Credo Technology Group Stock Volatility
| CRDO Stock | USD 188.51 0.22 0.12% |
Sharpe Ratio = 0.1191
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For Credo Technology Group, recent data highlights a Market Risk Adjusted Performance of 0.7%, a Risk of 5.93, and a Risk Adjusted Performance of 0.2%. Monthly performance data shows the stock operating at about 9% of its measured historical range.
Key indicators related to Credo Technology's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Credo Technology (3 Months):
Beta 1.79 | Alpha 1.19 | Risk 5.93 | Sharpe Ratio 0.12 | Expected Return 0.71 |
Assets With Similar Volatility
| 0.94 | ON | ON Semiconductor | PairCorr |
| 0.86 | INTC | Intel Buyout Trend | PairCorr |
| 0.83 | OPHLF | Ono Pharmaceutical Co | PairCorr |
| 0.78 | CASY | Caseys General Stores | PairCorr |
| 0.89 | CAT | Caterpillar | PairCorr |
| 0.74 | MSFT | Microsoft | PairCorr |
| 0.61 | JPM | JPMorgan Chase Co | PairCorr |
Lower Correlation Assets
| 0.62 | MRK | Merck Company | PairCorr |
| 0.56 | DSKYF | Daiichi Sankyo Earnings Call Today | PairCorr |
| 0.54 | SGIOF | Shionogi Co Earnings Call Tomorrow | PairCorr |
| 0.45 | BKKPF | Bangkok Bank Public | PairCorr |
| 0.39 | MZDAF | Mazda Motor Earnings Call Tomorrow | PairCorr |
| 0.35 | IBM | International Business Machines | PairCorr |
| 0.32 | SZKMF | Suzuki Motor Earnings Call This Week | PairCorr |
Sensitivity To Market
Credo Technology Group exhibits a beta of 1.79, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 5.93%. Credo Technology Group return patterns over the selected horizon reflect a forward elevated level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 6.21%. Options markets imply a forward-looking volatility estimate near 97.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Credo Technology Demand TrendCurrent 90-day Credo Technology correlation with market (Dow Jones Industrial)Downside Risk
For Credo Technology, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of Credo Technology standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates Credo Technology total risk from its market-driven component. Combining Credo Technology standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 5.93 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Credo Technology. Standard deviation reflects total return dispersion for Credo Technology, while downside deviation captures only the adverse portion of Credo Technology's returns. Standard deviation and downside deviation for Credo Technology measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Credo Technology's returns. For Credo Technology Group, recent data highlights a Downside Deviation of 5.66, a Downside Variance of 32.02, and a Maximum Drawdown of 28.42.
Credo Technology Put Option Risk Profile Based on 2026-06-18 Contracts
For Credo Technology Group, recent data highlights an Option Implied Volatility of 0.97 and an Option Max Pain Price of 175. Put options written on Credo Technology allow holders to profit from or offset a decline in Credo Technology's price. A put option on Credo Technology Stock gives the buyer the right to sell Credo Technology at the strike price until expiration. Credo Technology put options are associated with existing long-exposure coverage or directional views on a price decline in Credo Technology Stock. Reviewing Credo Technology's put open interest reveals where institutional hedging activity is concentrated for Credo Technology.
Credo Technology's PUT expiring on 2026-06-26
Profit |
| Credo Technology Price At Expiration |
Current Credo Technology Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | CRDO260618P00040000 | -0.00138 | 4.2E-5 | 142 | 2026-06-18 | 0.0 - 0.1 | 0.0 | View |
| Put | CRDO260618P00045000 | -0.0015 | 4.9E-5 | 74 | 2026-06-18 | 0.0 - 0.1 | 0.0 | View |
| Put | CRDO260618P00050000 | -0.001623 | 5.6E-5 | 301 | 2026-06-18 | 0.0 - 0.05 | 0.0 | View |
| Put | CRDO260618P00055000 | -0.00175 | 6.5E-5 | 1075 | 2026-06-18 | 0.0 - 2.15 | 0.0 | View |
| Put | CRDO260618P00060000 | -0.003281 | 1.14E-4 | 851 | 2026-06-18 | 0.05 - 0.4 | 0.0 | View |
| Put | CRDO260618P00065000 | -0.004331 | 1.52E-4 | 584 | 2026-06-18 | 0.0 - 0.15 | 0.0 | View |
| Put | CRDO260618P00070000 | -0.012773 | 3.49E-4 | 248 | 2026-06-18 | 0.1 - 0.9 | 0.0 | View |
| Put | CRDO260618P00075000 | -0.008222 | 2.81E-4 | 861 | 2026-06-18 | 0.0 - 0.5 | 0.0 | View |
| Put | CRDO260618P00080000 | -0.008806 | 3.2E-4 | 1527 | 2026-06-18 | 0.2 - 0.35 | 0.0 | View |
| Put | CRDO260618P00085000 | -0.012109 | 4.3E-4 | 564 | 2026-06-18 | 0.05 - 0.65 | 0.0 | View |
| Put | CRDO260618P00090000 | -0.016303 | 5.65E-4 | 1445 | 2026-06-18 | 0.4 - 0.6 | 0.0 | View |
Stock Volatility Analysis
For Credo Technology, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically Credo Technology's price swings over a specific time horizon. For Credo Technology, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in Credo Technology's are triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Credo Technology'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, Credo Technology has a beta of 1.7867 suggesting when the benchmark rises, CRDO tends to outperform it on average. However, when benchmark returns turn negative, Credo Technology tends to underperform.Holders of Credo Technology face systematic risk from broad stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. For Credo Technology Group, recent data highlights a Downside Deviation of 5.66, a Mean Deviation of 4.88, and an Option Implied Volatility of 0.97.
Predicted Return Distribution |
| Density |
What Drives Credo Technology's Price Volatility?
Industry Dynamics
Credo Technology's volatility can rise when competitive dynamics or demand conditions shift across the Semiconductors & Semiconductor Equipment sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Credo Technology's trading.Credo Technology's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Credo Technology.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Credo Technology is 839.9. The daily returns are distributed with a variance of 35.19 and standard deviation of 5.93. The mean deviation of Credo Technology Group is currently at 4.65. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 1.19 | |
β | Beta against Dow Jones | 1.79 | |
σ | Overall volatility | 5.93 | |
Ir | Information ratio | 0.19 |
Stock Return Volatility
Credo Technology return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 5.932% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9236% 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
Credo Technology Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Credo Technology's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HPE | 2.20 | 0.50 | 0.18 | 0.37 | 2.40 | 5.31 | 13.42 | |||
| CIEN | 3.57 | 1.28 | 0.24 | 0.56 | 4.43 | 7.85 | 20.13 | |||
| ERIC | 1.49 | 0.13 | 0.07 | 0.15 | 1.81 | 2.95 | 11.09 | |||
| ALAB | 4.62 | 0.69 | 0.11 | 0.29 | 5.94 | 10.49 | 40.34 | |||
| PSTG | 2.80 | -0.12 | 0.00 | 0.71 | 0.00 | 4.48 | 20.74 | |||
| FIS | 1.63 | -0.23 | 0.00 | -0.53 | 0.00 | 2.78 | 11.45 | |||
| KEYS | 2.10 | 0.79 | 0.31 | 0.42 | 1.87 | 4.31 | 28.51 | |||
| NOK | 2.50 | 1.01 | 0.37 | 0.88 | 2.20 | 6.69 | 16.48 | |||
| SNDK | 4.94 | 1.67 | 0.33 | 0.81 | 4.44 | 11.64 | 22.66 | |||
| SMCI | 4.19 | 0.31 | 0.04 | 0.09 | 6.72 | 8.71 | 44.76 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Credo Technology identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. Credo Technology has a market cap of 34.77 billion, ROE of 27.54%.
Credo Technology Group figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. 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: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Credo Technology Group is more volatile than Dow Jones Industrial by approximately 6.45x 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 53% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Credo Technology Group with characteristics aligned to broad market upside participation. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Credo Technology probability analysis.
Poor diversification
For the present investment horizon, the measured correlation between Credo Technology and Dow Jones stands at 0.6, or Poor 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 Credo Technology Group 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 | 0.1948 | |||
| Market Risk Adjusted Performance | 0.6759 | |||
| Mean Deviation | 4.88 | |||
| Semi Deviation | 5.09 | |||
| Downside Deviation | 5.66 | |||
| Coefficient Of Variation | 517.36 | |||
| Standard Deviation | 6.21 |
Credo Technology Suggested Diversification Pairs
A paired position built around Credo Technology Group reduces directional market exposure while expressing a relative-value view. This structure emphasizes relative performance differences between paired assets rather than broad market direction.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Credo Technology, market-wide risk remains. What pair trading can address is Credo Technology's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.