SoftwareONE Holding (Switzerland) Volatility
| SWON Stock | CHF 6.97 0.04 0.58% |
SoftwareONE Holding AG operates with a minimal volatility profile across the current review period. At this stage, SoftwareONE Holding AG shows a Sharpe Ratio (Efficiency) of -0.14, summarizing negative risk-adjusted returns over the last 3 months. We found 24 technical indicators contributing to the current risk picture.
Sharpe Ratio = -0.1361
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SWON |
Estimated Market Risk
| 2.65 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.36 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
SoftwareONE Holding AG's financial profile includes a Market Risk Adjusted Performance of 1.5%, a Risk of 2.65, and a Risk Adjusted Performance of -0.1%. SoftwareONE Holding is not performing at its full potential based on monthly moving average. Adding it to a well-diversified portfolio can enhance total return and reduce market risk.
Key indicators related to SoftwareONE Holding's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
SoftwareONE Holding volatility measures the statistical dispersion of SoftwareONE Holding's daily returns using variance and standard deviation. Combined with SoftwareONE's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.
SoftwareONE |
SoftwareONE Holding Volatility Strategy
Historical price movement in SoftwareONE Holding AG provides context for allocation sensitivity. Current statistical measures show total volatility near 2.65% with a beta coefficient of -0.25, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.14, evaluates return per unit of total risk. An alpha value of -0.37 reflects performance relative to systematic market exposure. Expected return estimates near -0.36% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.
Main indicators related to SoftwareONE Holding's market risk premium analysis include:
Beta -0.25 | Alpha -0.37 | Risk 2.65 | Sharpe Ratio -0.14 | Expected Return -0.36 |
SoftwareONE Holding Sensitivity To Market
SoftwareONE Holding'sBeta modeling for SoftwareONE Holding AG results in a coefficient of -0.25, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 2.65%.SoftwareONE Holding AG volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 2.65%. For SoftwareONE Holding AG, price swings may be influenced by sector movement and company-specific headlines.
| α | -0.3714 | β | -0.2487 | Check current 90 days SoftwareONE Holding correlation with market (Dow Jones Industrial)
SoftwareONE Holding Downside Risk
SoftwareONE 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 | 2.65 |
It is essential to understand the difference between upside risk (as represented by SoftwareONE Holding's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of SoftwareONE Holding's daily returns or price. SoftwareONE Holding AG's financial profile includes a Maximum Drawdown of 13.83.
SoftwareONE Holding Stock Volatility Analysis
Volatility refers to the frequency at which SoftwareONE Holding stock price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with SoftwareONE Holding's.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. SoftwareONE Holding 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.
SoftwareONE Holding Projected Return Density Against Market
Assuming the 90 days trading horizon SoftwareONE Holding AG has a beta of -0.2487 . This usually implies as returns on the benchmark increase, returns on holding SoftwareONE Holding are expected to decrease at a much lower rate. During a bear market, however, SoftwareONE Holding AG is likely to outperform the market.SoftwareONE Holding reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. SoftwareONE Holding AG's financial profile includes a Mean Deviation of 1.82 and a Standard Deviation of 2.65.
Predicted Return Density |
| Returns |
What Drives a SoftwareONE Holding 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.SoftwareONE Holding Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of SoftwareONE Holding is -734.52. The daily returns are distributed with a variance of 7.04 and standard deviation of 2.65. The mean deviation of SoftwareONE Holding AG is currently at 1.82. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | -0.3714 | |
β | Beta against Dow Jones | -0.2487 | |
σ | Overall volatility | 2.65 | |
Ir | Information ratio | -0.1398 |
SoftwareONE Holding Stock Return Volatility
SoftwareONE Holding historical daily return volatility represents how much of SoftwareONE Holding stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The venture accepts 2.654% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7948% volatility on return distribution over the 90 days 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 SoftwareONE Stock performing well and SoftwareONE Holding 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 SoftwareONE Holding'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| COTN | 2.13 | 0.19 | 0.05 | 3.58 | 3.32 | 5.38 | 27.23 | |||
| AMS | 2.22 | 0.14 | 0.04 | 8.41 | 2.93 | 5.48 | 17.13 | |||
| UBXN | 0.33 | -0.01 | -0.01 | 0.09 | 0.57 | 0.74 | 7.62 | |||
| IFCN | 1.72 | 0.14 | 0.07 | -2.29 | 1.82 | 5.47 | 12.68 | |||
| HUBN | 1.62 | 0.22 | 0.08 | 0.57 | 2.27 | 5.42 | 13.55 | |||
| SENS | 1.68 | -0.23 | 0.00 | 3.53 | 0.00 | 3.18 | 13.03 | |||
| CICN | 2.90 | -0.42 | 0.00 | 0.67 | 0.00 | 5.76 | 27.91 | |||
| ALSN | 1.99 | -0.34 | 0.00 | 2.69 | 0.00 | 2.94 | 34.00 | |||
| TEMN | 1.65 | -0.02 | 0.00 | -0.07 | 0.00 | 2.53 | 16.21 | |||
| WIHN | 3.64 | -0.25 | 0.00 | 0.32 | 0.00 | 8.54 | 21.90 |
SoftwareONE Holding Volatility and Position Sizing
Volatility for SoftwareONE Holding measures return dispersion and uncertainty over time. Risk-adjusted exposure depends on dispersion and liquidity discipline. SoftwareONE Holding is assessed in terms of its structural contribution to portfolio diversification and long-term stability.
Methodology
Unless otherwise specified, financial data for SoftwareONE Holding AG 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. SoftwareONE (CH:SWON) 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
Inputs are aggregated from public filings and market reference sources and public institutions such as U.S. Securities and Exchange Commission (SEC) via EDGAR. Certain values may not reflect real-time changes. 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
SoftwareONE Holding AG may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
SoftwareONE Holding Investment Opportunity
Measured over the selected horizon, SoftwareONE Holding AG carries roughly 3.35 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 SoftwareONE Holding AG 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 moderate upward volatility. Check odds of SoftwareONE Holding to be traded at ₣7.67 in 90 days.Good diversification
Across the chosen horizon, SWON and DJI show a correlation of -0.14 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
SoftwareONE Holding Additional Risk Indicators
Risk analysis around SoftwareONE Holding AG 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 | -0.1 | |||
| Market Risk Adjusted Performance | 1.5 | |||
| Mean Deviation | 1.82 | |||
| Coefficient Of Variation | -734.52 | |||
| Standard Deviation | 2.65 | |||
| Variance | 7.04 | |||
| Information Ratio | -0.14 |
SoftwareONE Holding Suggested Diversification Pairs
Pair trading with SoftwareONE Holding 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.
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 SoftwareONE Holding 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. SoftwareONE Holding'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, SoftwareONE Holding'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 SoftwareONE Holding AG.
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