Ranplan (Sweden) Volatility
| RPLAN Stock | SEK 1.12 0.00 0.00% |
Across the designated horizon, Ranplan Group continues to post a very high volatility profile. Ranplan Group indicates a Sharpe Ratio (Efficiency) of 0.12, reflecting healthy reward-to-volatility behavior over the last 3 months. The current setup includes 24 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.1237
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| Average Returns | RPLAN | |||
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Estimated Market Risk
| 15.63 actual daily | 96 96% of assets are less volatile |
Expected Return
| 1.93 actual daily | 38 62% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Ranplan Group reported a Market Risk Adjusted Performance of -0.7%, a Risk of 15.63, and a Risk Adjusted Performance of 0.1%. Monthly data indicates Ranplan is positioned around 9% of its historical movement range. In a well-diversified portfolio, overall dispersion would reflect cross-asset dynamics.
Key indicators related to Ranplan's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Ranplan's beta measures how much Ranplan's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Ranplan's risk is primarily market-driven or company-specific.
Ranplan |
Volatility Strategy
Volatility in Ranplan Group contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 15.63% with a beta coefficient of -1.9, 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 1.37 reflects performance relative to systematic market exposure. Expected return estimates near 1.93% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to Ranplan's market risk premium analysis include:
Beta -1.90 | Alpha 1.37 | Risk 15.63 | Sharpe Ratio 0.12 | Expected Return 1.93 |
Moving together with Ranplan Stock
| 0.76 | BETCO | Better Collective | PairCorr |
| 0.84 | AZN | AstraZeneca PLC | PairCorr |
| 0.65 | INVE-A | Investor AB ser | PairCorr |
| 0.67 | INVE-B | Investor AB ser | PairCorr |
| 0.85 | TAGM-B | TagMaster AB Series | PairCorr |
Moving against Ranplan Stock
| 0.82 | UPSALE | Upsales Technology | PairCorr |
| 0.79 | SEYE | Smart Eye AB | PairCorr |
| 0.78 | LIME | Lime Technologies | PairCorr |
| 0.73 | ENEA | Enea AB | PairCorr |
| 0.56 | HEXA-B | Hexagon AB | PairCorr |
| 0.55 | VIT-B | Vitec Software Group | PairCorr |
| 0.41 | FPIP | FormPipe Software | PairCorr |
| 0.35 | STORY-B | Storytel AB | PairCorr |
Sensitivity To Market
Ranplan Group relative market sensitivity is quantified by its beta value of -1.9. This regression-derived coefficient reflects systematic risk. Total return variability is about 15.63%.This summary describes how Ranplan Group has moved rather than why it moved. Standard deviation is near 14.79% and downside deviation is near 19.7%. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze Ranplan Group Demand TrendCheck current 90 days Ranplan correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Ranplan 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 | 15.63 |
For investors in Ranplan, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Ranplan's returns. Ranplan Group reported a Downside Deviation of 19.70, a Downside Variance of 387.96, and a Maximum Drawdown of 93.19.
Stock Volatility Analysis
Analyzing Ranplan volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Ranplan's 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. Ranplan Group 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 Ranplan Group has a beta of -1.9011 indicating as returns on its benchmark rise, returns on Ranplan Group are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Ranplan is expected to outperform its benchmark.Ranplan remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Ranplan Group reported a Downside Deviation of 19.70, a Mean Deviation of 5.25, and a Semi Deviation of 5.51.
Predicted Return Density |
| Returns |
What Drives Ranplan's Price Volatility?
Several factors can influence Ranplan's market volatility:Industry Dynamics
Sector-level events can directly affect Ranplan's price stability. Regulatory changes, supply disruptions, or shifts in demand within Ranplan'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 Ranplan.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Ranplan's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Ranplan. During periods of economic expansion, Ranplan's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Ranplan's Company-Specific Factors
Volatility can also stem from events unique to Ranplan. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Ranplan's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Ranplan's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Ranplan is 808.2. The daily returns are distributed with a variance of 244.31 and standard deviation of 15.63. The mean deviation of Ranplan Group is currently at 5.91. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 1.37 | |
β | Beta against Dow Jones | -1.9011 | |
σ | Overall volatility | 15.63 | |
Ir | Information ratio | 0.1 |
Stock Return Volatility
Ranplan historical daily return volatility represents how much of Ranplan stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 15.6303% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8013% 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
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Risk-Adjusted Indicators
There is a big difference between Ranplan Stock performing well and Ranplan Company doing well as a business compared to the competition. A thorough review of Ranplan'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| COMPDM | 2.64 | -0.23 | 0.00 | 0.81 | 0.00 | 5.46 | 17.62 | |||
| SPEONE | 3.92 | 0.40 | 0.06 | 0.16 | 3.84 | 7.14 | 37.19 | |||
| DIVIO-B | 3.52 | -0.28 | 0.00 | 0.32 | 0.00 | 10.00 | 54.23 | |||
| ZAPLOX | 2.83 | -0.14 | 0.00 | 1.01 | 0.00 | 6.67 | 16.19 | |||
| LOYAL | 4.21 | 0.75 | 0.06 | 0.82 | 6.53 | 8.02 | 82.17 | |||
| MOBA | 15.68 | 4.26 | 0.30 | 1.01 | 10.48 | 25.00 | 439.69 | |||
| DIAH | 5.79 | -1.11 | 0.00 | -4.78 | 0.00 | 15.34 | 60.12 | |||
| ANOT | 3.77 | -0.05 | 0.00 | 0.03 | 0.00 | 6.76 | 29.68 | |||
| FLOWS | 2.65 | 0.01 | 0.01 | 0.00 | 3.06 | 5.52 | 13.41 | |||
| CHARGE | 4.80 | 0.35 | 0.08 | -1.28 | 4.76 | 9.63 | 28.86 |
Risk Metrics, Assumptions & Methodology
Volatility for Ranplan measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Ranplan has a market cap of 42.92 M, ROE of -18.13%.
The analytics block for Ranplan Group 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 BoardRanplan Investment Opportunity
Recent data suggests that Ranplan Group is meaningfully more volatile than Dow Jones Industrial, by roughly a 19.54x factor. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Ranplan Group 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 Ranplan to be traded at kr1.1088 in 90 days.Good diversification
For the present investment horizon, the measured correlation between RPLAN and DJI stands at -0.09, or Good diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.
Ranplan Additional Risk Indicators
Looking at additional risk metrics for Ranplan Group helps investors judge how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0868 | |||
| Market Risk Adjusted Performance | -0.74 | |||
| Mean Deviation | 5.25 | |||
| Semi Deviation | 5.51 | |||
| Downside Deviation | 19.7 | |||
| Coefficient Of Variation | 1035.17 | |||
| Standard Deviation | 14.79 |
Ranplan Suggested Diversification Pairs
A pair strategy built around Ranplan Group 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 Ranplan 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. Ranplan'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, Ranplan'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 Ranplan Group.
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