BioCryst Pharmaceuticals Stock Volatility
| BCRX Stock | USD 8.83 -0.20 -2.21% |
Sharpe Ratio = 0.175
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BioCryst Pharmaceuticals reported a Market Risk Adjusted Performance of 1.4%, a Risk of 3.24, and a Risk Adjusted Performance of 0.2%. Monthly moving average analysis places it at roughly 13% of its prior performance bandwidth.
Key indicators related to BioCryst Pharmaceuticals' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for BioCryst Pharmaceuticals (3 Months):
Beta 0.44 | Alpha 0.59 | Risk 3.24 | Sharpe Ratio 0.18 | Expected Return 0.57 |
Moving together with BioCryst Stock
Moving Against BioCryst Stock
| 0.71 | WFC-PL | Wells Fargo | PairCorr |
| 0.67 | BCH | Banco De Chile | PairCorr |
| 0.66 | BAC-PL | Bank of America | PairCorr |
| 0.65 | DIS | Walt Disney Earnings Call This Week | PairCorr |
| 0.57 | DD | Dupont De Nemours | PairCorr |
| 0.54 | MCD | McDonalds Earnings Call Today | PairCorr |
| 0.52 | FNMFO | Federal National Mortgage | PairCorr |
| 0.52 | GE | GE Aerospace | PairCorr |
| 0.51 | WF | Woori Financial Group | PairCorr |
| 0.51 | IBM | International Business | PairCorr |
Sensitivity To Market
BioCryst Pharmaceuticals beta of 0.44 quantifies how much of its total volatility (3.24%) is attributable to market-wide factors versus idiosyncratic drivers. BioCryst Pharmaceuticals return dispersion over the lookback window shows standard deviation near 3.24% and semi-deviation near 1.92%, providing a baseline for comparison across peer instruments. Equity volatility compresses in calm markets and expands quickly when uncertainty increases. Stock dispersion changes materially during earnings seasons and macro data releases.
3 Months Beta |BioCryst Pharmaceuticals Demand TrendCurrent 90-day BioCryst Pharmaceuticals correlation with market (Dow Jones Industrial)Downside Risk
BioCryst daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Shifting the lookback window for BioCryst reveals whether current dispersion is consistent with its longer-term pattern. Changes in BioCryst standard deviation over successive periods may signal shifts in the underlying return regime.
Standard Deviation | 3.24 |
An important distinction for BioCryst Pharmaceuticals is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in BioCryst Pharmaceuticals' daily returns from favorable moves. Total dispersion for BioCryst Pharmaceuticals captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of BioCryst Pharmaceuticals' return distribution. BioCryst Pharmaceuticals reported a Downside Deviation of 2.21, a Downside Variance of 4.89, and a Maximum Drawdown of 19.78.
Stock Volatility Analysis
Tracking BioCryst Pharmaceuticals volatility quantifies the degree of price uncertainty over a given period. Highly volatile stocks like BioCryst Pharmaceuticals tend to experience wider price swings in both directions. Periods of high volatility for BioCryst Pharmaceuticals present both elevated risk and wider price ranges for traders. When BioCryst Pharmaceuticals experiences high volatility, its stock price shifts dramatically in a short period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of BioCryst Pharmaceuticals's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, BioCryst Pharmaceuticals has a beta of 0.437 suggesting as returns on the market go up, BioCryst Pharmaceuticals's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding BioCryst Pharmaceuticals tends to be smaller as well.Market risk ties BioCryst Pharmaceuticals to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. BioCryst Pharmaceuticals reported a Downside Deviation of 2.21, a Mean Deviation of 2.33, and a Semi Deviation of 1.92.
Predicted Return Distribution |
| Density |
What Drives BioCryst Pharmaceuticals' Price Volatility?
Industry Dynamics
Sector-level catalysts in the Biotechnology sector often set the baseline volatility regime for BioCryst Pharmaceuticals.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.BioCryst Pharmaceuticals' Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for BioCryst Pharmaceuticals'.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of BioCryst Pharmaceuticals is 571.5. The daily returns are distributed with a variance of 10.47 and standard deviation of 3.24. The mean deviation of BioCryst Pharmaceuticals is currently at 2.31. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.59 | |
β | Beta against Dow Jones | 0.44 | |
σ | Overall volatility | 3.24 | |
Ir | Information ratio | 0.18 |
Stock Return Volatility
BioCryst Pharmaceuticals daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 3.2355% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9279% 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
Return momentum in BioCryst Stock is more useful when tested against peer-relative fundamentals and risk. Reviewing BioCryst Pharmaceuticals' risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ZYME | 2.00 | 0.37 | 0.14 | 0.33 | 2.29 | 3.49 | 12.59 | |||
| ARDX | 2.48 | 0.07 | 0.02 | 0.05 | 3.49 | 6.91 | 19.80 | |||
| MAZE | 2.82 | -0.64 | 0.00 | -1.12 | 0.00 | 4.54 | 48.56 | |||
| PHVS | 2.25 | 0.31 | 0.11 | 0.35 | 2.46 | 5.09 | 15.10 | |||
| SYRE | 3.38 | 1.35 | 0.49 | 0.69 | 2.18 | 10.48 | 30.11 | |||
| NTLA | 3.71 | 0.44 | 0.09 | 0.19 | 4.79 | 8.27 | 26.16 | |||
| TRVI | 2.55 | 0.46 | 0.12 | 0.53 | 3.51 | 5.45 | 17.48 | |||
| WVE | 3.61 | -0.56 | 0.00 | -0.24 | 0.00 | 5.76 | 55.35 | |||
| STOK | 2.52 | 0.18 | 0.06 | 0.20 | 2.91 | 6.30 | 19.96 | |||
| UPB | 4.52 | -1.21 | 0.00 | -0.83 | 0.00 | 5.98 | 53.65 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for BioCryst Pharmaceuticals identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime stability supports tighter position sizing and more reliable risk budgeting. BioCryst Pharmaceuticals has a market cap of 2.34 billion, ROE of -19.25%.
BioCryst Pharmaceuticals inputs come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that BioCryst Pharmaceuticals is more volatile than Dow Jones Industrial by approximately 3.48x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the 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 29% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.BioCryst Pharmaceuticals 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. an unexpected downward movement. The market is reacting to new fundamentals. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View BioCryst Pharmaceuticals probability analysis.
Very strong inverse diversification
The correlation between BioCryst Pharmaceuticals and Dow Jones is -0.58, which Macroaxis classifies as Very strong inverse diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Secondary risk indicators for BioCryst Pharmaceuticals evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.1863 | |||
| Market Risk Adjusted Performance | 1.37 | |||
| Mean Deviation | 2.33 | |||
| Semi Deviation | 1.92 | |||
| Downside Deviation | 2.21 | |||
| Coefficient Of Variation | 537.85 | |||
| Standard Deviation | 3.24 |
BioCryst Pharmaceuticals Suggested Diversification Pairs
A pair-trading setup around BioCryst Pharmaceuticals shifts the return benchmark from the broad market to a second position, altering the risk profile. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for BioCryst Pharmaceuticals persists even in a well-constructed pair. The benefit is in offsetting BioCryst Pharmaceuticals' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of BioCryst Pharmaceuticals.
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