Glaukos Corp Stock Volatility
| GKOS Stock | USD 136.36 0.99 0.73% |
Sharpe Ratio = 0.1067
Expected Return ↓
Minimal
Low
Moderate
Elevated
High
Leading
Strong
Moderate
Modest
Flat
Below
Ideal
GKOS
Worst
← Lower RiskHigher Risk →
Glaukos Corp reported a Market Risk Adjusted Performance of 0.2%, a Risk of 4.04, and a Risk Adjusted Performance of 0.1%. Moving average data positions the stock near 8% of its recent return envelope.
Key indicators related to Glaukos Corp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Glaukos Corp (3 Months):
Beta 2.04 | Alpha 0.29 | Risk 4.04 | Sharpe Ratio 0.11 | Expected Return 0.43 |
Assets With Similar Volatility
| 0.66 | TFX | Teleflex Incorporated | PairCorr |
| 0.81 | WST | West Pharmaceutical Services | PairCorr |
| 0.69 | LFST | Lifestance Health Group | PairCorr |
| 0.7 | PROF | Profound Medical Corp | PairCorr |
| 0.68 | SHG | Shinhan Financial Group | PairCorr |
Lower Correlation Assets
| 0.62 | NNOX | Nano X Imaging | PairCorr |
| 0.42 | CATX | Perspective Therapeutics Earnings Call This Week | PairCorr |
| 0.39 | QDEL | Quidel Earnings Call Tomorrow | PairCorr |
| 0.33 | LNSR | LENSAR Inc | PairCorr |
Sensitivity To Market
Beta analysis for Glaukos Corp evaluates how its price movements correlate with the broader market. With a beta of 2.04, Glaukos Corp reflects measurable exposure to systematic risk. Observed total volatility stands near 4.04%. Asymmetric risk in Glaukos Corp is visible through downside-focused metrics. Downside deviation reads 2.26% and semi-deviation reads 2.05%, isolating the loss-side component of total return variability. Options markets imply a forward-looking volatility estimate near 58.0%. This indicates expectations for moderate future movement relative to historical averages. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Glaukos Corp, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Glaukos Corp Demand TrendCurrent 90-day Glaukos Corp correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for Glaukos Corp summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When Glaukos Corp standard deviation rises relative to its historical range, it signals a regime change in price behavior. Annualizing the daily figure scales Glaukos Corp standard deviation to a time horizon more commonly used in risk budgeting.
Standard Deviation | 4.04 |
Standard deviation and downside deviation are complementary tools for assessing Glaukos Corp's risk. Downside deviation or semi-deviation of Glaukos Corp's returns isolates the loss-side component of total variability. For Glaukos Corp, understanding the difference between standard deviation and downside deviation is analytically important. Semi-deviation of Glaukos Corp's returns captures only losses, providing a more focused risk measure. Glaukos Corp reported a Downside Deviation of 2.26, a Downside Variance of 5.09, and a Maximum Drawdown of 25.95.
Glaukos Corp Put Option Risk Profile Based on 2026-07-17 Contracts
Glaukos Corp reported an Option Implied Volatility of 0.58 and an Option Max Pain Price of 140. Put options on Glaukos Corp are a widely referenced risk management instrument. By purchasing a put on Glaukos Corp Stock, the holder secures the right to sell at the strike regardless of how far Glaukos Corp's drops. Put options on Glaukos Corp are commonly referenced by both institutional and retail participants in the context of long-position coverage. Put options on Glaukos Corp are often used as insurance against a decline in Glaukos Corp's price.
Glaukos Corp's PUT expiring on 2026-07-17
Profit |
| Glaukos Corp Price At Expiration |
Current Glaukos Corp Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | GKOS260717P00055000 | -0.014396 | 5.82E-4 | 1 | 2026-07-17 | 0.0 - 0.75 | 0.0 | View |
| Put | GKOS260717P00060000 | -0.016568 | 7.12E-4 | 2 | 2026-07-17 | 0.0 - 0.8 | 0.0 | View |
| Put | GKOS260717P00065000 | -0.036993 | 0.00125 | 2 | 2026-07-17 | 0.0 - 2.3 | 0.0 | View |
| Put | GKOS260717P00070000 | -0.04114 | 0.001486 | 2 | 2026-07-17 | 0.0 - 2.35 | 0.0 | View |
| Put | GKOS260717P00075000 | -0.027464 | 0.001369 | 3 | 2026-07-17 | 0.0 - 1.1 | 0.0 | View |
| Put | GKOS260717P00080000 | -0.052832 | 0.002143 | 6 | 2026-07-17 | 0.0 - 2.6 | 0.0 | View |
| Put | GKOS260717P00085000 | -0.031348 | 0.001907 | 13 | 2026-07-17 | 0.0 - 2.8 | 0.0 | View |
| Put | GKOS260717P00090000 | -0.045594 | 0.002659 | 2 | 2026-07-17 | 0.0 - 3.1 | 0.0 | View |
| Put | GKOS260717P00095000 | -0.064608 | 0.003593 | 4 | 2026-07-17 | 0.6 - 3.3 | 0.0 | View |
| Put | GKOS260717P00100000 | -0.105642 | 0.004858 | 4 | 2026-07-17 | 0.8 - 3.5 | 0.0 | View |
| Put | GKOS260717P00105000 | -0.127746 | 0.005993 | 1 | 2026-07-17 | 1.4 - 3.6 | 0.0 | View |
Stock Volatility Analysis
In evaluating Glaukos Corp as an investment, volatility is a primary indicator of risk. High volatility generally means the stock price moves dramatically in a short period of time. Lower risk tolerance generally corresponds to preference for stocks exhibiting lower volatility. Volatility metrics inform stop-loss placement and exposure calibration for Glaukos Corp.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Glaukos Corp'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, Glaukos Corp has a beta of 2.0413. This usually indicates when the benchmark rises, GKOS tends to outperform it on average. However, when benchmark returns turn negative, Glaukos Corp tends to underperform.Glaukos Corp volatility reflects broader stock market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Glaukos Corp reported a Downside Deviation of 2.26, a Mean Deviation of 2.38, and an Option Implied Volatility of 0.58.
Predicted Return Distribution |
| Density |
What Drives Glaukos Corp's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Health Care Equipment & Supplies sector often influence how investors price Glaukos Corp's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Glaukos Corp.Glaukos Corp's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Glaukos Corp is 937.32. The daily returns are distributed with a variance of 16.31 and standard deviation of 4.04. The mean deviation of Glaukos Corp is currently at 2.42. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.95
α | Alpha over Dow Jones | 0.29 | |
β | Beta against Dow Jones | 2.04 | |
σ | Overall volatility | 4.04 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Daily return volatility for Glaukos Corp measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 4.0391% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9314% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Please upgrade your account to get full access to Macroaxis premium features
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
|
Risk-Adjusted Indicators
Evaluating Glaukos Corp Stock requires separating price momentum from underlying operating strength versus competitors. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TMDX | 3.17 | -0.98 | 0.00 | -0.83 | 0.00 | 5.27 | 31.13 | |||
| IRTC | 2.25 | -0.34 | 0.00 | -0.24 | 0.00 | 3.73 | 13.44 | |||
| BLCO | 1.61 | -0.05 | 0.00 | -0.02 | 0.00 | 3.89 | 9.37 | |||
| MMSI | 1.57 | -0.43 | 0.00 | -0.39 | 0.00 | 3.38 | 14.20 | |||
| BRKR | 2.49 | 0.09 | 0.03 | 0.07 | 3.27 | 4.53 | 13.97 | |||
| ALKS | 1.98 | 0.09 | 0.04 | 0.08 | 2.22 | 4.41 | 21.75 | |||
| ACLX | 2.48 | 1.13 | 0.78 | -0.51 | 0.00 | 1.70 | 77.59 | |||
| OSCR | 2.86 | 0.88 | 0.29 | 0.48 | 2.44 | 7.13 | 16.27 | |||
| ARWR | 2.31 | 0.29 | 0.11 | 0.19 | 2.55 | 6.39 | 15.51 | |||
| TFX | 2.06 | 0.32 | 0.14 | 0.45 | 2.00 | 6.28 | 18.31 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for Glaukos Corp defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Drawdown frequency and clustering help distinguish episodic stress from persistent volatility regimes. Glaukos Corp has a market cap of 7.84 billion, P/E of 94.7, ROE of -26.39%.
Glaukos Corp data is compiled from periodic company reporting and market reference feeds and standardized for comparability. 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: Michael Smolkin, Member of Macroaxis Board of Directors
Volatility Profile Summary
Recent data suggests that Glaukos Corp is more volatile than Dow Jones Industrial by approximately 4.34x 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 36% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Glaukos Corp with characteristics aligned to broad market upside participation. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a moderate upward price movement. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Glaukos Corp probability analysis.
Poor diversification
For the present investment horizon, the measured correlation between Glaukos Corp and Dow Jones stands at 0.66, or Poor diversification. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Risk analysis around Glaukos Corp gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | 0.0888 | |||
| Market Risk Adjusted Performance | 0.1711 | |||
| Mean Deviation | 2.38 | |||
| Semi Deviation | 2.05 | |||
| Downside Deviation | 2.26 | |||
| Coefficient Of Variation | 1173.74 | |||
| Standard Deviation | 3.98 |
Glaukos Corp Suggested Diversification Pairs
A paired position built around Glaukos Corp reduces directional market exposure while expressing a relative-value view. This structure emphasizes relative performance differences between paired assets rather than broad market direction.
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 Glaukos Corp with another position. However, Glaukos Corp's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Glaukos Corp.