FST Corp Ordinary Stock Volatility
| KBSX Stock | 1.45 -0.08 -5.23% |
Across the last 3 months, FST Corp Ordinary continues to post above-average price volatility. FST Corp Ordinary continues to report a Sharpe ratio of 0.0405, reflecting healthy reward-to-volatility behavior over the last 3 months. The latest risk read is supported by 29 technical indicators.
Sharpe Ratio = 0.0405
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For FST Corp Ordinary, recent data highlights a Market Risk Adjusted Performance of 0.5%, a Risk of 4.20, and a Risk Adjusted Performance of 0.04%. Moving average data indicates FST Corp is positioned near 3% of its recent return envelope. Inclusion in a well-diversified allocation would influence portfolio dispersion metrics.
Key indicators related to FST Corp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for FST Corp draws on both historical price data and forward-looking implied volatility. Periods of elevated FST Corp volatility are typically followed by calmer conditions, and vice versa.
Volatility Strategy
Volatility in FST Corp Ordinary contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 4.2% with a beta coefficient of 0.28, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0405, evaluates return per unit of total risk. An alpha value of 0.16 reflects performance relative to systematic market exposure. Expected return estimates near 0.17% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.
Main indicators related to FST Corp's market risk premium analysis include:
Beta 0.28 | Alpha 0.16 | Risk 4.2 | Sharpe Ratio 0.0405 | Expected Return 0.17 |
Moving together with FST Stock
Moving against FST Stock
Sensitivity To Market
FST Corp Ordinary relative market sensitivity is quantified by its beta value of 0.28. This regression-derived coefficient reflects systematic risk. Total return variability is about 4.2%.This summary describes how FST Corp Ordinary has moved rather than why it moved. Standard deviation is near 4.02% and downside deviation is near 3.7%. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
3 Months Beta |Analyze FST Corp Ordinary Demand TrendCheck current 90 days FST Corp correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for FST expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 4.2 |
For FST Corp investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of FST Corp's returns. For FST Corp Ordinary, recent data highlights a Downside Deviation of 3.70, a Downside Variance of 13.68, and a Maximum Drawdown of 31.99.
Stock Volatility Analysis
Volatility describes the degree to which FST Corp stock price fluctuates in either direction. It captures how much FST Corp's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. FST Corp Ordinary 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
Given the investment horizon of 90 days FST Corp has a beta of 0.2775 . This indicates as returns on the market go up, FST Corp's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding FST Corp Ordinary is expected to be smaller as well.FST Corp remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. For FST Corp Ordinary, recent data highlights a Downside Deviation of 3.70, a Mean Deviation of 2.42, and a Semi Deviation of 3.18.
Predicted Return Distribution |
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What Drives FST Corp's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Leisure Products sector can move FST Corp's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for FST Corp.FST Corp's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in FST Corp's shares.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of FST Corp is 2467.91. The daily returns are distributed with a variance of 17.68 and standard deviation of 4.2. The mean deviation of FST Corp Ordinary is currently at 2.57. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.16 | |
β | Beta against Dow Jones | 0.28 | |
σ | Overall volatility | 4.20 | |
Ir | Information ratio | 0.05 |
Stock Return Volatility
FST Corp historical daily return volatility represents how much of FST Corp stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 4.2043% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8484% 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
Strong recent returns in FST Stock do not always mean FST Corp Company is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LGO | 4.50 | 0.84 | 0.11 | 0.16 | 5.65 | 11.31 | 38.51 | |||
| NTIC | 2.06 | 0.22 | 0.12 | 0.36 | 1.94 | 5.26 | 14.00 | |||
| LOOP | 2.24 | 0.64 | 0.23 | 0.93 | 2.16 | 5.60 | 16.42 | |||
| XPL | 2.73 | 0.33 | 0.10 | 0.37 | 2.93 | 6.06 | 20.24 | |||
| PZG | 4.72 | 0.72 | 0.15 | 4.04 | 4.67 | 13.11 | 33.96 | |||
| ALTO | 4.34 | 0.90 | 0.29 | -0.59 | 3.27 | 9.28 | 62.58 | |||
| TSE | 234.35 | 108.97 | 5.18 | -0.81 | 13.23 | 28.00 | 7,705 | |||
| ORGN | 4.73 | -1.33 | 0.00 | -0.56 | 0.00 | 7.62 | 27.70 | |||
| NEXM | 3.76 | -0.54 | 0.00 | -0.64 | 0.00 | 8.77 | 21.46 | |||
| ACNT | 1.56 | -0.23 | 0.00 | -0.43 | 0.00 | 3.50 | 26.65 |
Risk Metrics, Assumptions & Methodology
Standard deviation for FST Corp measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. FST Corp has a market cap of 68.49 M, ROE of -44.07%.
Reported values for FST Corp Ordinary are derived from periodic company reporting and market reference feeds and then standardized for analysis. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardFST Corp Investment Opportunity
FST Corp Ordinary is about 4.94 times more volatile than Dow Jones Industrial based on recent return behavior. Across the current 90-day horizon, that places the security below 37% of the broader equity and portfolio universe on a pure volatility basis.You can use FST Corp Ordinary to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Check odds of FST Corp to be traded at 1.3775 in 90 days.Very strong inverse diversification
For the present investment horizon, the measured correlation between FST Corp and Dow Jones stands at -0.56, or Very strong inverse diversification. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
FST Corp Additional Risk Indicators
Risk analysis around FST Corp Ordinary becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0396 | |||
| Market Risk Adjusted Performance | 0.5341 | |||
| Mean Deviation | 2.42 | |||
| Semi Deviation | 3.18 | |||
| Downside Deviation | 3.7 | |||
| Coefficient Of Variation | 2586.3 | |||
| Standard Deviation | 4.02 |
FST Corp Suggested Diversification Pairs
A pair strategy built around FST Corp Ordinary 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 FST Corp 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. FST Corp'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, FST Corp'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 FST Corp Ordinary.
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