Repsol Sa Stock Volatility
| REPYF Stock | USD 23.92 0.37 1.57% |
Repsol SA continues to exhibit an elevated volatility profile over the designated horizon. Repsol SA is showing a Sharpe Ratio (Efficiency) of 0.15, indicating risk-adjusted returns over the last 3 months. Current volatility conditions are reflected in 28 technical indicators.
Sharpe Ratio = 0.1536
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Repsol SA reported a Market Risk Adjusted Performance of 0.9%, a Risk of 3.47, and a Risk Adjusted Performance of 0.1%. Based on monthly moving average positioning, Repsol SA is operating near 12% of its observed historical performance range. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.
Key indicators related to Repsol SA's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Repsol SA OTC Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Repsol daily returns, and it is calculated using variance and standard deviation.
Repsol |
Repsol SA Volatility Strategy
Repsol SA price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 3.47% with a beta coefficient of 0.56, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.15, evaluates return per unit of total risk. An alpha value of 0.49 reflects performance relative to systematic market exposure. Expected return estimates near 0.53% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Industry trends may alter price sensitivity.
Main indicators related to Repsol SA's market risk premium analysis include:
Beta 0.56 | Alpha 0.49 | Risk 3.47 | Sharpe Ratio 0.15 | Expected Return 0.53 |
Moving together with Repsol OTC Stock
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| 0.83 | PCCYF | PetroChina | PairCorr |
| 0.76 | EMR | Emergent Metals Corp | PairCorr |
| 0.66 | GGL | GGL Resources Corp | PairCorr |
| 0.72 | EWK | Earthworks Industries | PairCorr |
| 0.67 | MTLRF | Metalore Resources | PairCorr |
| 0.71 | IOVA | Iovance Biotherapeutics Trending | PairCorr |
| 0.66 | NVS | Novartis AG ADR | PairCorr |
| 0.65 | HR | Healthcare Realty Trust | PairCorr |
| 0.68 | RMGGY | Resolute Mining | PairCorr |
| 0.69 | KNBHF | Knorr Bremse Aktieng | PairCorr |
Moving against Repsol OTC Stock
Repsol SA Sensitivity To Market
Repsol SA'sRepsol SA beta coefficient measures the volatility of Repsol otc stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Repsol returns against market returns. A beta of 0.56 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 3.47%.Repsol SA has shown noticeable price swings over the selected period. Downside deviation is about 5.41% and standard deviation is about 3.62%, which summarize how widely returns have moved. This stock section uses plain language to describe measured variability and downside movement.
3 Months Beta |Analyze Repsol SA Demand TrendCheck current 90 days Repsol SA correlation with market (Dow Jones Industrial)Repsol SA Downside Risk
Repsol standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 3.47 |
It is essential to understand the difference between upside risk (as represented by Repsol SA's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Repsol SA's daily returns or price. Repsol SA reported a Downside Deviation of 5.41, a Downside Variance of 29.25, and a Maximum Drawdown of 15.16.
Repsol SA OTC Stock Volatility Analysis
Volatility refers to the frequency at which Repsol SA otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Repsol SA's price changes.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Repsol SA 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.
Repsol SA Projected Return Density Against Market
Assuming the 90 days horizon Repsol SA has a beta of 0.5572 indicating as returns on the market go up, Repsol SA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Repsol SA will be expected to be much smaller as well.Repsol SA is exposed to both systematic and unsystematic risk. Systematic risk reflects broader otc stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Repsol SA reported a Downside Deviation of 5.41, a Mean Deviation of 2.18, and a Semi Deviation of 2.46.
Predicted Return Density |
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What Drives a Repsol SA Price Volatility?
Several factors can influence a otc'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.Repsol SA OTC Stock Risk Measures
Assuming the 90 days horizon the coefficient of variation of Repsol SA is 651.2. The daily returns are distributed with a variance of 12.04 and standard deviation of 3.47. The mean deviation of Repsol SA is currently at 2.07. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.49 | |
β | Beta against Dow Jones | 0.56 | |
σ | Overall volatility | 3.47 | |
Ir | Information ratio | 0.14 |
Repsol SA OTC Stock Return Volatility
Repsol SA historical daily return volatility represents how much of Repsol SA otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 3.4692% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7948% volatility on return distribution over the 90 days 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 Repsol OTC Stock performing well and Repsol SA OTC Stock 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 Repsol 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IPXHF | 0.76 | 0.09 | 0.00 | -0.45 | 0.00 | 0.00 | 25.30 | |||
| OMVJF | 0.55 | 0.26 | 0.00 | -1.13 | 0.00 | 0.91 | 8.09 | |||
| IPXHY | 1.69 | 0.39 | 0.16 | 1.41 | 2.09 | 3.87 | 11.66 | |||
| TNRSF | 0.37 | 0.13 | 0.00 | -0.25 | 0.00 | 0.00 | 12.23 | |||
| GLPEF | 2.45 | 0.29 | 0.06 | 0.59 | 3.39 | 5.32 | 25.02 | |||
| PTXLF | 0.57 | -0.25 | 0.00 | -33.38 | 0.00 | 0.00 | 6.59 | |||
| PSKOF | 0.44 | 0.20 | 0.00 | 1.63 | 0.00 | 0.00 | 9.74 | |||
| OGFGF | 1.04 | 0.16 | 0.00 | 0.56 | 0.00 | 3.66 | 19.56 | |||
| OGFGY | 1.17 | 0.30 | 0.08 | -0.73 | 1.14 | 4.62 | 9.39 | |||
| TRMLF | 1.26 | 0.04 | 0.02 | -4.01 | 1.75 | 2.83 | 9.79 |
Repsol SA Risk and Return Dispersion
Volatility for Repsol SA measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Repsol SA is assessed in terms of its structural contribution to portfolio diversification and long-term stability.
Methodology
Unless otherwise specified, financial data for Repsol SA is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Repsol (USA Stocks:REPYF) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.
Assumptions
The dataset for Repsol SA incorporates public filings and market reference sources and official institutional disclosures, including U.S. Securities and Exchange Commission (SEC) via EDGAR. Some inputs may not update instantaneously. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Analyst Sources
Repsol SA may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Repsol SA Investment Opportunity
Measured over the selected horizon, Repsol SA carries roughly 4.39 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 Repsol SA to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a large bullish trend. Check odds of Repsol SA to be traded at $26.31 in 90 days.Average diversification
Across the chosen horizon, REPYF and DJI show a correlation of 0.14 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Repsol SA Additional Risk Indicators
Risk analysis around Repsol SA 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 | 0.1148 | |||
| Market Risk Adjusted Performance | 0.888 | |||
| Mean Deviation | 2.18 | |||
| Semi Deviation | 2.46 | |||
| Downside Deviation | 5.41 | |||
| Coefficient Of Variation | 725.8 | |||
| Standard Deviation | 3.62 |
Repsol SA Suggested Diversification Pairs
Pair trading with Repsol 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 Repsol 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. Repsol 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, Repsol 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 Repsol SA.
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