Karolinska Development (Sweden) Volatility
| KDEV Stock | SEK 0.29 0.00 0.00% |
Karolinska Development AB retains a high volatility profile during the current observation window. On a risk-adjusted basis, Karolinska Development AB records a Sharpe Ratio (Efficiency) of -0.16, showing that returns did not compensate for risk over the last 3 months. 19 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = -0.1612
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | KDEV |
Estimated Market Risk
| 4.33 actual daily | 38 62% of assets are more volatile |
Expected Return
| -0.7 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Karolinska Development AB's financial profile includes a Market Risk Adjusted Performance of -0.4%, a Risk of 4.33, and a Total Risk Alpha of 0.26. Karolinska Development is not utilizing its full return potential based on monthly moving average. A well-constructed well-diversified portfolio can reduce volatility and improve total return.
Key indicators related to Karolinska Development's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on Karolinska Development's daily volatility and intraday price ranges, while long-term investors are more concerned with Karolinska Development's annual return volatility and its impact on compound wealth accumulation over time.
Karolinska |
Volatility Strategy
Karolinska Development AB price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 4.33% with a beta coefficient of 0.17, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.16, evaluates return per unit of total risk. An alpha value of -0.0614 reflects performance relative to systematic market exposure. Expected return estimates near -0.7% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Macro developments can affect sector-level volatility.
Main indicators related to Karolinska Development's market risk premium analysis include:
Beta 0.17 | Alpha -0.06 | Risk 4.33 | Sharpe Ratio -0.16 | Expected Return -0.70 |
Moving against Karolinska Stock
| 0.74 | VOLV-A | AB Volvo | PairCorr |
| 0.74 | VOLV-B | AB Volvo | PairCorr |
| 0.59 | ERIC-A | Telefonaktiebolaget | PairCorr |
| 0.53 | ELUX-A | AB Electrolux | PairCorr |
| 0.48 | 8TRA | Traton SE | PairCorr |
| 0.44 | NOKIA-SEK | Nokia | PairCorr |
| 0.44 | ASSA-B | ASSA ABLOY AB | PairCorr |
Sensitivity To Market
With a beta of 0.17, Karolinska Development AB shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 4.33%.Karolinska Development AB return variability over the selected time horizon is summarized by standard deviation (6.29%) and semi-deviation (0.0%). For stocks, measured downside deviation helps describe the intensity of negative return periods.
| α | -0.0614 | β | 0.17 | Check current 90 days Karolinska Development correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation of Karolinska measures the day-to-day variability of its price relative to the historical mean. A high standard deviation indicates a volatile instrument; a low one indicates stability.
Standard Deviation | 4.33 |
Upside risk in Karolinska Development is represented by standard deviation, which includes all price movements. Downside risk is better captured by downside deviation or semi-deviation of Karolinska Development's daily returns. Karolinska Development AB's financial profile includes a Maximum Drawdown of 47.86.
Stock Volatility Analysis
Price volatility in Karolinska Development measures the variation in Karolinska Development's stock price over time. High volatility means greater uncertainty about Karolinska Development's short-term price direction. Low volatility means the stock is more likely to trade within a narrow range.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Karolinska Development 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 Karolinska Development has a beta of 0.1714 . This indicates as returns on the market go up, Karolinska Development's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Karolinska Development AB is expected to be smaller as well.Systematic exposure aligns Karolinska Development with overall stock market volatility, while unsystematic drivers reflect company or sector-specific developments. Karolinska Development AB's financial profile includes a Mean Deviation of 3.16 and a Standard Deviation of 6.29.
Predicted Return Density |
| Returns |
What Drives Karolinska Development's Price Volatility?
Several factors can influence Karolinska Development's market volatility:Industry Dynamics
Sector-level events can directly affect Karolinska Development's price stability. Regulatory changes, supply disruptions, or shifts in demand within Karolinska Development'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 Karolinska Development.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Karolinska Development's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Karolinska Development. During periods of economic expansion, Karolinska Development's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Karolinska Development's Company-Specific Factors
Volatility can also stem from events unique to Karolinska Development. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Karolinska Development's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Karolinska Development's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Karolinska Development is -620.42. The daily returns are distributed with a variance of 18.72 and standard deviation of 4.33. The mean deviation of Karolinska Development AB is currently at 2.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -0.0614 | |
β | Beta against Dow Jones | 0.17 | |
σ | Overall volatility | 4.33 | |
Ir | Information ratio | -0.0044 |
Stock Return Volatility
Daily return volatility for Karolinska Development measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 4.3268% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8012% 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
Strong stock returns do not always mean Karolinska Development Company is outperforming its peers on a fundamental level. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Karolinska Development'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IRLAB-A | 2.46 | -0.45 | 0.00 | 0.66 | 0.00 | 5.16 | 18.07 | |||
| LIPUM | 0.86 | -0.03 | 0.00 | -0.09 | 0.00 | 2.51 | 7.23 | |||
| ISOFOL | 2.68 | 0.00 | 0.00 | -0.05 | 0.00 | 2.99 | 50.92 | |||
| BIOWKS | 3.03 | 0.47 | 0.15 | 0.75 | 2.67 | 8.89 | 16.66 | |||
| ANNX | 4.31 | -0.40 | 0.00 | 2.02 | 0.00 | 9.04 | 44.62 | |||
| INIT | 2.12 | 0.08 | 0.04 | 0.77 | 2.46 | 5.88 | 19.49 | |||
| PTRK | 2.63 | -0.56 | 0.00 | 2.67 | 0.00 | 8.25 | 16.17 | |||
| BOUL | 2.70 | -0.46 | 0.00 | 1.59 | 0.00 | 4.00 | 15.09 | |||
| MNTC | 2.20 | -0.05 | 0.00 | -0.19 | 0.00 | 5.24 | 13.57 | |||
| ALZCUR | 2.63 | -0.43 | 0.00 | 3.28 | 0.00 | 6.79 | 15.62 |
Risk Metrics, Assumptions & Methodology
Volatility for Karolinska Development measures return dispersion and uncertainty over time. Dispersion metrics refine allocation models across asset classes. Karolinska Development has a market cap of 510.26 M, P/E of 7.42, ROE of -10.59%.
Unless otherwise specified, data for Karolinska Development 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:
Ellen Johnson - Member of Macroaxis Editorial BoardKarolinska Development Investment Opportunity
Measured over the selected horizon, Karolinska Development AB carries roughly 5.41 times the return volatility of Dow Jones Industrial. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use Karolinska Development AB to protect your portfolios 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 normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Karolinska Development to be traded at kr0.2871 in 90 days.Good diversification
KDEV currently posts a -0.2 correlation with DJI, indicating a Good diversification relationship for the active sample. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Karolinska Development Additional Risk Indicators
Risk analysis around Karolinska Development AB becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0014 | |||
| Market Risk Adjusted Performance | -0.39 | |||
| Mean Deviation | 3.16 | |||
| Coefficient Of Variation | -10,769 | |||
| Standard Deviation | 6.29 | |||
| Variance | 39.57 | |||
| Information Ratio | -0.0044 |
Karolinska Development Suggested Diversification Pairs
A pair strategy built around Karolinska Development AB is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Karolinska Development with another position. However, Karolinska Development's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Karolinska Development AB.
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