Swiss Water Decaffeinated Stock Volatility
| SWP Stock | CAD 4.60 0.06 1.32% |
The latest read on Swiss Water Decaffeinated points to a moderate volatility profile over the designated window. Swiss Water Decaffeinated registers a Sharpe Ratio (Efficiency) of 0.0352, pointing to consistent risk-adjusted returns over the last 3 months. Current risk dynamics are supported by 29 technical indicators.
Sharpe Ratio = 0.0352
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| Negative Returns | SWP |
Estimated Market Risk
| 1.24 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Swiss Water Decaffeinated posted a Market Risk Adjusted Performance of -0.7%, a Risk of 1.24, and a Risk Adjusted Performance of 0.03% for the reported period. Trend analysis shows Swiss Water trading at roughly 2% of its established return corridor. Diversification changes its relative contribution to total variance.
Key indicators related to Swiss Water's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility of Swiss Water is a critical input for portfolio construction. Assets with low correlation and moderate volatility - like Swiss Water in certain environments - can improve a portfolio's risk-adjusted return by adding diversification without excessive Swiss Water's price risk.
Swiss |
Volatility Strategy
Swiss Water Decaffeinated dispersion metrics describe how it interacts with cross-asset exposure. Current statistical measures show total volatility near 1.24% with a beta coefficient of -0.0469, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0352, evaluates return per unit of total risk. An alpha value of 0.0299 reflects performance relative to systematic market exposure. Expected return estimates near 0.0437% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Equity volatility may reflect changes in growth expectations.
Main indicators related to Swiss Water's market risk premium analysis include:
Beta -0.05 | Alpha 0.0299 | Risk 1.24 | Sharpe Ratio 0.0352 | Expected Return 0.0437 |
Moving against Swiss Stock
Sensitivity To Market
Swiss Water Decaffeinated beta coefficient, currently -0.0469, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 1.24%.Swiss Water Decaffeinated has displayed return variability that can be compared across instruments using standard deviation (1.31%). Equity volatility often increases when trading volume rises and spreads widen in fast markets.
3 Months Beta |Analyze Swiss Water Decaffeinated Demand TrendCheck current 90 days Swiss Water correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Swiss provides a statistical measure of daily price variability relative to the mean over a chosen period. High values mean high volatility; low values mean stability.
Standard Deviation | 1.24 |
Investors analyzing Swiss Water should consider both total and downside risk. Standard deviation measures total price dispersion, while semi-deviation and downside deviation focus on the loss risk embedded in Swiss Water's returns. Swiss Water Decaffeinated posted a Downside Deviation of 2.21, a Downside Variance of 4.89, and a Maximum Drawdown of 6.41 for the reported period.
Stock Volatility Analysis
For traders and investors in Swiss Water, volatility is both a risk factor and a source of opportunity. Sudden spikes in Swiss Water's stock volatility can lead to rapid gains or steep losses. Long-term investors in Swiss Water often use volatility as a signal to accumulate or trim.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Swiss Water Decaffeinated 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 Swiss Water Decaffeinated has a beta of -0.0469 . This usually implies that as returns on the benchmark increase, returns on Swiss Water tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Swiss Water Decaffeinated is likely to outperform the market.The risk profile of Swiss Water includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. Swiss Water Decaffeinated posted a Downside Deviation of 2.21, a Mean Deviation of 0.81, and a Semi Deviation of 1.33 for the reported period.
Predicted Return Density |
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What Drives Swiss Water's Price Volatility?
Several factors can influence Swiss Water's market volatility:Industry Dynamics
Sector-level events can directly affect Swiss Water's price stability. Regulatory changes, supply disruptions, or shifts in demand within Swiss Water'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 Swiss Water.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Swiss Water's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Swiss Water. During periods of economic expansion, Swiss Water's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Swiss Water's Company-Specific Factors
Volatility can also stem from events unique to Swiss Water. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Swiss Water's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Swiss Water's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Swiss Water is 2843.15. The daily returns are distributed with a variance of 1.54 and standard deviation of 1.24. The mean deviation of Swiss Water Decaffeinated is currently at 0.76. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | -0.0469 | |
σ | Overall volatility | 1.24 | |
Ir | Information ratio | 0.06 |
Stock Return Volatility
Swiss Water return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 1.2422% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.7948% 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
Evaluating Swiss Stock requires separating price momentum from underlying business quality relative to competitors. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Swiss Water'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.Risk Metrics, Assumptions & Methodology
Volatility for Swiss Water measures return dispersion and uncertainty over time. Dispersion trends provide context for structural risk posture. Swiss Water has a market cap of 43.9 M, P/E of 18.39, ROE of 2.75%.
Reported values for Swiss Water Decaffeinated are derived from periodic company reporting and market reference feeds and then standardized by Macroaxis analytics. Refresh times depend on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardSwiss Water Investment Opportunity
Swiss Water Decaffeinated is about 1.57 times more volatile than Dow Jones Industrial based on recent return behavior. 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 Swiss Water Decaffeinated to enhance the returns of your portfolios. 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 large bullish trend. Check odds of Swiss Water to be traded at C$5.06 in 90 days.Very good diversification
The correlation between SWP and DJI is -0.39, which Macroaxis classifies as Very good diversification for the selected horizon. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Swiss Water Additional Risk Indicators
Secondary risk indicators for Swiss Water Decaffeinated can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0292 | |||
| Market Risk Adjusted Performance | -0.67 | |||
| Mean Deviation | 0.8107 | |||
| Semi Deviation | 1.33 | |||
| Downside Deviation | 2.21 | |||
| Coefficient Of Variation | 3128.43 | |||
| Standard Deviation | 1.31 |
Swiss Water Suggested Diversification Pairs
Pair analysis around Swiss Water Decaffeinated matters because it can turn one security idea into a more market-neutral structure. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Swiss Water, market-wide risk remains. What pair trading can address is Swiss Water's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
More Resources for Swiss Stock Analysis
Other Information on Investing in Swiss Stock
Financial ratios for Swiss Water help frame valuation context across profits, cash flow, and enterprise value. They help compare Swiss across valuation measures and peers.