Loyal Solutions (Sweden) Volatility
| LOYAL Stock | 3.72 0.00 0.00% |
Across the designated horizon, Loyal Solutions AS continues to post a very high volatility profile. On a risk-adjusted basis, Loyal Solutions AS records a Sharpe Ratio (Efficiency) of 0.0669, reflecting healthy reward-to-volatility behavior over the last 3 months. The present risk profile is informed by 25 technical indicators.
Loyal |
Loyal Solutions' beta measures how much Loyal Solutions's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Loyal Solutions' risk is primarily market-driven or company-specific.
Volatility Strategy
Volatility in Loyal Solutions AS contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 9.74% with a beta coefficient of -1.21, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0669, evaluates return per unit of total risk. An alpha value of 0.67 reflects performance relative to systematic market exposure. Expected return estimates near 0.65% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Analyst revisions may increase short-term dispersion.
Main indicators related to Loyal Solutions' market risk premium analysis include:
Moving together with Loyal Stock
| 0.65 | AZN | AstraZeneca PLC | PairCorr |
| 0.64 | INVE-A | Investor AB ser | PairCorr |
| 0.65 | INVE-B | Investor AB ser | PairCorr |
| 0.66 | VOLV-B | AB Volvo | PairCorr |
| 0.66 | VOLV-A | AB Volvo | PairCorr |
Moving against Loyal Stock
Sensitivity To Market
Loyal Solutions AS relative market sensitivity is quantified by its beta value of -1.21. This regression-derived coefficient reflects systematic risk. Total return variability is about 9.74%.
3 Months Beta |Analyze Loyal Solutions AS Demand TrendCheck current 90 days Loyal Solutions correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Loyal is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 9.74 |
For investors in Loyal Solutions, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Loyal Solutions' returns. Loyal Solutions AS's financial profile includes a Downside Deviation of 11.66, a Downside Variance of 135.95, and a Maximum Drawdown of 82.17.
Stock Volatility Analysis
Analyzing Loyal Solutions volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Loyal Solutions' stock price during volatile periods can trigger margin calls or forced exits.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Loyal Solutions AS 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 Loyal Solutions AS has a beta of -1.2114 . This indicates as returns on its benchmark rise, returns on Loyal Solutions AS are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Loyal Solutions is expected to outperform its benchmark.Loyal Solutions remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Loyal Solutions AS's financial profile includes a Downside Deviation of 11.66, a Mean Deviation of 4.21, and a Semi Deviation of 6.53.
Predicted Return Density |
| Returns |
What Drives Loyal Solutions' Price Volatility?
Several factors can influence Loyal Solutions' market volatility:Industry Dynamics
Sector-level events can directly affect Loyal Solutions' price stability. Regulatory changes, supply disruptions, or shifts in demand within Loyal Solutions' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Loyal Solutions.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Loyal Solutions' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Loyal Solutions. During periods of economic expansion, Loyal Solutions' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Loyal Solutions' Company-Specific Factors
Volatility can also stem from events unique to Loyal Solutions. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Loyal Solutions' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Loyal Solutions' share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Loyal Solutions is 1495.22. The daily returns are distributed with a variance of 94.84 and standard deviation of 9.74. The mean deviation of Loyal Solutions AS is currently at 4.39. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.67 | |
β | Beta against Dow Jones | -1.2114 | |
σ | Overall volatility | 9.74 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Loyal Solutions historical daily return volatility represents how much of Loyal Solutions stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 9.7387% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.7886% 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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Loyal Stock performing well and Loyal Solutions Company doing well as a business compared to the competition. A thorough review of Loyal Solutions' risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ZAPLOX | 2.80 | -0.18 | 0.00 | 0.90 | 0.00 | 6.67 | 16.19 | |||
| ENERS | 6.81 | 1.06 | 0.14 | -1.13 | 5.63 | 15.38 | 68.06 | |||
| QIIWI | 1.94 | -0.44 | 0.00 | -0.98 | 0.00 | 4.29 | 16.75 | |||
| DIAH | 5.75 | -1.16 | 0.00 | -7.65 | 0.00 | 15.34 | 60.12 | |||
| SILEON | 10.12 | 1.64 | 0.05 | 0.19 | 12.34 | 48.75 | 128.43 | |||
| XMR | 8.55 | 2.00 | 0.25 | -0.97 | 6.56 | 33.66 | 90.78 | |||
| DIVIO-B | 3.43 | -0.22 | 0.00 | 0.26 | 0.00 | 10.00 | 54.23 | |||
| RPLAN | 5.25 | 1.68 | 0.07 | 0.24 | 5.51 | 1.64 | 93.19 |
Risk Metrics, Assumptions & Methodology
Volatility for Loyal Solutions measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact.
The analytics block for Loyal Solutions AS relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardLoyal Solutions Investment Opportunity
Recent data suggests that Loyal Solutions AS is meaningfully more volatile than Dow Jones Industrial, by roughly a 12.33x factor. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Loyal Solutions AS to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Loyal Solutions to be traded at 3.68 in 90 days.Modest diversification
For the present investment horizon, the measured correlation between LOYAL and DJI stands at 0.26, or Modest diversification. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Loyal Solutions Additional Risk Indicators
Risk analysis around Loyal Solutions AS becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.072 | |||
| Market Risk Adjusted Performance | -0.59 | |||
| Mean Deviation | 4.21 | |||
| Semi Deviation | 6.53 | |||
| Downside Deviation | 11.66 | |||
| Coefficient Of Variation | 1263.85 | |||
| Standard Deviation | 9.25 |
Loyal Solutions Suggested Diversification Pairs
A pair strategy built around Loyal Solutions AS is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. 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 Loyal Solutions 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. Loyal Solutions' 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, Loyal Solutions' 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 Loyal Solutions AS.
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