BK Technologies Stock Volatility
| BKTI Stock | USD 93.92 0.31 0.33% |
Sharpe Ratio = 0.112
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BK Technologies (BKTI) recorded a Market Risk Adjusted Performance of 0.3%, a Risk of 3.18, and a Risk Adjusted Performance of 0.1%. Based on monthly moving averages, the stock is operating near 8% of its historical performance range.
Key indicators related to BK Technologies' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for BK Technologies (3 Months):
Beta 1.43 | Alpha 0.34 | Risk 3.18 | Sharpe Ratio 0.11 | Expected Return 0.36 |
Moving together with BKTI Stock
| 0.65 | JPM | JPMorgan Chase | PairCorr |
| 0.64 | BAC | Bank of America | PairCorr |
| 0.63 | CSCO | Cisco Systems Earnings Call This Week | PairCorr |
| 0.66 | INTC | Intel Aggressive Push | PairCorr |
| 0.67 | CAT | Caterpillar | PairCorr |
Moving Against BKTI Stock
| 0.84 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.75 | T | ATT Inc | PairCorr |
| 0.7 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.61 | PBCRF | PT Bank Central | PairCorr |
| 0.55 | CVX | Chevron Corp | PairCorr |
| 0.44 | PFE | Pfizer Inc Sell-off Trend | PairCorr |
| 0.41 | MCD | McDonalds Sell-off Trend | PairCorr |
| 0.4 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.33 | BKRKY | Bank Rakyat Normal Trading | PairCorr |
Sensitivity To Market
Beta analysis for BK Technologies evaluates how its price movements correlate with the broader market. With a beta of 1.43, BK Technologies reflects measurable exposure to systematic risk. Observed total volatility stands near 3.18%. Asymmetric risk in BK Technologies is visible through downside-focused metrics. Downside deviation reads 2.7% and semi-deviation reads 2.47%, isolating the loss-side component of total return variability. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For BK Technologies, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |BK Technologies Demand TrendCurrent 90-day BK Technologies correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for BKTI summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. Comparing BKTI standard deviation against sector peers reveals whether its volatility is typical or an outlier.
Standard Deviation | 3.18 |
Total price dispersion in BK Technologies captures both upside and downside movement. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of BK Technologies' returns. A complete risk picture of BK Technologies emerges when standard deviation and downside deviation are examined together. BK Technologies (BKTI) recorded a Downside Deviation of 2.70, a Downside Variance of 7.29, and a Maximum Drawdown of 16.63.
Stock Volatility Analysis
BK Technologies stock volatility is a measure of the speed and extent of BK Technologies' price movements. A higher-volatility stock like BK Technologies may generate large gains or losses in a short timeframe. In most cases, the higher the volatility, the riskier the stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of BK Technologies'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, BK Technologies has a beta of 1.4306 suggesting when the benchmark rises, BKTI tends to outperform it on average. However, when benchmark returns turn negative, BK Technologies tends to underperform.Systematic exposure aligns BK Technologies with broad stock market volatility, while unsystematic drivers reflect company or sector-specific developments. BK Technologies (BKTI) recorded a Downside Deviation of 2.70, a Mean Deviation of 2.37, and a Semi Deviation of 2.47.
Predicted Return Distribution |
| Density |
What Drives BK Technologies' Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Communications Equipment sector often influence how investors price BK Technologies' risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around BK Technologies.BK Technologies' Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of BK Technologies is 893.13. The daily returns are distributed with a variance of 10.09 and standard deviation of 3.18. The mean deviation of BK Technologies is currently at 2.37. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97
α | Alpha over Dow Jones | 0.34 | |
β | Beta against Dow Jones | 1.43 | |
σ | Overall volatility | 3.18 | |
Ir | Information ratio | 0.11 |
Stock Return Volatility
Daily return volatility for BK Technologies measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 3.1763% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9238% 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
| High negative correlations
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Risk-Adjusted Indicators
Evaluating BKTI Stock requires separating price momentum from underlying operating strength versus competitors. Risk-adjusted metrics help compare BK Technologies' efficiency and downside exposure against peers on a like-for-like basis. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AUDC | 2.03 | 0.23 | 0.06 | 0.42 | 3.72 | 4.33 | 25.90 | |||
| CRNT | 2.28 | 0.16 | 0.06 | 0.10 | 2.63 | 4.55 | 14.56 | |||
| INSG | 3.59 | 1.05 | 0.24 | 0.51 | 3.73 | 6.67 | 31.17 | |||
| FEIM | 4.23 | 0.20 | 0.04 | 0.09 | 4.79 | 10.17 | 28.34 | |||
| AVNW | 2.68 | -0.60 | 0.00 | -0.83 | 0.00 | 3.60 | 40.05 | |||
| TRAK | 2.62 | 0.02 | 0.01 | 0.03 | 3.19 | 6.98 | 14.68 | |||
| PAYS | 3.30 | 1.07 | 0.35 | 1.11 | 2.50 | 8.26 | 44.13 | |||
| III | 1.89 | -0.33 | 0.00 | -0.28 | 0.00 | 3.55 | 10.15 | |||
| GSIT | 5.40 | 0.60 | 0.08 | 0.16 | 7.58 | 14.77 | 44.96 | |||
| OCFT | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for BK Technologies identifies whether current dispersion is elevated, compressed, or transitioning between states. Identifying the current regime helps calibrate whether historical risk metrics are still representative. BK Technologies has a market cap of 350.56 million, P/E of 141.0, ROE of 36.32%.
BK Technologies values are built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that BK Technologies is more volatile than Dow Jones Industrial by approximately 3.46x 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 28% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.BK Technologies with characteristics aligned to broad market upside participation. This move summary looks at how the current session may translate into a basic near-term setup. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View BK Technologies probability analysis.
Poor diversification
Across the chosen horizon, BK Technologies and Dow Jones show a correlation of 0.6 and fall into the Poor diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
A broader risk-indicator set for BK Technologies extends the analysis beyond standard volatility and risk measures. Cross-security comparison within similar growth and valuation profiles provides additional context for interpreting relative risk positioning.
| Risk Adjusted Performance | 0.1152 | |||
| Market Risk Adjusted Performance | 0.2516 | |||
| Mean Deviation | 2.37 | |||
| Semi Deviation | 2.47 | |||
| Downside Deviation | 2.7 | |||
| Coefficient Of Variation | 893.13 | |||
| Standard Deviation | 3.18 |
BK Technologies Suggested Diversification Pairs
A paired position built around BK Technologies reduces directional market exposure while expressing a relative-value view. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing BK Technologies with another position. However, BK Technologies' company-specific risk can be partially offset by selecting a pair that does not move in lockstep with BK Technologies.
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