Constellium Nv Stock Volatility
| CSTM Stock | USD 23.41 0.89 3.66% |
Constellium appears to be very steady, given 3 months investment horizon. Constellium Nv secures Sharpe Ratio (or Efficiency) of 0.33, which signifies that the company had a 0.33 % return per unit of risk over the last 3 months. By analyzing Constellium's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please makes use of Constellium's Downside Deviation of 1.83, risk adjusted performance of 0.2156, and Mean Deviation of 1.78 to double-check if our risk estimates are consistent with your expectations.
Sharpe Ratio = 0.3319
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Based on monthly moving average Constellium is performing at about 26% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Constellium by adding it to a well-diversified portfolio.
Key indicators related to Constellium's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Constellium Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Constellium daily returns, and it is calculated using variance and standard deviation. We also use Constellium's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Constellium volatility.
Constellium | Build AI portfolio with Constellium Stock |
ESG Sustainability
While most ESG disclosures are voluntary, Constellium's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Constellium's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Constellium can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Constellium at lower prices. For example, an investor can purchase Constellium stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Constellium's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns. Main indicators related to Constellium's market risk premium analysis include:
Beta 1.43 | Alpha 0.55 | Risk 2.23 | Sharpe Ratio 0.33 | Expected Return 0.74 |
Moving together with Constellium Stock
| 0.9 | B | Barrick Mining Symbol Change | PairCorr |
| 0.92 | AA | Alcoa Corp | PairCorr |
| 0.94 | AP | Ampco Pittsburgh | PairCorr |
| 0.88 | AU | AngloGold Ashanti plc | PairCorr |
| 0.92 | HL | Hecla Mining | PairCorr |
| 0.95 | MT | ArcelorMittal SA ADR Earnings Call Today | PairCorr |
| 0.92 | OR | Osisko Gold Ro | PairCorr |
| 0.98 | RS | Reliance Steel Aluminum | PairCorr |
| 0.81 | SA | Seabridge Gold | PairCorr |
| 0.97 | TX | Ternium SA ADR | PairCorr |
| 0.94 | WS | Worthington Steel | PairCorr |
| 0.96 | VALE | Vale SA ADR Earnings Call This Week | PairCorr |
| 0.71 | MARI | Marimaca Copper Corp | PairCorr |
| 0.83 | LY1 | Lion One Metals | PairCorr |
| 0.84 | P4Q | Perseus Mining | PairCorr |
| 0.94 | MKO | Mako Mining Corp | PairCorr |
| 0.89 | CTM | Centaurus Metals | PairCorr |
| 0.93 | RMS | Ramelius Resources | PairCorr |
| 0.9 | QTWO | Q2 Metals Corp | PairCorr |
| 0.61 | TWO | T2 Metals Corp | PairCorr |
| 0.75 | WRR | Walker River Resources | PairCorr |
| 0.74 | SBM | ST Barbara | PairCorr |
| 0.91 | ROS | Roscan Gold Corp | PairCorr |
| 0.77 | TXG | Torex Gold Resources | PairCorr |
Moving against Constellium Stock
Constellium Market Sensitivity And Downside Risk
Constellium's beta coefficient measures the volatility of Constellium stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Constellium stock's returns against your selected market. In other words, Constellium's beta of 1.43 provides an investor with an approximation of how much risk Constellium stock can potentially add to one of your existing portfolios. Constellium Nv has relatively low volatility with skewness of 0.46 and kurtosis of -0.21. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Constellium's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Constellium's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Constellium Nv Demand TrendCheck current 90 days Constellium correlation with market (Dow Jones Industrial)Constellium Volatility and Downside Risk
Constellium standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Using Constellium Put Option to Manage Risk
Put options written on Constellium grant holders of the option the right to sell a specified amount of Constellium at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Constellium Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Constellium's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Constellium will be realized, the loss incurred will be offset by the profits made with the option trade.
Constellium's PUT expiring on 2026-05-15
Profit |
| Constellium Price At Expiration |
Current Constellium Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | CSTM260515P00012000 | -0.08655 | 0.009164 | 10 | 2026-05-15 | 0.0 - 0.95 | 0.0 | View |
Put | CSTM260515P00013000 | -0.086326 | 0.010896 | 11 | 2026-05-15 | 0.0 - 0.75 | 0.0 | View |
Put | CSTM260515P00014000 | -0.095475 | 0.012944 | 4 | 2026-05-15 | 0.0 - 0.75 | 0.0 | View |
Put | CSTM260515P00015000 | -0.079511 | 0.014939 | 12 | 2026-05-15 | 0.05 - 0.8 | 0.0 | View |
Put | CSTM260515P00016000 | -0.088435 | 0.018064 | 95 | 2026-05-15 | 0.2 - 0.65 | 0.0 | View |
Put | CSTM260515P00017000 | -0.104644 | 0.022189 | 10 | 2026-05-15 | 0.05 - 0.9 | 0.0 | View |
Put | CSTM260515P00018000 | -0.145337 | 0.02686 | 22 | 2026-05-15 | 0.4 - 1.1 | 0.0 | View |
Put | CSTM260515P00020000 | -0.221284 | 0.03608 | 11 | 2026-05-15 | 1.0 - 1.5 | 0.0 | View |
Put | CSTM260515P00021000 | -0.263342 | 0.04093 | 2 | 2026-05-15 | 1.25 - 1.8 | 0.0 | View |
Put | CSTM260515P00022000 | -0.311098 | 0.044806 | 10 | 2026-05-15 | 0.65 - 2.15 | 0.0 | View |
Put | CSTM260515P00025000 | -0.467483 | 0.054139 | 1 | 2026-05-15 | 2.85 - 3.6 | 0.0 | View |
Constellium Nv Stock Volatility Analysis
Volatility refers to the frequency at which Constellium stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Constellium's price changes. Investors will then calculate the volatility of Constellium's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Constellium's volatility:
Historical Volatility
This type of stock volatility measures Constellium's fluctuations based on previous trends. It's commonly used to predict Constellium's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Constellium's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Constellium's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Constellium Nv Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Constellium Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 1.4318 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Constellium will likely underperform.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Constellium or Metals & Mining sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Constellium's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Constellium stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Predicted Return Density |
| Returns |
What Drives a Constellium Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Constellium Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Constellium is 301.27. The daily returns are distributed with a variance of 4.98 and standard deviation of 2.23. The mean deviation of Constellium Nv is currently at 1.72. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74
α | Alpha over Dow Jones | 0.55 | |
β | Beta against Dow Jones | 1.43 | |
σ | Overall volatility | 2.23 | |
Ir | Information ratio | 0.26 |
Constellium Stock Return Volatility
Constellium historical daily return volatility represents how much of Constellium stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 2.2324% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7649% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between Constellium Stock performing well and Constellium Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Constellium's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KALU | 1.67 | 0.62 | 0.34 | 0.53 | 1.18 | 4.73 | 9.28 | |||
| CENX | 3.06 | 0.74 | 0.17 | 0.72 | 3.87 | 6.74 | 27.76 | |||
| DRD | 2.60 | 0.37 | 0.10 | 0.39 | 3.48 | 4.85 | 18.57 | |||
| SID | 2.80 | 0.16 | 0.05 | 0.20 | 3.08 | 5.79 | 15.70 | |||
| OLN | 2.51 | 0.24 | 0.11 | 0.16 | 2.42 | 5.94 | 14.02 | |||
| ERO | 2.60 | 0.73 | 0.21 | 0.63 | 2.89 | 6.01 | 18.18 | |||
| ASH | 1.67 | 0.41 | 0.25 | 0.51 | 1.20 | 5.71 | 13.67 | |||
| BCC | 1.80 | 0.34 | 0.20 | 0.28 | 1.52 | 6.21 | 11.47 | |||
| MTRN | 1.65 | 0.34 | 0.16 | 0.25 | 1.97 | 4.00 | 14.50 | |||
| FSM | 2.35 | 0.34 | 0.10 | 0.30 | 3.13 | 4.69 | 25.09 |
About Constellium Volatility
Volatility is a rate at which the price of Constellium or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Constellium may increase or decrease. In other words, similar to Constellium's beta indicator, it measures the risk of Constellium and helps estimate the fluctuations that may happen in a short period of time. So if prices of Constellium fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 14.4 M | 26 M | |
| Market Cap | 1.3 B | 1.1 B |
Constellium's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Constellium Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Constellium's price varies over time.
3 ways to utilize Constellium's volatility to invest better
Higher Constellium's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Constellium Nv stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Constellium Nv stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Constellium Nv investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Constellium's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Constellium's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Constellium Investment Opportunity
Constellium Nv has a volatility of 2.23 and is 2.93 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Constellium Nv is lower than 20 percent of all global equities and portfolios over the last 90 days. You can use Constellium Nv to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Constellium to be traded at $22.47 in 90 days.Very poor diversification
The correlation between Constellium Nv and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Constellium Nv and DJI in the same portfolio, assuming nothing else is changed.
Constellium Additional Risk Indicators
The analysis of Constellium's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Constellium's investment and either accepting that risk or mitigating it. Along with some common measures of Constellium stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.2156 | |||
| Market Risk Adjusted Performance | 0.4514 | |||
| Mean Deviation | 1.78 | |||
| Semi Deviation | 1.3 | |||
| Downside Deviation | 1.83 | |||
| Coefficient Of Variation | 352.26 | |||
| Standard Deviation | 2.26 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Constellium Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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 Constellium 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. Constellium'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, Constellium'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 Constellium Nv.
When determining whether Constellium Nv is a strong investment it is important to analyze Constellium's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Constellium's future performance. For an informed investment choice regarding Constellium Stock, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Constellium Nv. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in poverty. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Will Metals & Mining sector continue expanding? Could Constellium diversify its offerings? Factors like these will boost the valuation of Constellium. Projected growth potential of Constellium fundamentally drives upward valuation adjustments. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Constellium data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 11.887 | Earnings Share 0.79 | Revenue Per Share | Quarterly Revenue Growth 0.202 | Return On Assets |
The market value of Constellium Nv is measured differently than its book value, which is the value of Constellium that is recorded on the company's balance sheet. Investors also form their own opinion of Constellium's value that differs from its market value or its book value, called intrinsic value, which is Constellium's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Constellium's market value can be influenced by many factors that don't directly affect Constellium's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Constellium's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Constellium should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Constellium's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.