Academy Sports Outdoors Stock Volatility
Academy Sports price risk is quantified relative to broad market benchmarks. With a long-term beta of 1.07, the stock it generally moves in line with the broader market. The stock shows minimal price volatility over the last 3 months.
Stock Volatility Analysis
Volatility describes the degree to which Academy Sports stock price fluctuates in either direction. It captures how much Academy Sports' price fluctuates, which is relevant to allocation calibration.
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Projected Return Density Against Market
Over a 90-day investment horizon, Academy Sports has a beta that is very close to zero. This suggests the returns on DOW JONES INDUSTRIAL and Academy Sports do not appear to be highly reactive.Academy Sports remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Academy Sports Outdoors is a public company tracked for its key financial metrics in its sector.
Predicted Return Distribution |
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What Drives Academy Sports' Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Specialty Retail sector can move Academy Sports' volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Academy Sports.Academy Sports' Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Academy Sports' shares.Stock Return Volatility
Academy Sports historical daily return volatility represents how much of Academy Sports stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 0.0% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9671% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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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
Strong recent returns in Academy Sports Stock do not always mean Academy Sports Company is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RH | 3.12 | -0.69 | 0.00 | -0.29 | 0.00 | 5.91 | 27.33 | |||
| AAP | 2.20 | 0.12 | 0.05 | 0.07 | 2.22 | 4.48 | 12.61 | |||
| ANF | 2.19 | -0.42 | 0.00 | -0.34 | 0.00 | 3.84 | 12.18 | |||
| MHO | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VC | 2.03 | 0.20 | 0.07 | 0.14 | 2.48 | 6.30 | 18.28 | |||
| BKE | 1.23 | 0.12 | 0.07 | 0.11 | 1.62 | 2.42 | 8.57 | |||
| HOG | 2.12 | 0.38 | 0.15 | 0.38 | 2.33 | 5.25 | 11.76 | |||
| VSCO | 2.94 | -0.20 | 0.00 | -0.09 | 0.00 | 5.79 | 17.96 | |||
| AEO | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RRR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Academy Sports measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. Academy Sports has a market cap of 3.34 billion, P/E of 7.67, ROE of 18.05%.
Reported values for Academy Sports Outdoors are derived from periodic company reporting and market reference feeds and standardized for analysis. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Academy Sports Outdoors is less volatile than Dow Jones Industrial by approximately 0.0x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 0% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Academy Sports Outdoors exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Academy Sports probability analysis.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
| AHCO | Adapthealth Corp | |
| SVNDY | Seven i Holdings | |
| MSTR | MicroStrategy Incorporated | |
| DTCCX | The Dreyfus Sustainable | |
| VCX | Fundrise Innovation Fund | |
| XOM | Exxon Mobil Corp |
Academy Sports Suggested Diversification Pairs
Pair trading with Academy Sports hedges company-specific exposure by balancing a long view with an offsetting position. This structure emphasizes relative performance differences between paired assets rather than broad market direction.
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 Academy Sports 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. Academy Sports' 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, Academy Sports' 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 Academy Sports Outdoors.
Academy Sports has a market cap of 3.34 billion, an operating margin of 9.01% (TTM), current ratio of 1.58. These metrics provide a foundation for comparing operational efficiency across industry peers. Broader economic conditions can influence Academy Sports Outdoors's company valuation - related indicators include signals in board of governors.At P/E 7.67 and ROE 18.05%, Academy Sports analysis is best read alongside other portfolio and risk tools before adjusting capital allocation. Within the Consumer Cyclical space, these metrics give the peer comparison tools below a concrete starting point for relative analysis. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
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