Inpost SA (Netherlands) Volatility

Volatility Strategy

Main indicators related to Inpost SA's market risk premium analysis include:

Moving together with Inpost Stock

Moving against Inpost Stock

Sensitivity To Market

3 Months Beta |Analyze Inpost SA Demand TrendCheck current 90 days Inpost SA correlation with market (Dow Jones Industrial)

Downside Risk

Standard Deviation

4.4

Stock Volatility Analysis

Projected Return Density Against Market

Assuming the 90-day trading horizon Inpost SA has a beta of 0.868 . This usually indicates Inpost SA market returns are sensitive to returns on the market. As the market goes up or down, Inpost SA is expected to follow. Inpost SA has an alpha of 0.727, implying that it can generate a 0.727 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta). Inpost SA's volatility is measured either by using standard deviation or beta. Standard deviation reflects how much Inpost SA's price typically deviates from the mean over a given period.

What Drives Inpost SA's Price Volatility?

Several factors can influence Inpost SA's market volatility:

Industry Dynamics

Sector-level events can directly affect Inpost SA's price stability. Regulatory changes, supply disruptions, or shifts in demand within Inpost SA'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 Inpost SA.

Political and Economic Environment

Macroeconomic conditions and policy decisions shape the backdrop for Inpost SA's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Inpost SA. During periods of economic expansion, Inpost SA's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.

Inpost SA's Company-Specific Factors

Volatility can also stem from events unique to Inpost SA. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Inpost SA's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Inpost SA's share price.

Stock Risk Measures

Stock Return Volatility

Inpost SA historical daily return volatility represents how much of Inpost SA stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 4.4011% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon.

Related Correlations Analysis

Risk analysis around Inpost SA becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.

A pair strategy built around Inpost SA 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.

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 Inpost SA 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. Inpost SA'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, Inpost SA'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 Inpost SA.