Servotronics Volatility
| SVTDelisted Stock | USD 46.94 0.00 0.00% |
Servotronics continues to register a very high volatility profile over the selected horizon. There are 23 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.0
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Servotronics's financial profile includes a Market Risk Adjusted Performance of -0.6%, a Risk Adjusted Performance of 0.1%, and a Total Risk Alpha of 8.42. Monthly moving average data indicates Servotronics is not at full potential. A well-diversified portfolio allocation can reduce unsystematic risk.
Key indicators related to Servotronics' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Servotronics is most actionable when combined with directional views. A high-volatility Servotronics' environment expands both upside and downside scenarios, making precise position sizing and risk management essential for Servotronics investors.
Servotronics |
Volatility Strategy
Servotronics variability affects risk-adjusted contribution depending on portfolio structure. Current statistical measures show total volatility near 0.0% with a beta coefficient of -7.2, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0, evaluates return per unit of total risk. An alpha value of 3.67 reflects performance relative to systematic market exposure. Expected return estimates near 0.0% 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 Servotronics' market risk premium analysis include:
Beta -7.20 | Alpha 3.67 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Moving together with Servotronics Stock
| 0.82 | MCD | McDonalds | PairCorr |
| 0.75 | WMT | Walmart Common Stock | PairCorr |
| 0.73 | PG | Procter Gamble | PairCorr |
| 0.86 | MRK | Merck Company Sell-off Trend | PairCorr |
| 0.83 | CAT | Caterpillar | PairCorr |
| 0.74 | DD | Dupont De Nemours | PairCorr |
| 0.88 | KO | Coca Cola | PairCorr |
| 0.91 | T | ATT Inc Aggressive Push | PairCorr |
| 0.88 | CVX | Chevron Corp | PairCorr |
Moving against Servotronics Stock
| 0.91 | IBM | International Business | PairCorr |
| 0.89 | MSFT | Microsoft | PairCorr |
| 0.85 | DIS | Walt Disney | PairCorr |
| 0.85 | AXP | American Express | PairCorr |
| 0.69 | BAC | Bank of America | PairCorr |
Sensitivity To Market
Servotronics systematic risk exposure can be summarized by its beta of -7.2. This metric compares asset return behavior against benchmark returns. Total volatility remains around 0.0%.This volatility note keeps the focus on measured behavior: dispersion, downside movement, and the stability of recent returns for Servotronics. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze Servotronics Demand TrendCheck current 90 days Servotronics correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Servotronics provides a measure of daily price dispersion around the mean over the selected period. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.0 |
Investors in Servotronics should note that standard deviation and downside deviation measure different things. Standard deviation captures total volatility, while downside deviation of Servotronics' returns isolates loss risk. Servotronics's financial profile includes a Downside Deviation of 1.79, a Downside Variance of 3.19, and a Maximum Drawdown of 267.41.
Stock Volatility Analysis
Servotronics investors closely track volatility as a key measure of the stock's price risk. Periods of elevated volatility in Servotronics can reward disciplined traders while exposing long-term holders to drawdowns.
Transformation |
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Projected Return Density Against Market
Considering the 90-day investment horizon Servotronics has a beta of -7.2023 . This usually implies as returns on its benchmark rise, returns on Servotronics are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Servotronics is expected to outperform its benchmark.The overall risk of Servotronics includes stock market sensitivity and asset-level influences. Diversification addresses specific risk but not systemic exposure. Servotronics's financial profile includes a Downside Deviation of 1.79, a Mean Deviation of 8.51, and a Standard Deviation of 32.95.
Predicted Return Density |
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What Drives Servotronics' Price Volatility?
Several factors can influence Servotronics' market volatility:Industry Dynamics
Sector-level events can directly affect Servotronics' price stability. Regulatory changes, supply disruptions, or shifts in demand within Servotronics' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Servotronics.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Servotronics' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Servotronics. During periods of economic expansion, Servotronics' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Servotronics' Company-Specific Factors
Volatility can also stem from events unique to Servotronics. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Servotronics' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Servotronics' share price.Stock Return Volatility
Volatility for Servotronics quantifies the day-to-day dispersion of delisted stock returns around their historical average. The firm carries 0.0% return volatility across the 90-day horizon. As a benchmark, 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
Servotronics Company may look attractive on headline returns alone, but deeper analysis often tells a different story. 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 | ||
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| SAVE | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MNTX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SCX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ARQ | 3.39 | -0.34 | 0.00 | -0.47 | 0.00 | 6.82 | 55.57 | |||
| IVAC | 1.32 | 0.32 | 0.33 | -0.74 | 0.76 | 4.42 | 19.96 | |||
| OIG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RYM | 4.82 | -0.46 | 0.00 | -0.67 | 0.00 | 8.47 | 26.97 | |||
| SPWR | 2.67 | -0.24 | 0.00 | -0.22 | 0.00 | 6.47 | 17.31 | |||
| ARC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| AZUL | 5.39 | -2.14 | 0.00 | -0.92 | 0.00 | 9.29 | 37.84 |
Risk Metrics, Assumptions & Methodology
Volatility for Servotronics measures return dispersion and uncertainty over time. Price variability shapes drawdown potential over rolling windows. Servotronics has a market cap of 120 M, P/E of 281.17, ROE of -4.18%.
For Servotronics, 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 BoardServotronics Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 0.0 times the return volatility of Servotronics. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Servotronics 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 works best as a directional cue rather than as a standalone forecast. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Servotronics to be traded at $46.47 in 90 days.Very good diversification
SVT currently posts a -0.28 correlation with DJI, indicating a Very good diversification relationship for the active sample. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Servotronics Additional Risk Indicators
Secondary risk indicators for Servotronics can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.1167 | |||
| Market Risk Adjusted Performance | -0.60 | |||
| Mean Deviation | 8.51 | |||
| Downside Deviation | 1.79 | |||
| Coefficient Of Variation | 750.11 | |||
| Standard Deviation | 32.95 | |||
| Variance | 1085.71 |
Servotronics Suggested Diversification Pairs
Using Servotronics 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. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Servotronics' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Servotronics' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
Servotronics has a market cap of 120 M, operating margin of 2.07%, ROE of -4.18%. Use World Market Map to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates. At P/E 281.17 and ROE -4.18%, Servotronics analysis should be read alongside other portfolio and risk tools before adjusting capital allocation. Combining those profitability and valuation signals with the risk, diversification, and comparative tools below produces a more informed Industrials position-sizing decision. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Other Consideration for investing in Servotronics Stock
Servotronics risk assessment requires review of trading venue structure.
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