Scatec ASA Stock Volatility
| STECF Stock | USD 12.60 0.00 0.00% |
Over the designated horizon, Scatec ASA maintains a minimal volatility profile. Scatec ASA posts a Sharpe Ratio (Efficiency) of 0.13, suggesting positive return efficiency over the last 3 months. There are 16 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.126
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | STECF | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Scatec ASA's financial profile includes a Market Risk Adjusted Performance of -0.9%, a Risk of 4.29, and a Risk Adjusted Performance of 0.1%. Monthly moving average analysis places Scatec ASA at roughly 10% of its prior performance bandwidth. Its effect inside a well-diversified portfolio would be influenced by cross-asset correlation.
Key indicators related to Scatec ASA's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Scatec ASA's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Scatec ASA's typical price swings and is a primary input in options pricing models.
Scatec |
Volatility Strategy
Scatec ASA return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 4.29% with a beta coefficient of -0.58, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.13, evaluates return per unit of total risk. An alpha value of 0.45 reflects performance relative to systematic market exposure. Expected return estimates near 0.54% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Valuation adjustments may drive price swings.
Main indicators related to Scatec ASA's market risk premium analysis include:
Beta -0.58 | Alpha 0.45 | Risk 4.29 | Sharpe Ratio 0.13 | Expected Return 0.54 |
Moving together with Scatec Pink Sheet
| 0.72 | DNNGY | Orsted AS ADR | PairCorr |
| 0.69 | DOGEF | Orsted A/S | PairCorr |
| 0.76 | EDRVF | EDP Renovaveis | PairCorr |
| 0.76 | BEP | Brookfield Renewable | PairCorr |
| 0.75 | EMR | Emergent Metals Corp | PairCorr |
| 0.63 | ATX | ATEX Resources | PairCorr |
| 0.62 | GGL | GGL Resources Corp | PairCorr |
| 0.7 | PWDY | Powerdyne International | PairCorr |
| 0.81 | PLMK | Plum Acquisition Corp | PairCorr |
| 0.67 | LNNGY | Li Ning Earnings Call This Week | PairCorr |
| 0.66 | ISOU | IsoEnergy Downward Rally | PairCorr |
| 0.76 | NICOF | NICO Resources | PairCorr |
| 0.73 | IRDM | Iridium Communications | PairCorr |
Moving against Scatec Pink Sheet
| 0.77 | CEG | Constellation Energy Corp | PairCorr |
| 0.6 | LME | Laurion Mineral | PairCorr |
| 0.43 | OEZVF | VERBUND AG | PairCorr |
| 0.39 | CZAVF | CEZ a s | PairCorr |
Sensitivity To Market
Scatec ASA exhibits a beta of -0.58, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 4.29%.Volatility metrics for Scatec ASA describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze Scatec ASA Demand TrendCheck current 90 days Scatec ASA correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Scatec measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 4.29 |
Standard deviation captures both upside and downside movement in Scatec ASA. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Scatec ASA's returns. Scatec ASA's financial profile includes a Maximum Drawdown of 34.04.
Pink Sheet Volatility Analysis
Scatec ASA pink sheet volatility is a measure of the speed and extent of Scatec ASA's price movements. High volatility generally means the pink sheet price moves dramatically up or down in a short period of time. Low volatility means Scatec ASA's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Scatec ASA 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 Scatec ASA has a beta of -0.5814 . This usually implies that as returns on the benchmark increase, returns on Scatec ASA tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Scatec ASA is likely to outperform the market.Investors in Scatec ASA face systematic risk from overall pink sheet market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Scatec ASA's financial profile includes a Mean Deviation of 1.02 and a Standard Deviation of 4.19.
Predicted Return Density |
| Returns |
What Drives Scatec ASA's Price Volatility?
Several factors can influence Scatec ASA's market volatility:Industry Dynamics
Sector-level events can directly affect Scatec ASA's price stability. Regulatory changes, supply disruptions, or shifts in demand within Scatec ASA'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 Scatec ASA.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Scatec ASA's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Scatec ASA. During periods of economic expansion, Scatec ASA's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Scatec ASA's Company-Specific Factors
Volatility can also stem from events unique to Scatec ASA. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Scatec ASA's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Scatec ASA's share price.Pink Sheet Risk Measures
Assuming a 90-day horizon the coefficient of variation of Scatec ASA is 793.73. The daily returns are distributed with a variance of 18.4 and standard deviation of 4.29. The mean deviation of Scatec ASA is currently at 1.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.45 | |
β | Beta against Dow Jones | -0.5814 | |
σ | Overall volatility | 4.29 | |
Ir | Information ratio | 0.14 |
Pink Sheet Return Volatility
Scatec ASA return volatility captures the typical daily swing in pink sheet returns relative to the mean over the selected period. The company has volatility of 4.289% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8248% 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
| High negative correlations
|
Risk-Adjusted Indicators
Evaluating Scatec Pink Sheet requires separating price momentum from underlying business quality relative to competitors. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DRXGF | 0.63 | 0.14 | 0.00 | 0.47 | 0.00 | 1.12 | 24.29 | |||
| PUPOF | 0.88 | 0.42 | 0.00 | 0.36 | 0.00 | 0.00 | 35.93 | |||
| DRXGY | 0.86 | 0.28 | 0.00 | 0.51 | 0.00 | 1.06 | 19.89 | |||
| CSGEF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BJWTF | 0.18 | -0.11 | 0.00 | 1.50 | 0.00 | 0.00 | 6.06 | |||
| EDRWY | 1.06 | 0.50 | 0.00 | -1.77 | 0.00 | 0.00 | 0.00 | |||
| TEPCY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CGKEF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PPAAF | 19.60 | 7.68 | 0.00 | 1.57 | 0.00 | 49.07 | 72.61 | |||
| EPWDF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Scatec ASA measures return dispersion and uncertainty over time. Observed drawdowns appear relatively moderate compared with broader market swings. Scatec ASA has a market cap of 2.11 B, P/E of 32.14, ROE of -13.12%.
For Scatec ASA, 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:
Rifka Kats - Member of Macroaxis Editorial BoardScatec ASA Investment Opportunity
Scatec ASA currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 5.23. 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 Scatec ASA to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a normal downward fluctuation but is a risky buy. Check odds of Scatec ASA to be traded at $12.47 in 90 days.Significant diversification
The correlation between STECF and DJI is 0.03, which Macroaxis classifies as Significant diversification for the selected horizon. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Scatec ASA Additional Risk Indicators
Looking at additional risk metrics for Scatec ASA frames how the position may behave under different market and portfolio conditions. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.1068 | |||
| Market Risk Adjusted Performance | -0.86 | |||
| Mean Deviation | 1.02 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 4.19 | |||
| Variance | 17.56 | |||
| Information Ratio | 0.1442 |
Scatec ASA Suggested Diversification Pairs
Using Scatec ASA 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. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Scatec ASA, market-wide risk remains. What pair trading can address is Scatec ASA's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
Popular Tools for Scatec Pink Sheet analysis
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities |