Randon SA (Brazil) Volatility
| RAPT3 Stock | BRL 5.03 -0.64 -11.29% |
Across the designated horizon, Randon SA Implementos continues to post a minimal volatility profile. Randon SA Implementos indicates a Sharpe Ratio (Efficiency) of -0.12, reflecting poor reward-to-volatility behavior over the last 3 months. Current risk dynamics are supported by 23 technical indicators.
Sharpe Ratio = -0.1207
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RAPT3 |
Estimated Market Risk
| 2.56 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Randon SA Implementos reported a Market Risk Adjusted Performance of -0.9%, a Risk of 2.56, and a Risk Adjusted Performance of -0.1%. Monthly data shows Randon SA is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to Randon SA's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Randon SA's beta measures how much Randon SA's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Randon SA's risk is primarily market-driven or company-specific.
Randon |
Volatility Strategy
Volatility in Randon SA Implementos contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 2.56% with a beta coefficient of 0.41, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.12, evaluates return per unit of total risk. An alpha value of -0.37 reflects performance relative to systematic market exposure. Expected return estimates near -0.31% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Equity volatility may reflect changes in growth expectations.
Main indicators related to Randon SA's market risk premium analysis include:
Beta 0.41 | Alpha -0.37 | Risk 2.56 | Sharpe Ratio -0.12 | Expected Return -0.31 |
Moving together with Randon Stock
Moving against Randon Stock
Sensitivity To Market
Randon SA'sRandon SA Implementos relative market sensitivity is quantified by its beta value of 0.41. This regression-derived coefficient reflects systematic risk. Total return variability is about 2.56%.This summary describes how Randon SA Implementos has moved rather than why it moved. Standard deviation is near 2.72% and downside deviation is near 0.0%. Equity volatility often increases when trading volume rises and spreads widen in fast markets.
3 Months Beta |Analyze Randon SA Implementos Demand TrendCheck current 90 days Randon SA correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Randon 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 | 2.56 |
For investors in Randon SA, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Randon SA's returns. Randon SA Implementos reported a Maximum Drawdown of 10.49.
Stock Volatility Analysis
Analyzing Randon SA volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Randon SA's stock price during volatile periods can trigger margin calls or forced exits.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Randon SA Implementos 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.
Randon SA Projected Return Density Against Market
Assuming the 90-day trading horizon Randon SA has a beta of 0.4131 indicating as returns on the market go up, Randon SA's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Randon SA Implementos is expected to be smaller as well.Randon SA remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Randon SA Implementos reported a Mean Deviation of 2.01 and a Standard Deviation of 2.72.
Predicted Return Density |
| Returns |
What Drives a Randon SA Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Randon SA is -828.78. The daily returns are distributed with a variance of 6.57 and standard deviation of 2.56. The mean deviation of Randon SA Implementos is currently at 1.84. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.3739 | |
β | Beta against Dow Jones | 0.41 | |
σ | Overall volatility | 2.56 | |
Ir | Information ratio | -0.1276 |
Stock Return Volatility
Randon SA historical daily return volatility represents how much of Randon SA stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 2.5639% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day 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
There is a big difference between Randon Stock performing well and Randon SA Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Randon SA'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KEPL3 | 1.58 | -0.27 | 0.00 | -0.31 | 0.00 | 2.64 | 21.40 | |||
| VLID3 | 1.26 | -0.14 | 0.00 | -1.82 | 0.00 | 2.25 | 7.28 | |||
| EUCA4 | 1.99 | 0.28 | 0.11 | 0.43 | 2.33 | 5.95 | 13.85 | |||
| EUCA3 | 1.74 | 0.05 | 0.02 | 0.21 | 2.60 | 5.18 | 14.55 | |||
| IGTI3 | 1.49 | -0.01 | 0.00 | -0.09 | 0.00 | 3.07 | 9.95 | |||
| TGMA3 | 1.37 | -0.22 | 0.00 | -0.27 | 0.00 | 1.97 | 14.10 | |||
| MTSA4 | 1.34 | 0.51 | 0.47 | -2.95 | 0.67 | 4.44 | 9.70 | |||
| ARML3 | 2.43 | 0.17 | 0.04 | 0.07 | 3.63 | 4.85 | 18.32 | |||
| OPCT3 | 1.25 | 0.23 | 0.16 | 1.04 | 1.36 | 2.58 | 8.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Randon SA measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Randon SA has a market cap of 2.58 B, P/E of 20.64, ROE of 19.98%.
The analytics block for Randon SA Implementos 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:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardRandon SA Investment Opportunity
Measured over the selected horizon, Randon SA Implementos carries roughly 3.24 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Randon SA Implementos 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 very speculative upward sentiment. Check odds of Randon SA to be traded at R$4.78 in 90 days.Very weak diversification
Across the chosen horizon, RAPT3 and DJI show a correlation of 0.55 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Randon SA Additional Risk Indicators
Risk analysis around Randon SA Implementos becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.10 | |||
| Market Risk Adjusted Performance | -0.94 | |||
| Mean Deviation | 2.01 | |||
| Coefficient Of Variation | -712.37 | |||
| Standard Deviation | 2.72 | |||
| Variance | 7.42 | |||
| Information Ratio | -0.13 |
Randon SA Suggested Diversification Pairs
Pair trading with Randon SA 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.
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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 Randon SA 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. Randon SA'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, Randon SA'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 Randon SA Implementos.
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