adjusted Performance of -2.0%, a Risk of 1.72, and a Risk Adjusted Performance of -0.03%. Based on monthly moving average FastPartner is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to FastPartner's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
FastPartner Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of FastPartner daily returns, and it is calculated using variance and standard deviation.
FastPartner |
Volatility Strategy
FastPartner AB price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 1.72% with a beta coefficient of 0.044, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0534, evaluates return per unit of total risk. An alpha value of -0.0884 reflects performance relative to systematic market exposure. Expected return estimates near -0.092% 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 FastPartner's market risk premium analysis include:
Beta 0.044 | Alpha -0.09 | Risk 1.72 | Sharpe Ratio -0.05 | Expected Return -0.09 |
Moving against FastPartner Stock
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| 0.47 | VOLV-A | AB Volvo | PairCorr |
| 0.45 | LOYAL | Loyal Solutions AS | PairCorr |
| 0.44 | DMYD-B | Diamyd Medical AB | PairCorr |
| 0.38 | BOL | Boliden AB | PairCorr |
Sensitivity To Market
FastPartner beta coefficient measures the volatility of FastPartner stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing FastPartner returns against market returns. A beta of 0.044 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 1.72%.FastPartner AB has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 1.69%, which summarize how widely returns have moved. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze FastPartner AB Demand TrendCheck current 90 days FastPartner correlation with market (Dow Jones Industrial)Downside Risk
FastPartner standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 1.72 |
It is essential to understand the difference between upside risk (as represented by FastPartner's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of FastPartner's daily returns or price. FastPartner AB (FPAR-A.ST) recorded a Maximum Drawdown of 8.21.
Stock Volatility Analysis
Volatility refers to the frequency at which FastPartner stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with FastPartner's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. FastPartner AB 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 FastPartner has a beta of 0.044 . This usually indicates as returns on the market go up, FastPartner's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding FastPartner AB is expected to be smaller as well.FastPartner is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. FastPartner AB (FPAR-A.ST) recorded a Mean Deviation of 1.35 and a Standard Deviation of 1.69.
Predicted Return Density |
| Returns |
What Drives FastPartner's Price Volatility?
Several factors can influence FastPartner's market volatility:Industry Dynamics
Sector-level events can directly affect FastPartner's price stability. Regulatory changes, supply disruptions, or shifts in demand within FastPartner'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 FastPartner.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for FastPartner's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward FastPartner. During periods of economic expansion, FastPartner's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.FastPartner's Company-Specific Factors
Volatility can also stem from events unique to FastPartner. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in FastPartner's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on FastPartner's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of FastPartner is -1873.19. The daily returns are distributed with a variance of 2.97 and standard deviation of 1.72. The mean deviation of FastPartner AB is currently at 1.36. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0884 | |
β | Beta against Dow Jones | 0.04 | |
σ | Overall volatility | 1.72 | |
Ir | Information ratio | -0.0373 |
Stock Return Volatility
FastPartner historical daily return volatility represents how much of FastPartner stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 1.7232% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8013% 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 FastPartner Stock performing well and FastPartner 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 FastPartner'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DIOS | 1.14 | 0.06 | 0.07 | 5.75 | 1.28 | 2.47 | 8.06 | |||
| SBB-B | 2.00 | -0.04 | 0.00 | 0.55 | 0.00 | 4.37 | 14.67 | |||
| SLP-B | 1.42 | -0.07 | 0.00 | -0.41 | 0.00 | 2.62 | 8.28 | |||
| PLAZ-B | 1.33 | 0.01 | 0.02 | 0.41 | 1.46 | 2.78 | 8.31 | |||
| STEF-B | 1.33 | -0.20 | 0.00 | -1.09 | 0.00 | 2.06 | 6.86 | |||
| CORE-B | 2.08 | -0.18 | 0.00 | 10.27 | 0.00 | 3.96 | 12.69 | |||
| EMIL-B | 1.12 | 0.04 | 0.04 | 0.22 | 1.52 | 2.40 | 7.61 | |||
| CIBUS | 0.96 | -0.13 | 0.00 | -1.33 | 0.00 | 1.96 | 6.54 |
Risk Metrics, Assumptions & Methodology
Volatility for FastPartner measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. FastPartner has a market cap of 15.23 B, P/E of 11.84, ROE of 0.5%.
Unless otherwise specified, data for FastPartner AB 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:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardFastPartner Investment Opportunity
FastPartner AB currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.15. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use FastPartner AB to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a moderate upward volatility. Check odds of FastPartner to be traded at kr48.29 in 90 days.Average diversification
Across the chosen horizon, FPAR-A and DJI show a correlation of 0.12 and fall into the Average diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
FastPartner Additional Risk Indicators
A broader risk-indicator set for FastPartner AB 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 | -0.03 | |||
| Market Risk Adjusted Performance | -2.03 | |||
| Mean Deviation | 1.35 | |||
| Coefficient Of Variation | -2,124 | |||
| Standard Deviation | 1.69 | |||
| Variance | 2.86 | |||
| Information Ratio | -0.04 |
FastPartner Suggested Diversification Pairs
A pair strategy built around FastPartner AB is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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 FastPartner 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. FastPartner'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, FastPartner'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 FastPartner AB.
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