Core Molding Technologies Stock Volatility
| CMT Stock | USD 24.17 -1.83 -7.04% |
Sharpe Ratio = 0.1118
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Core Molding Technologies posted a Market Risk Adjusted Performance of 1.6%, a Risk of 3.33, and a Risk Adjusted Performance of 0.1% for the reported period. The stock is tracking at approximately 8% of its historical trend range per monthly averages.
Key indicators related to Core Molding's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Core Molding (3 Months):
Beta 0.27 | Alpha 0.42 | Risk 3.33 | Sharpe Ratio 0.11 | Expected Return 0.37 |
Assets With Similar Volatility
| 0.69 | BANB | Bachem Holding AG | PairCorr |
| 0.61 | KOP | Koppers Holdings | PairCorr |
| 0.72 | OEC | Orion Engineered Carbons | PairCorr |
| 0.63 | OLN | Olin Corporation | PairCorr |
| 0.71 | HWKN | Hawkins | PairCorr |
| 0.68 | SEH | Shin Etsu Chemical Co | PairCorr |
| 0.71 | MEOH | Methanex | PairCorr |
| 0.7 | MX | Methanex | PairCorr |
| 0.74 | ATCOL | Atlas Corp | PairCorr |
| 0.74 | PCTTW | PureCycle Technologies | PairCorr |
Lower Correlation Assets
| 0.76 | 5EA | 5E Advanced Materials Earnings Call This Week | PairCorr |
| 0.74 | KUY | Kuraray Co Earnings Call This Week | PairCorr |
| 0.7 | NP7 | Nippon Kayaku Co Earnings Call Tomorrow | PairCorr |
| 0.66 | VVV | Valvoline | PairCorr |
| 0.62 | HOLCO | Holland Colours NV | PairCorr |
| 0.5 | BAK | Braskem SA Class Earnings Call Tomorrow | PairCorr |
Sensitivity To Market
Core Molding Technologies beta of 0.27 quantifies how much of its total volatility (3.33%) is attributable to market-wide factors versus idiosyncratic drivers. Core Molding Technologies return dispersion over the lookback window shows standard deviation near 3.16% and semi-deviation near 2.19%, providing a baseline for comparison across peer instruments. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Core Molding Technologies, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Core Molding Technologies Demand TrendCurrent 90-day Core Molding correlation with market (Dow Jones Industrial)Downside Risk
Core Molding 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.
Standard Deviation | 3.33 |
The difference between upside risk and downside risk is meaningful for Core Molding analysis. Semi-deviation and downside deviation isolate negative return dispersion, providing additional context on loss-specific risk relative to total volatility for Core Molding. Core Molding Technologies posted a Downside Deviation of 2.39, a Downside Variance of 5.71, and a Maximum Drawdown of 13.89 for the reported period.
Stock Volatility Analysis
When measuring the risk of Core Molding stock, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with Core Molding's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Median Price transformation calculates the midpoint between Core Molding Technologies's high and low for each trading period. This provides a simple measure of the period's central tendency based on range extremes, ignoring the opening and closing levels. Compared to the typical or weighted close price, the median price gives equal weight to buyers and sellers at the extremes and is often used as a smoothed input for trend and momentum indicators.
Projected Return Density Against Market
Over a 90-day investment horizon, Core Molding has a beta of 0.2673 suggesting as returns on the market go up, Core Molding's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Core Molding Technologies tends to be smaller as well.Risk assessment for Core Molding separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. Core Molding Technologies posted a Downside Deviation of 2.39, a Mean Deviation of 2.45, and a Semi Deviation of 2.19 for the reported period.
Predicted Return Distribution |
| Density |
What Drives Core Molding's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Chemicals sector often set the baseline volatility regime for Core Molding.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Core Molding's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Core Molding's.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Core Molding is 894.67. The daily returns are distributed with a variance of 11.06 and standard deviation of 3.33. The mean deviation of Core Molding Technologies is currently at 2.54. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.42 | |
β | Beta against Dow Jones | 0.27 | |
σ | Overall volatility | 3.33 | |
Ir | Information ratio | 0.13 |
Stock Return Volatility
Core Molding daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 3.3251% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9166% 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 Core Molding Stock is more useful when tested against peer-relative fundamentals and risk. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FRD | 1.86 | 0.10 | 0.05 | 0.10 | 2.02 | 4.17 | 13.12 | |||
| LVRO | 37.49 | 8.27 | 0.27 | 12.47 | 23.62 | 50.00 | 750.30 | |||
| FF | 2.79 | 0.59 | 0.15 | 1.32 | 3.25 | 7.20 | 19.51 | |||
| FSI | 2.33 | 0.13 | 0.04 | 0.13 | 2.84 | 5.86 | 22.40 | |||
| BHST | 1.54 | -0.24 | 0.00 | -0.38 | 0.00 | 3.14 | 14.72 | |||
| USGO | 3.30 | 0.21 | 0.05 | 0.09 | 4.39 | 5.56 | 29.77 | |||
| AVD | 3.67 | -0.68 | 0.00 | -0.44 | 0.00 | 9.44 | 30.75 | |||
| TRX | 4.36 | -0.22 | 0.00 | -0.07 | 0.00 | 10.42 | 26.31 | |||
| SMID | 2.71 | -0.02 | 0.00 | -0.01 | 0.00 | 6.03 | 25.08 | |||
| NTIC | 1.23 | -0.17 | 0.00 | 3.30 | 0.00 | 2.94 | 8.58 |
Risk Metrics, Assumptions & Methodology
Beta for Core Molding measures the share of volatility attributable to broad market movements versus company-specific factors. Beta instability across periods suggests the relationship between market risk and asset volatility is shifting. Core Molding has a market cap of 239.28 million, P/E of 11.19, ROE of 6.24%.
Core Molding Technologies metrics draw on periodic company reporting and market reference feeds, standardized for cross-period comparison. Analyst inputs may be included when coverage is available. 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 Core Molding Technologies is more volatile than Dow Jones Industrial by approximately 3.62x 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.Core Molding Technologies exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Core Molding probability analysis.
Moderate diversification
Across the chosen horizon, Core Molding and Dow Jones show a correlation of 0.21 and fall into the Moderate diversification bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Additional Risk Indicators
Risk analysis around Core Molding Technologies gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.1374 | |||
| Market Risk Adjusted Performance | 1.57 | |||
| Mean Deviation | 2.45 | |||
| Semi Deviation | 2.19 | |||
| Downside Deviation | 2.39 | |||
| Coefficient Of Variation | 739.12 | |||
| Standard Deviation | 3.16 |
Core Molding Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Core Molding Technologies and comparable securities. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Core Molding persists even in a well-constructed pair. The benefit is in offsetting Core Molding's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Core Molding Technologies.
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