Computershare (Germany) Volatility
| QCH Stock | EUR 17.00 -0.50 -2.86% |
Computershare Limited remains associated with a minimal volatility profile over the chosen period. The current Sharpe Ratio (Efficiency) for Computershare Limited is -0.0889, demonstrating unfavorable reward-to-risk behavior over the last 3 months. We observed 20 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = -0.0889
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QCH |
Estimated Market Risk
| 1.84 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
For Computershare Limited, recent data highlights a Market Risk Adjusted Performance of 0.9%, a Risk of 1.84, and a Risk Adjusted Performance of -0.1%. Monthly moving average data shows Computershare is underperforming relative to its full potential. A well-diversified portfolio allocation can mitigate market risk and improve expected return.
Key indicators related to Computershare's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, Computershare's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for Computershare is significantly above realized volatility, options premiums may be elevated relative to historical norms.
Computershare |
Volatility Strategy
Computershare Limited return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 1.84% with a beta coefficient of -0.16, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0889, evaluates return per unit of total risk. An alpha value of -0.16 reflects performance relative to systematic market exposure. Expected return estimates near -0.16% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to Computershare's market risk premium analysis include:
Beta -0.16 | Alpha -0.16 | Risk 1.84 | Sharpe Ratio -0.09 | Expected Return -0.16 |
Moving together with Computershare Stock
| 0.67 | PJM | PT Bumi Resources Earnings Call This Week | PairCorr |
Moving against Computershare Stock
| 0.71 | JNJ | Johnson Johnson | PairCorr |
| 0.65 | RX3 | REX American Resources Earnings Call This Week | PairCorr |
| 0.62 | RMY | Ramsay Health Care | PairCorr |
| 0.6 | NYK | NIPPON YUSEN KKSPDR15 | PairCorr |
| 0.59 | 3LN | Live Nation Entertainment | PairCorr |
| 0.58 | EJ7 | Energy Resources | PairCorr |
| 0.57 | 2II | ITT Inc | PairCorr |
| 0.54 | 3MJ | Major Drilling Group | PairCorr |
| 0.52 | E2M | ELECTROMAG GEOSERV | PairCorr |
| 0.51 | APL | Alpha Pro Tech | PairCorr |
Sensitivity To Market
Computershare Limited market-relative volatility is reflected in its beta of -0.16. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 1.84%.Computershare Limited has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 1.77%. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze Computershare Limited Demand TrendCheck current 90 days Computershare correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Computershare prices measures volatility as the average daily spread from the mean over your selected horizon. High standard deviation implies high volatility; low standard deviation implies price stability.
Standard Deviation | 1.84 |
For a complete risk picture of Computershare, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of Computershare's returns (downside risk proxy). For Computershare Limited, recent data highlights a Maximum Drawdown of 8.41.
Stock Volatility Analysis
Understanding Computershare volatility allows investors to better quantify the risk of holding Computershare's stock. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for Computershare.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Computershare Limited 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 a 90-day horizon Computershare Limited has a beta of -0.1609 indicating that as returns on the benchmark increase, returns on Computershare tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Computershare Limited is likely to outperform the market.Both systematic and unsystematic risks influence Computershare. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. For Computershare Limited, recent data highlights a Mean Deviation of 1.32 and a Standard Deviation of 1.77.
Predicted Return Density |
| Returns |
What Drives Computershare's Price Volatility?
Several factors can influence Computershare's market volatility:Industry Dynamics
Sector-level events can directly affect Computershare's price stability. Regulatory changes, supply disruptions, or shifts in demand within Computershare'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 Computershare.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Computershare's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Computershare. During periods of economic expansion, Computershare's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Computershare's Company-Specific Factors
Volatility can also stem from events unique to Computershare. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Computershare's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Computershare's share price.Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of Computershare is -1124.33. The daily returns are distributed with a variance of 3.37 and standard deviation of 1.84. The mean deviation of Computershare Limited is currently at 1.37. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.1579 | |
β | Beta against Dow Jones | -0.1609 | |
σ | Overall volatility | 1.84 | |
Ir | Information ratio | -0.0247 |
Stock Return Volatility
Computershare historical daily return volatility represents how much of Computershare stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 1.8365% 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. 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
There is a big difference between Computershare Stock performing well and Computershare Company doing well as a business compared to the competition. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BMT | 1.16 | 0.03 | 0.08 | -0.31 | 1.74 | 2.07 | 6.77 | |||
| BMT | 1.17 | 0.10 | 0.10 | 0.21 | 1.63 | 2.25 | 6.50 | |||
| CHK | 1.66 | -0.07 | 0.00 | -59.37 | 0.00 | 4.11 | 12.64 | |||
| 20V | 1.19 | 0.02 | 0.00 | -0.04 | 0.00 | 2.78 | 10.68 | |||
| CVU | 1.62 | -0.14 | 0.00 | -0.58 | 0.00 | 3.74 | 8.84 | |||
| BBEA | 0.82 | 0.28 | 0.22 | -1.23 | 0.00 | 1.90 | 21.01 | |||
| FV8 | 1.82 | 0.05 | 0.04 | 9.97 | 2.83 | 4.44 | 19.78 | |||
| 8ZI | 1.68 | -0.40 | 0.00 | -0.57 | 0.00 | 2.50 | 20.82 |
Risk Metrics, Assumptions & Methodology
Volatility for Computershare measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. Computershare has a market cap of 9.72 B, P/E of 32.73, ROE of 28.7%.
For Computershare Limited, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardComputershare Investment Opportunity
Computershare Limited is about 2.24 times more volatile than Dow Jones Industrial based on recent return behavior. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Computershare Limited to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Computershare to be traded at €16.32 in 90 days.Very weak diversification
The correlation between QCH and DJI is 0.47, which Macroaxis classifies as Very weak diversification for the selected horizon. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Computershare Additional Risk Indicators
A broader risk-indicator set for Computershare Limited can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | 0.8928 | |||
| Mean Deviation | 1.32 | |||
| Coefficient Of Variation | -1,342 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.14 | |||
| Information Ratio | -0.02 |
Computershare Suggested Diversification Pairs
Using Computershare in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Computershare 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. Computershare'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, Computershare'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 Computershare Limited.
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