Ratos risk analysis

Use Ratos AB (#SE0000191090SE) risk analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, Ratos AB has beta of -0.89 . This implies Additionally, Ratos AB has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500Assuming 30 trading days horizon, the coefficient of variation of Ratos is -11438.95. The daily returns are destributed with a variance of 4.43 and standard deviation of 2.11. The mean deviation of Ratos AB is currently at 1.55. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	(0.89)	Details
	(beta)	=	(0.89)	Details
	(volatility)	=	2.11	Details

Actual Return Volatility

Ratos AB accepts 2.11% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.