Forum Energy Technologies Stock Volatility
| FET Stock | USD 53.71 -0.71 -1.30% |
Sharpe Ratio = 0.0692
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Latest disclosures for Forum Energy Technologies show a Market Risk Adjusted Performance of -0.6%, a Risk of 3.18, and a Risk Adjusted Performance of 0.1%. Moving average data positions the stock near 5% of its recent return envelope.
Key indicators related to Forum Energy's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Forum Energy (3 Months):
Beta -0.46 | Alpha 0.26 | Risk 3.18 | Sharpe Ratio 0.07 | Expected Return 0.22 |
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Lower Correlation Assets
Sensitivity To Market
The beta coefficient of -0.46 for Forum Energy Technologies measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 3.18%. This analysis separates observed movement from interpretation for Forum Energy Technologies. Standard deviation (3.2%) and downside deviation (3.53%) describe the range without implying direction. Options markets imply a forward-looking volatility estimate near 60.0%. This indicates expectations for moderate future movement relative to historical averages. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Forum Energy Technologies, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Forum Energy Technologies Demand TrendCurrent 90-day Forum Energy correlation with market (Dow Jones Industrial)Downside Risk
Forum Energy standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for Forum Energy over successive periods signals increasing price uncertainty.
Standard Deviation | 3.18 |
Understanding the asymmetry between upside and downside risk is critical for Forum Energy analysis. Total price dispersion includes upside, while downside deviation captures only loss risk in Forum Energy's returns. Latest disclosures for Forum Energy Technologies show a Downside Deviation of 3.53, a Downside Variance of 12.47, and a Maximum Drawdown of 16.78.
Forum Energy Put Option Risk Profile Based on 2026-07-17 Contracts
Latest disclosures for Forum Energy Technologies show an Option Max Pain Price of 55. A put option on Forum Energy gives the holder the right, but not the obligation, to sell Forum Energy shares at a predetermined strike. The put holder retains the right to sell a fixed amount of Forum Energy Stock at the agreed strike within the option's life.
Forum Energy's PUT expiring on 2026-07-17
Profit |
| Forum Energy Price At Expiration |
Current Forum Energy Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | FET260717P00020000 | -0.012962 | 0.001201 | 84 | 2026-07-17 | 0.0 - 0.3 | 0.0 | View |
| Put | FET260717P00035000 | -0.099221 | 0.007728 | 2 | 2026-07-17 | 0.0 - 2.55 | 0.0 | View |
| Put | FET260717P00045000 | -0.178267 | 0.019554 | 1 | 2026-07-17 | 0.0 - 2.9 | 0.0 | View |
| Put | FET260717P00050000 | -0.302171 | 0.028908 | 5 | 2026-07-17 | 0.75 - 4.5 | 0.0 | View |
| Put | FET260717P00055000 | -0.463874 | 0.032088 | 1 | 2026-07-17 | 3.5 - 6.7 | 0.0 | View |
| Put | FET260717P00060000 | -0.611239 | 0.030363 | 1 | 2026-07-17 | 6.8 - 9.9 | 0.0 | View |
| Put | FET260717P00065000 | -0.766319 | 0.026973 | 1 | 2026-07-17 | 10.0 - 13.5 | 0.0 | View |
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of Forum Energy stock returns over a given period of time. Volatility measures how much Forum Energy's stock price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Forum Energy Technologies'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 a 90-day investment horizon, Forum Energy Technologies has a beta of -0.4613. This usually indicates that as returns on the benchmark increase, returns on Forum Energy tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Forum Energy Technologies tends to outperform the market.Forum Energy carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Latest disclosures for Forum Energy Technologies show a Downside Deviation of 3.53, a Mean Deviation of 2.43, and a Semi Deviation of 3.24.
Predicted Return Distribution |
| Density |
What Drives Forum Energy's Price Volatility?
Industry Dynamics
Competitive pressure, margin shifts, or structural changes in the Energy Equipment & Services sector can alter Forum Energy's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Forum Energy.Forum Energy's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Forum Energy's stock.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Forum Energy is 1445.21. The daily returns are distributed with a variance of 10.14 and standard deviation of 3.18. The mean deviation of Forum Energy Technologies is currently at 2.43. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.26 | |
β | Beta against Dow Jones | -0.4613 | |
σ | Overall volatility | 3.18 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Volatility for Forum Energy quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 3.1844% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9237% 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
Headline performance for Forum Energy Stock may not fully reflect how the business compares across its competitive set. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GEOS | 4.67 | -0.82 | 0.00 | 0.23 | 0.00 | 7.67 | 41.50 | |||
| NGS | 1.34 | 0.19 | 0.10 | -2.80 | 1.73 | 2.92 | 10.07 | |||
| WTI | 5.79 | 1.11 | 0.18 | 3.66 | 5.58 | 13.26 | 35.09 | |||
| OIS | 3.22 | 0.18 | 0.04 | 0.26 | 4.30 | 6.18 | 39.32 | |||
| RNGR | 1.64 | -0.07 | 0.00 | 0.71 | 0.00 | 2.96 | 10.74 | |||
| GFR | 2.66 | 0.10 | 0.03 | 0.87 | 3.61 | 5.05 | 19.00 | |||
| GPRK | 2.71 | 0.25 | 0.07 | -0.77 | 3.25 | 4.65 | 23.11 | |||
| JKS | 2.70 | -0.07 | 0.00 | 0.09 | 0.00 | 6.73 | 20.35 | |||
| NC | 2.10 | -0.05 | 0.00 | 0.34 | 0.00 | 4.78 | 18.00 | |||
| OBE | 2.74 | 0.88 | 0.26 | -4.68 | 2.88 | 6.03 | 18.33 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Forum Energy measures how widely returns scatter around their average over a given period. Higher dispersion implies a wider range of plausible outcomes for any given holding period. Forum Energy has a market cap of 615.18 million, P/E of 9.35, ROE of -2.09%.
Forum Energy Technologies data is compiled from periodic company reporting and market reference feeds and standardized for comparability. 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 Forum Energy Technologies is more volatile than Dow Jones Industrial by approximately 3.46x 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 28% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Forum Energy Technologies exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a somewhat bearish sentiment with potential for near-term correction. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Forum Energy probability analysis.
Strong inverse diversification
Forum Energy currently posts a -0.34 correlation with Dow Jones, indicating a Strong inverse diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Additional Risk Indicators
Looking at additional risk metrics for Forum Energy Technologies frames how the position may behave under different market and portfolio conditions. Cross-security comparison within similar growth and valuation profiles provides additional context for interpreting relative risk positioning.
| Risk Adjusted Performance | 0.0885 | |||
| Market Risk Adjusted Performance | -0.55 | |||
| Mean Deviation | 2.43 | |||
| Semi Deviation | 3.24 | |||
| Downside Deviation | 3.53 | |||
| Coefficient Of Variation | 1183.17 | |||
| Standard Deviation | 3.2 |
Forum Energy Suggested Diversification Pairs
Pair trading with Forum Energy hedges company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Forum Energy's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Forum Energy's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.