Charter Communications (Germany) Volatility
| CQD Stock | 135.22 -5.92 -4.19% |
Sharpe Ratio = -0.1197
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Estimated Market Risk
| 4.19 actual daily | 37 Higher volatility than 37% of comparable assets |
Expected Return
| -0.5 actual daily | 0 Below most comparable assets in expected return |
Risk-Adjusted Return
| -0.12 actual daily | 0 Bottom percentile in risk-adjusted performance |
Charter Communications's financial profile includes a Market Risk Adjusted Performance of -16.9%, a Risk of 4.19, and a Risk Adjusted Performance of -0.01%. Monthly moving average analysis shows the stock is not yet reaching its full return potential.
Key indicators related to Charter Communications' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Charter Communications (3 Months):
Beta 0 | Alpha -0.07 | Risk 4.19 | Sharpe Ratio -0.12 | Expected Return -0.50 |
Moving together with Charter Stock
Moving Against Charter Stock
| 0.67 | ABEA | Alphabet Class A | PairCorr |
| 0.67 | ABEA | Alphabet Class A | PairCorr |
| 0.66 | ABEC | Alphabet | PairCorr |
| 0.66 | ABEC | Alphabet | PairCorr |
| 0.65 | ABE0 | ALPHABET INC CDR | PairCorr |
| 0.45 | NVD | NVIDIA | PairCorr |
| 0.43 | NVDG | NVIDIA P CDR | PairCorr |
| 0.39 | NVD | NVIDIA | PairCorr |
| 0.36 | APC | Apple Inc | PairCorr |
| 0.35 | APC | Apple Inc | PairCorr |
Sensitivity To Market
Beta analysis for Charter Communications evaluates how its price movements correlate with the broader market. With a beta of 0.0043, Charter Communications reflects measurable exposure to systematic risk. Observed total volatility stands near 4.19%. Asymmetric risk in Charter Communications is visible through downside-focused metrics. Downside deviation reads 0.0% and semi-deviation reads 0.0%, isolating the loss-side component of total return variability. Equity volatility compresses in calm markets and expands quickly when uncertainty increases. Stock dispersion changes materially during earnings seasons and macro data releases.
| α | -0.0729 | β | 0.0043 | Current 90-day Charter Communications correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation reading for Charter summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 4.19 |
Total price dispersion in Charter Communications captures both upside and downside movement. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of Charter Communications' returns. Charter Communications's financial profile includes a Maximum Drawdown of 40.96.
Stock Volatility Analysis
Charter Communications stock volatility is a measure of the speed and extent of Charter Communications' price movements. A higher-volatility stock like Charter Communications may generate large gains or losses in a short timeframe.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Charter Communications'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
Over the selected 90-day horizon, Charter Communications has a beta of 0.0043 suggesting as returns on the market go up, Charter Communications's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Charter Communications tends to be smaller as well.Charter Communications price behavior is shaped by macro trends and company or sector-specific developments. Nonmarket risk can be diversified across assets, yet systematic exposure to the stock market remains constant. Charter Communications's financial profile includes a Mean Deviation of 2.56 and a Standard Deviation of 4.56.
Predicted Return Distribution |
| Density |
What Drives Charter Communications' Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in its sector often influence how investors price Charter Communications' risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Charter Communications.Charter Communications' Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Over the selected 90-day horizon, the coefficient of variation of Charter Communications is -835.1. The daily returns are distributed with a variance of 17.55 and standard deviation of 4.19. The mean deviation of Charter Communications is currently at 2.36. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.0729 | |
β | Beta against Dow Jones | 0.0043 | |
σ | Overall volatility | 4.19 | |
Ir | Information ratio | -0.0181 |
Stock Return Volatility
Daily return volatility for Charter Communications measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 4.189% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9279% 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
| High negative correlations
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Risk-Adjusted Indicators
Evaluating Charter Stock requires separating price momentum from underlying operating strength versus competitors. Reviewing Charter Communications' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| 6L50 | 1.53 | 0.09 | 0.01 | -1.06 | 3.02 | 4.76 | 23.69 | |||
| 4H7 | 1.86 | 0.08 | 0.03 | 0.23 | 2.20 | 3.95 | 9.02 | |||
| GIFN | 2.01 | -0.07 | 0.00 | -3.24 | 0.00 | 4.80 | 15.94 | |||
| AD2B | 3.17 | -0.42 | 0.00 | 27.78 | 0.00 | 7.53 | 29.43 | |||
| AP3 | 1.00 | 0.29 | 0.24 | 4.88 | 0.61 | 2.91 | 9.12 | |||
| GS2C | 1.81 | 0.13 | 0.06 | 0.54 | 1.97 | 3.67 | 15.00 | |||
| 9ZJ | 2.33 | 0.45 | 0.19 | 4.31 | 1.87 | 3.56 | 27.76 | |||
| YH1 | 1.44 | -0.08 | 0.00 | -0.37 | 0.00 | 2.86 | 14.34 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Charter Communications measures how widely returns scatter around their average over a given period. Annualized standard deviation provides a normalized scale for comparing variability across instruments. Charter Communications has a market cap of 96.98 billion.
Charter Communications 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: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Charter Communications is more volatile than Dow Jones Industrial by approximately 4.51x 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 37% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Charter Communications 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 gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Charter Communications probability analysis.
Excellent diversification
For the present investment horizon, the measured correlation between Charter Communications and Dow Jones stands at -0.09, or Excellent diversification. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
A broader risk-indicator set for Charter Communications 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 | -0.01 | |||
| Market Risk Adjusted Performance | -16.94 | |||
| Mean Deviation | 2.56 | |||
| Coefficient Of Variation | -7,256 | |||
| Standard Deviation | 4.56 | |||
| Variance | 20.81 | |||
| Information Ratio | -0.02 |
Charter Communications Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Charter Communications and comparable securities. 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 Charter Communications with another position. However, Charter Communications' company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Charter Communications.
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