Workspace Group (UK) Volatility
| WKP Stock | 401.50 9.00 2.29% |
Workspace Group PLC shows a low volatility profile over the current evaluation window. The current Sharpe Ratio (Efficiency) for Workspace Group PLC is 0.1, reflecting risk-adjusted gains over the last 3 months. We reviewed 29 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.1024
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.49 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.15 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Workspace Group PLC reported a Market Risk Adjusted Performance of 0.5%, a Risk of 1.49, and a Risk Adjusted Performance of 0.1%. Recent moving average trends suggest Workspace Group is tracking at about 8% of its historical return corridor. Portfolio-level outcomes depend on how the asset interacts with other holdings.
Key indicators related to Workspace Group's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of Workspace Group determines how much Workspace Group's price can move in either direction over a given time frame. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Workspace Group exposure.
Workspace |
Workspace Group Volatility Strategy
Volatility in Workspace Group PLC reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 1.49% with a beta coefficient of 0.23, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.1, evaluates return per unit of total risk. An alpha value of 0.12 reflects performance relative to systematic market exposure. Expected return estimates near 0.15% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Balance-sheet changes can affect risk perception.
Main indicators related to Workspace Group's market risk premium analysis include:
Beta 0.23 | Alpha 0.12 | Risk 1.49 | Sharpe Ratio 0.1 | Expected Return 0.15 |
Moving together with Workspace Stock
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| 0.91 | HMSO | Hammerson PLC | PairCorr |
| 0.86 | SUPR | Supermarket Income REIT Earnings Call Today | PairCorr |
| 0.62 | 0D53 | Financiere de Tubize | PairCorr |
| 0.65 | GMET | Golden Metal Resources | PairCorr |
| 0.81 | CLA | CAP LEASE AVIATION | PairCorr |
| 0.75 | 0KC4 | ON Semiconductor | PairCorr |
| 0.8 | RR | Rolls Royce Holdings | PairCorr |
| 0.83 | MNTN | Schiehallion Fund | PairCorr |
| 0.88 | PALM | Panther Metals PLC | PairCorr |
| 0.83 | 0JQQ | Archer Daniels Midland | PairCorr |
| 0.7 | 0MHD | Acea SpA Earnings Call Tomorrow | PairCorr |
| 0.68 | BME | BM European Value | PairCorr |
| 0.73 | GCP | GCP Infrastructure | PairCorr |
| 0.75 | HCM | HUTCHMED China | PairCorr |
| 0.79 | TYT | Toyota Motor Corp | PairCorr |
| 0.64 | 0NY8 | Veolia Environnement | PairCorr |
| 0.77 | SHIP | Tufton Oceanic Assets Earnings Call Today | PairCorr |
Moving against Workspace Stock
Workspace Group Sensitivity To Market
Workspace Group'sThe beta coefficient of 0.23 for Workspace Group PLC measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 1.49%.Workspace Group PLC return patterns over the selected horizon reflect a low level of variability, based on dispersion and downside-focused statistics. Sector rotation can change stock volatility even without company-specific events.
3 Months Beta |Analyze Workspace Group PLC Demand TrendCheck current 90 days Workspace Group correlation with market (Dow Jones Industrial)Workspace Group Downside Risk
Workspace standard deviation quantifies the typical daily price movement relative to its average over your selected period. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 1.49 |
The difference between upside risk and downside risk is meaningful for Workspace Group investors. Upside risk is measured by Workspace Group's standard deviation, while downside risk is captured by semi-deviation or downside deviation of Workspace Group's daily returns. Workspace Group PLC reported a Downside Deviation of 1.49, a Downside Variance of 2.21, and a Maximum Drawdown of 9.49.
Workspace Group PLC Stock Volatility Analysis
When measuring the risk of Workspace Group stock, volatility is a critical metric. It indicates how dramatically Workspace Group's price swings over a specific time horizon. A stock with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Workspace Group PLC 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.
Workspace Group Projected Return Density Against Market
Assuming the 90-day trading horizon Workspace Group has a beta of 0.231 . This entails as returns on the market go up, Workspace Group's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Workspace Group PLC is expected to be smaller as well.Workspace Group carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Workspace Group PLC reported a Downside Deviation of 1.49, a Mean Deviation of 1.01, and a Semi Deviation of 1.28.
Predicted Return Density |
| Returns |
What Drives a Workspace Group 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.Workspace Group Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Workspace Group is 976.26. The daily returns are distributed with a variance of 2.22 and standard deviation of 1.49. The mean deviation of Workspace Group PLC is currently at 1.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.12 | |
β | Beta against Dow Jones | 0.23 | |
σ | Overall volatility | 1.49 | |
Ir | Information ratio | 0.09 |
Workspace Group Stock Return Volatility
Workspace Group historical daily return volatility represents how much of Workspace Group stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 1.4895% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7724% volatility on return distribution over a 90-day 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 Workspace Stock performing well and Workspace Group 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 Workspace Group'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CLBS | 1.43 | -0.06 | 0.00 | -0.19 | 0.00 | 3.70 | 19.97 | |||
| 0QJ4 | 3.83 | 0.25 | 0.05 | -0.16 | 4.53 | 11.08 | 29.89 | |||
| 0FSO | 0.16 | -0.01 | 0.00 | 0.44 | 0.00 | 0.00 | 5.41 | |||
| AUTO | 1.36 | -0.32 | 0.00 | 0.50 | 0.00 | 2.58 | 8.63 | |||
| ELLA | 0.39 | 0.03 | 0.03 | 1.03 | 0.52 | 1.38 | 5.33 | |||
| 0A8Z | 2.31 | 0.29 | 0.09 | 3.05 | 2.73 | 5.51 | 19.99 | |||
| PRTC | 1.16 | 0.04 | 0.04 | -1.52 | 1.27 | 2.45 | 6.63 | |||
| 0RFI | 3.25 | -0.34 | 0.00 | -0.34 | 0.00 | 7.46 | 30.17 |
About Workspace Group Volatility Analysis
Volatility for Workspace Group measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. Workspace Group has market cap of 772.04 M, ROE of -5.2%.
Unless otherwise specified, financial data for Workspace Group PLC 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. Updates may occur throughout the day.
Workspace Group Investment Opportunity
Measured over the selected horizon, Workspace Group PLC carries roughly 1.94 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 Workspace Group PLC to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is intended to separate routine noise from more speculative bursts in price action. an unexpected upward trend. Watch out for market signals. Check odds of Workspace Group to be traded at 481.8 in 90 days.Poor diversification
Across the chosen horizon, WKP and DJI show a correlation of 0.73 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Workspace Group Additional Risk Indicators
Risk analysis around Workspace Group PLC 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 | 0.0705 | |||
| Market Risk Adjusted Performance | 0.4997 | |||
| Mean Deviation | 1.01 | |||
| Semi Deviation | 1.28 | |||
| Downside Deviation | 1.49 | |||
| Coefficient Of Variation | 1169.87 | |||
| Standard Deviation | 1.44 |
Workspace Group Suggested Diversification Pairs
Pair trading with Workspace Group 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 Workspace Group 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. Workspace Group'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, Workspace Group'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 Workspace Group PLC.
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