## Nordea Volatility |
NI |

NDIEUENHKL -- Denmark Stock | ## DKK 93.54 1.34 1.45% |

Nordea Invest is very steady given 3 months investment horizon. Nordea Invest Europe has Sharpe Ratio of 0.33, which conveys that the firm had 0.33% of return per unit of risk over the last 3 months. Our standpoint towards estimating the risk of a stock is to use both market data as well as company specific technical data. We were able to analyze and collect data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.53% are justified by taking the suggested risk. Use Nordea Invest Europe mean deviation of 4.46, and risk adjusted performance of (0.20) to evaluate company specific risk that cannot be diversified away.

Nordea Invest Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Nordea daily returns, and it is calculated using variance and standard deviation. We also use Nordea's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Nordea Invest volatility.

## Search Volatility | Nordea |

## Nordea Invest Market Sensitivity And Downside Risk

Nordea Invest Europe beta coefficient measures the volatility of Nordea stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Nordea stock's returns against your selected market. In other words, Nordea Invest's beta of -0.2459 provides an investor with an approximation of how much risk Nordea Invest stock can potentially add to one of your existing portfolios. Let's try to break down what Nordea's beta means in this case. As returns on the market increase, returns on owning Nordea Invest are expected to decrease at a much lower rate. During the bear market, Nordea Invest is likely to outperform the market. 3 Months Beta |Analyze Nordea Invest Europe Demand TrendCheck current 30 days Nordea Invest correlation with market (DOW)

β | ## Current Nordea Invest Beta Coefficient | = |

### Nordea Invest Central Daily Price Deviations

It is essential to understand the difference between upside risk (as represented by Nordea Invest's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Nordea Invest stock's daily returns or price. Since the actual investment returns on holding a position in Nordea Invest stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Nordea Invest.## Nordea Invest Europe Volatility Analysis

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## Nordea Invest Projected Return Density Against Market

Assuming the 30 trading days horizon, Nordea Invest Europe has a beta of -0.2459 . This indicates as returns on benchmark increase, returns on holding Nordea Invest are expected to decrease at a much lower rate. During the bear market, however, Nordea Invest Europe is likely to outperform the market. Additionally, Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Nordea Invest or Nordea Invest Europe sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Nordea Invest stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Nordea stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. The company has a negative alpha, implying that the risk taken by holding this equity is not justified. Nordea Invest Europe is significantly underperforming DOW.

Predicted Return Density |

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## Nordea Invest Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Nordea Invest or Nordea Invest Europe sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Nordea Invest stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Nordea stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 30 trading days horizon, the coefficient of variation of Nordea Invest is 303.8. The daily returns are destributed with a variance of 21.48 and standard deviation of 4.63. The mean deviation of Nordea Invest Europe is currently at 3.26. For similar time horizon, the selected benchmark (DOW) has volatility of 1.82

α | Alpha over DOW | = | -0.76 | |

β | Beta against DOW | = | -0.25 | |

σ | Overall volatility | = | 4.63 | |

Ir | Information ratio | = | -0.14 |

## Nordea Invest Return Volatility

Nordea Invest historical daily return volatility represents how much Nordea Invest stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company accepts 4.6345% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.8194% risk (volatility on return distribution) over the 30 days horizon.

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## About Nordea Invest Volatility

Volatility is a rate at which the price of Nordea Invest or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Nordea Invest may increase or decrease. In other words, similar to Nordea's beta indicator, it measures the risk of Nordea Invest and helps estimate the fluctuations that may happen in a short period of time. So if prices of Nordea Invest fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility. Please read more on our technical analysis page.Nordea Invest Europe Enhanced is headquartered in Copenhagen, Denmark. Nordea Invest is traded on Copenhagen Stock Exchange in Denmark.

## Nordea Invest Investment Opportunity

Nordea Invest Europe has a volatility of 4.63 and is 2.54 times more volatile than DOW.

**40**of all equities and portfolios are less risky than Nordea Invest. Compared to the overall equity markets, volatility of historical daily returns of Nordea Invest Europe is lower than**40 ()**of all global equities and portfolios over the last 30 days. Use Nordea Invest Europe to enhance returns of your portfolios. The stock experiences a large bullish trend. Check odds of Nordea Invest to be traded at kr102.89 in 30 days. . Let's try to break down what Nordea's beta means in this case. As returns on the market increase, returns on owning Nordea Invest are expected to decrease at a much lower rate. During the bear market, Nordea Invest is likely to outperform the market.**Nordea Invest correlation with market**

**Good diversification**Overlapping area represents the amount of risk that can be diversified away by holding Nordea Invest Europe Enhanced and equity matching DJI index in the same portfolio.

## Nordea Invest Additional Risk Indicators

The analysis of various secondary risk indicators of Nordea Invest is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Nordea Invest investment, and either accepting that risk or mitigating it. Along with some common measures of Nordea Invest stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging your existing portfolio. Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing the like to determine which investment holds the most risk.

Risk Adjusted Performance | (0.20) | ||

Market Risk Adjusted Performance | 3.27 | ||

Mean Deviation | 4.46 | ||

Coefficient Of Variation | (878.64) | ||

Standard Deviation | 6.95 | ||

Variance | 48.35 | ||

Information Ratio | (0.14) |

## Nordea Invest Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

Additionally, see Stocks Correlation. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.

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