Multiconsult (Norway) Volatility
| MULTI Stock | NOK 160.00 -3.00 -1.84% |
Multiconsult AS continues to trade with a minimal volatility profile through the current horizon. Its Sharpe Ratio (Efficiency) stands at -0.0722, supporting negative efficiency readings over the last 3 months. We identified 24 technical signals influencing current risk dynamics.
Sharpe Ratio = -0.0722
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| Negative Returns | MULTI |
Estimated Market Risk
| 1.81 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Multiconsult AS's financial profile includes a Market Risk Adjusted Performance of 0.2%, a Risk of 1.81, and a Risk Adjusted Performance of -0.01%. Multiconsult has not reached its return potential based on moving average analysis. Including it in a well-diversified portfolio can reduce portfolio-level risk.
Key indicators related to Multiconsult's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Investors holding Multiconsult should monitor Multiconsult's rolling volatility as part of ongoing risk management. A sudden spike in Multiconsult volatility, even without a directional price move, can signal increased uncertainty and potential for larger price swings ahead.
Multiconsult |
Volatility Strategy
Volatility clustering in Multiconsult AS may influence portfolio rebalancing frequency. Current statistical measures show total volatility near 1.81% with a beta coefficient of -0.24, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0722, evaluates return per unit of total risk. An alpha value of -0.0639 reflects performance relative to systematic market exposure. Expected return estimates near -0.13% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Risk appetite shifts can affect dispersion levels.
Main indicators related to Multiconsult's market risk premium analysis include:
Beta -0.24 | Alpha -0.06 | Risk 1.81 | Sharpe Ratio -0.07 | Expected Return -0.13 |
Moving together with Multiconsult Stock
Moving against Multiconsult Stock
Sensitivity To Market
The systematic risk of Multiconsult AS is captured by a beta reading of -0.24, indicating responsiveness to overall market fluctuations. Observed volatility is near 1.81%.Volatility measures for Multiconsult AS summarize how wide the trading range has been over time. Downside deviation is about 0.0%. For stocks, volatility can be sensitive to changes in rates, inflation expectations, and overall market tone.
3 Months Beta |Analyze Multiconsult AS Demand TrendCheck current 90 days Multiconsult correlation with market (Dow Jones Industrial)Downside Risk
Multiconsult standard deviation is a volatility measure that captures how far daily prices deviate from their mean over the selected period. Volatile instruments have high standard deviations; stable instruments have low.
Standard Deviation | 1.81 |
Standard deviation captures Multiconsult's total volatility, including favorable price movements that most investors don't consider risky. Downside deviation isolates the true loss risk in Multiconsult's daily returns. Multiconsult AS's financial profile includes a Maximum Drawdown of 9.55.
Stock Volatility Analysis
Volatility in Multiconsult reflects the degree of uncertainty around Multiconsult's stock price. When Multiconsult experiences high volatility, its stock price can shift dramatically in a short period. Conversely, low Multiconsult's volatility suggests price stability and predictability.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Multiconsult 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 Multiconsult AS has a beta of -0.2434 . This indicates that as returns on the benchmark increase, returns on Multiconsult tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Multiconsult AS is likely to outperform the market.Multiconsult volatility reflects broader stock market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Multiconsult AS's financial profile includes a Mean Deviation of 1.35 and a Standard Deviation of 1.83.
Predicted Return Density |
| Returns |
What Drives Multiconsult's Price Volatility?
Several factors can influence Multiconsult's market volatility:Industry Dynamics
Sector-level events can directly affect Multiconsult's price stability. Regulatory changes, supply disruptions, or shifts in demand within Multiconsult'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 Multiconsult.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Multiconsult's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Multiconsult. During periods of economic expansion, Multiconsult's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Multiconsult's Company-Specific Factors
Volatility can also stem from events unique to Multiconsult. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Multiconsult's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Multiconsult's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Multiconsult is -1384.94. The daily returns are distributed with a variance of 3.29 and standard deviation of 1.81. The mean deviation of Multiconsult AS is currently at 1.3. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -0.0639 | |
β | Beta against Dow Jones | -0.2434 | |
σ | Overall volatility | 1.81 | |
Ir | Information ratio | -0.0072 |
Stock Return Volatility
Daily return volatility for Multiconsult measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 1.8128% 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 |
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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 stock returns do not always mean Multiconsult Company is outperforming its peers on a fundamental level. A thorough review of Multiconsult's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KCC | 1.15 | 0.17 | 0.12 | 0.54 | 1.52 | 2.13 | 8.86 | |||
| ENDUR | 1.25 | 0.37 | 0.25 | 0.62 | 1.08 | 3.04 | 6.35 | |||
| NEL | 1.68 | 0.03 | 0.03 | 0.07 | 1.78 | 4.07 | 9.57 | |||
| SNTIA | 1.08 | 0.16 | 0.14 | 0.49 | 1.17 | 2.64 | 5.79 | |||
| SOFF | 1.37 | 0.56 | 0.39 | 1.89 | 0.94 | 4.20 | 8.48 | |||
| AKVA | 1.36 | 0.22 | 0.14 | -2.07 | 1.54 | 3.56 | 9.45 | |||
| 2020 | 0.96 | -0.05 | 0.00 | -0.21 | 0.00 | 1.66 | 6.30 | |||
| CAMBI | 2.14 | 0.12 | 0.07 | -0.41 | 2.31 | 4.96 | 11.33 | |||
| ENVIP | 2.22 | -0.19 | 0.00 | 5.55 | 0.00 | 4.88 | 16.22 | |||
| HSHP | 1.95 | 0.46 | 0.20 | 43.53 | 2.18 | 4.54 | 12.10 |
Risk Metrics, Assumptions & Methodology
Volatility for Multiconsult measures return dispersion and uncertainty over time. Market stress typically elevates dispersion and correlation risk. Multiconsult has a market cap of 3.98 B, P/E of 17.42, ROE of 32.89%.
This section for Multiconsult AS is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardMulticonsult Investment Opportunity
Multiconsult AS is about 2.26 times more volatile than Dow Jones Industrial based on recent return behavior. Across the current 90-day horizon, that places the security below 16% of the broader equity and portfolio universe on a pure volatility basis.You can use Multiconsult 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 intended to separate routine noise from more speculative bursts in price action. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Multiconsult to be traded at 155.2 in 90 days.Significant diversification
For the present investment horizon, the measured correlation between MULTI and DJI stands at 0.03, or Significant 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.
Multiconsult Additional Risk Indicators
Looking at additional risk metrics for Multiconsult AS helps investors judge how the position may behave under different market and portfolio conditions. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | 0.2318 | |||
| Mean Deviation | 1.35 | |||
| Coefficient Of Variation | -4,153 | |||
| Standard Deviation | 1.83 | |||
| Variance | 3.34 | |||
| Information Ratio | -0.01 |
Multiconsult Suggested Diversification Pairs
Pair trading with Multiconsult can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Multiconsult with another position. However, Multiconsult's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Multiconsult AS.
More Resources for Multiconsult Stock Analysis
Other Information on Investing in Multiconsult Stock
Financial ratios for Multiconsult provide valuation context across profits, cash flow, and enterprise value. They help compare Multiconsult across valuation measures and peers.