XP Chemistries (Sweden) Volatility
| XPC Stock | 0.18 -0.01 -5.26% |
Over the last 3 months, XP Chemistries AB maintains elevated price volatility. XP Chemistries AB reports a Sharpe ratio of 0.0194, suggesting positive return efficiency over the last 3 months. The latest risk read is supported by 28 technical indicators.
Sharpe Ratio = 0.0194
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| Cash | Small Risk | Average Risk | XPC | Huge Risk |
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Estimated Market Risk
| 3.99 actual daily | 35 65% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
For XP Chemistries AB, recent data highlights a Market Risk Adjusted Performance of 0.6%, a Risk of 3.99, and a Risk Adjusted Performance of 0.03%. XP Chemistries reflects approximately 1% of its established trend range based on monthly averages. Portfolio-level outcomes depend on how the asset interacts with other holdings. Portfolio outcomes depend on how XP Chemistries interacts with existing holdings over time. Evaluating XP Chemistries against its trend range supports more grounded portfolio decisions.
Key indicators related to XP Chemistries' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding XP Chemistries' historical volatility sets realistic expectations for XP Chemistries's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging XP Chemistries exposure. Volatility analysis for XP Chemistries is most actionable when combined with directional views. High financial distress probability for XP Chemistries amplifies the risk of extreme downside scenarios.
XPC |
Volatility Strategy
XP Chemistries AB 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 3.99% with a beta coefficient of 0.13, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0194, evaluates return per unit of total risk. An alpha value of 0.0893 reflects performance relative to systematic market exposure. Expected return estimates near 0.0775% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.
Main indicators related to XP Chemistries' market risk premium analysis include:
Beta 0.13 | Alpha 0.0893 | Risk 3.99 | Sharpe Ratio 0.0194 | Expected Return 0.0775 |
Sensitivity To Market
XP Chemistries AB exhibits a beta of 0.13, 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 3.99%.Volatility metrics for XP Chemistries AB describe how stable or unstable returns have been over the selected window. Current downside deviation is about 5.95%. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
3 Months Beta |Analyze XP Chemistries AB Demand TrendCheck current 90 days XP Chemistries correlation with market (Dow Jones Industrial)Downside Risk
For XPC, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for XPC provides a measure of daily price dispersion around the mean. Standard deviation for XPC allows comparison of risk levels across different time horizons.
Standard Deviation | 3.99 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for XP Chemistries. Upside risk is measured by XP Chemistries's standard deviation, while downside risk is captured by downside deviation of XP Chemistries' returns. Standard deviation and downside deviation for XP Chemistries measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in XP Chemistries' returns. For XP Chemistries AB, recent data highlights a Downside Deviation of 5.95, a Downside Variance of 35.36, and a Maximum Drawdown of 21.64.
Stock Volatility Analysis
For investors tracking XP Chemistries, understanding volatility is essential to managing portfolio risk. It indicates how dramatically XP Chemistries' price swings over a specific time horizon. For traders and investors in XP Chemistries, volatility is both a risk factor and a source of opportunity. Sharp price movements in XP Chemistries' can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. XP Chemistries AB 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 XP Chemistries has a beta of 0.1316 . This entails as returns on the market go up, XP Chemistries's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding XP Chemistries AB is expected to be smaller as well.Investors in XP Chemistries face systematic risk from overall stock 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. For XP Chemistries AB, recent data highlights a Downside Deviation of 5.95, a Mean Deviation of 2.86, and a Semi Deviation of 3.24.
Predicted Return Distribution |
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What Drives XP Chemistries' Price Volatility?
Industry Dynamics
XP Chemistries' volatility can rise when competitive dynamics or demand conditions shift across the Basic Materials sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into XP Chemistries' trading.XP Chemistries' Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in XP Chemistries.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of XP Chemistries is 5148.93. The daily returns are distributed with a variance of 15.92 and standard deviation of 3.99. The mean deviation of XP Chemistries AB is currently at 2.68. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 0.13 | |
σ | Overall volatility | 3.99 | |
Ir | Information ratio | 0.03 |
Stock Return Volatility
XP Chemistries return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 3.9898% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8413% 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
XP Chemistries Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing XP Chemistries' risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TRIBO-B | 3.19 | 0.25 | 0.06 | 5.21 | 3.17 | 10.53 | 26.19 | |||
| PCAT | 5.61 | -0.77 | 0.00 | 2.19 | 0.00 | 14.93 | 90.17 | |||
| AERO | 3.13 | 0.20 | 0.06 | 0.71 | 3.69 | 6.47 | 25.90 | |||
| KAKEL | 2.03 | 0.04 | 0.04 | -0.23 | 2.37 | 5.36 | 23.01 | |||
| SERT | 3.02 | -0.66 | 0.00 | -1.09 | 0.00 | 6.25 | 26.86 | |||
| AXIC-A | 3.85 | -0.52 | 0.00 | 0.58 | 0.00 | 5.99 | 39.35 | |||
| ORGC | 2.44 | -0.26 | 0.00 | 7.34 | 0.00 | 5.92 | 16.82 |
Risk Metrics, Assumptions & Methodology
Volatility for XP Chemistries measures return dispersion and uncertainty over time. Observed drawdowns appear relatively moderate compared with broader market swings. XP Chemistries has a market cap of 20 M.
For XP Chemistries AB, this section uses periodic company reporting and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardXP Chemistries Investment Opportunity
XP Chemistries AB is about 4.75 times more volatile than Dow Jones Industrial based on recent return behavior. Across the current 90-day horizon, that places the security below 35% of the broader equity and portfolio universe on a pure volatility basis.You can use XP Chemistries AB to protect the portfolio 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 very speculative upward sentiment. Check odds of XP Chemistries to be traded at 0.171 in 90 days.Excellent diversification
For the present investment horizon, the measured correlation between XP Chemistries and Dow Jones stands at -0.08, or Excellent diversification. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
XP Chemistries Additional Risk Indicators
Risk analysis around XP Chemistries AB 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 | 0.0253 | |||
| Market Risk Adjusted Performance | 0.6204 | |||
| Mean Deviation | 2.86 | |||
| Semi Deviation | 3.24 | |||
| Downside Deviation | 5.95 | |||
| Coefficient Of Variation | 4758.92 | |||
| Standard Deviation | 4.3 |
XP Chemistries Suggested Diversification Pairs
A pair strategy built around XP Chemistries AB is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. 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 XP Chemistries, market-wide risk remains. What pair trading can address is XP Chemistries' unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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