Comcast Corp Stock Volatility
| CMCSA Stock | USD 25.40 -0.84 -3.20% |
Sharpe Ratio = -0.1229
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For Comcast Corp, recent data highlights a Market Risk Adjusted Performance of -0.6%, a Risk of 2.39, and a Risk Adjusted Performance of -0.1%. The stock is currently underperforming relative to its full potential based on monthly moving averages.
Key indicators related to Comcast Corp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Comcast Corp (3 Months):
Beta 0.41 | Alpha -0.24 | Risk 2.39 | Sharpe Ratio -0.12 | Expected Return -0.29 |
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Lower Correlation Assets
Sensitivity To Market
Comcast Corp beta coefficient measures the volatility of Comcast Corp stock relative to the systematic risk of the broad market benchmark. A beta of 0.41 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 2.39%. Comcast Corp has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 2.38%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 37.0%. This indicates expectations for moderate future movement relative to historical averages. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Comcast Corp Demand TrendCurrent 90-day Comcast Corp correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far Comcast Corp returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability.
Standard Deviation | 2.39 |
For Comcast Corp, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Comcast Corp's returns. For Comcast Corp, recent data highlights a Maximum Drawdown of 20.62.
Comcast Corp Put Option Risk Profile Based on 2026-07-17 Contracts
For Comcast Corp, recent data highlights an Option Implied Volatility of 0.37 and an Option Max Pain Price of 24. Put options are among the most common instruments associated with downside coverage on Comcast Corp Stock. Holding a put on Comcast Corp Stock locks in a minimum effective selling price for Comcast Corp during the option's life.
Comcast Corp's PUT expiring on 2026-07-17
Profit |
| Comcast Corp Price At Expiration |
Current Comcast Corp Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | CMCSA260717P00015000 | -0.0392 | 0.010111 | 3 | 2026-07-17 | 0.0 - 0.3 | 0.0 | View |
| Put | CMCSA260717P00017500 | -0.088485 | 0.020249 | 10 | 2026-07-17 | 0.0 - 0.74 | 0.0 | View |
| Put | CMCSA260717P00020000 | -0.081444 | 0.032526 | 24 | 2026-07-17 | 0.0 - 0.37 | 0.0 | View |
| Put | CMCSA260717P00021000 | -0.085764 | 0.04228 | 86 | 2026-07-17 | 0.03 - 0.28 | 0.0 | View |
| Put | CMCSA260717P00022500 | -0.170679 | 0.073639 | 1009 | 2026-07-17 | 0.31 - 0.36 | 0.0 | View |
| Put | CMCSA260717P00024000 | -0.312765 | 0.106282 | 454 | 2026-07-17 | 0.7 - 0.75 | 0.0 | View |
| Put | CMCSA260717P00025000 | -0.429437 | 0.119563 | 4195 | 2026-07-17 | 1.11 - 1.15 | 0.0 | View |
| Put | CMCSA260717P00026000 | -0.548273 | 0.118469 | 2642 | 2026-07-17 | 1.63 - 1.72 | 0.0 | View |
| Put | CMCSA260717P00027500 | -0.695133 | 0.098575 | 1463 | 2026-07-17 | 2.69 - 2.83 | 0.0 | View |
| Put | CMCSA260717P00029000 | -0.800524 | 0.074346 | 446 | 2026-07-17 | 3.9 - 4.1 | 0.0 | View |
| Put | CMCSA260717P00030000 | -0.846506 | 0.059781 | 997 | 2026-07-17 | 4.8 - 5.0 | 0.0 | View |
Stock Volatility Analysis
Volatility describes the degree to which Comcast Corp stock price fluctuates in either direction. It captures how much Comcast Corp's price fluctuates, which is relevant to allocation calibration.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Comcast Corp'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
Based on a 90-day horizon, Comcast Corp has a beta of 0.4051 suggesting as returns on the market go up, Comcast Corp's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Comcast Corp tends to be smaller as well.Comcast Corp remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. For Comcast Corp, recent data highlights a Mean Deviation of 1.41, an Option Implied Volatility of 0.37, and a Standard Deviation of 2.38.
Predicted Return Distribution |
| Density |
What Drives Comcast Corp's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Media sector can move Comcast Corp's 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 Comcast Corp.Comcast Corp's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Comcast Corp's shares.Stock Risk Measures
Based on a 90-day horizon, the coefficient of variation of Comcast Corp is -813.93. The daily returns are distributed with a variance of 5.73 and standard deviation of 2.39. The mean deviation of Comcast Corp is currently at 1.41. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.2397 | |
β | Beta against Dow Jones | 0.41 | |
σ | Overall volatility | 2.39 | |
Ir | Information ratio | -0.1002 |
Stock Return Volatility
Comcast Corp historical daily return volatility represents how much of Comcast Corp stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 2.3939% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9164% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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 Comcast Corp Stock do not always mean Comcast Corp 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| T | 1.16 | -0.10 | 0.00 | 0.33 | 0.00 | 2.34 | 7.75 | |||
| AMX | 1.61 | 0.37 | 0.21 | 0.40 | 1.52 | 3.45 | 12.57 | |||
| DASH | 2.42 | -0.22 | 0.00 | -0.17 | 0.00 | 4.61 | 13.89 | |||
| CHTR | 2.43 | -0.47 | 0.00 | -0.80 | 0.00 | 3.98 | 32.62 | |||
| RCI | 1.34 | 0.02 | 0.01 | 0.03 | 1.94 | 2.25 | 17.06 | |||
| LBRDA | 2.39 | -0.48 | 0.00 | -0.81 | 0.00 | 3.75 | 32.59 | |||
| RELX | 1.55 | 0.22 | 0.12 | 0.78 | 1.69 | 3.90 | 12.27 | |||
| VZ | 0.98 | 0.03 | 0.03 | -0.20 | 0.99 | 2.70 | 5.67 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Comcast Corp identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime stability supports tighter position sizing and more reliable risk budgeting. Comcast Corp has a market cap of 90.73 billion, P/E of 30.07, ROE of 20.92%.
Reported values for Comcast Corp are derived from periodic company reporting and market reference feeds and standardized for analysis. Professional analyst research is incorporated when coverage is available. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Comcast Corp is more volatile than Dow Jones Industrial by approximately 2.6x 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 21% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Comcast Corp 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. 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 Comcast Corp probability analysis.
Moderate diversification
The correlation between Comcast Corp and Dow Jones is 0.24, which Macroaxis classifies as Moderate diversification for the selected horizon. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Secondary risk indicators for Comcast Corp evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.09 | |||
| Market Risk Adjusted Performance | -0.58 | |||
| Mean Deviation | 1.41 | |||
| Coefficient Of Variation | -1,032 | |||
| Standard Deviation | 2.38 | |||
| Variance | 5.66 | |||
| Information Ratio | -0.10 |
Comcast Corp Suggested Diversification Pairs
A pair-trading setup around Comcast Corp 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.
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 Comcast Corp 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. Comcast Corp's 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, Comcast Corp's 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 Comcast Corp.