Projected Return Density against MarketAssuming 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 500 Assuming 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
Actual Return VolatilityRatos 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.
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Ratos AB has a volatility of 2.11 and is 5.15 times more volatile than Stockholm. 27% of all equities and portfolios are less risky than Ratos. Compared with the overall equity markets, volatility of historical daily returns of Ratos AB is lower than 27 (%) of all global equities and portfolios over the last 30 days. Use Ratos AB to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier.
Ratos correlation with market
Ratos Current Risk Indicators
Suggested Divercification Pairs