Henry Schein Stock Volatility
| HSIC Stock | USD 72.41 -0.03 -0.04% |
Sharpe Ratio = -0.0868
Expected Return ↓
Minimal
Low
Moderate
Elevated
High
Leading
Strong
Moderate
Modest
Flat
Below
Ideal
HSIC
Worst
← Lower RiskHigher Risk →
Henry Schein posted a Market Risk Adjusted Performance of -0.1%, a Risk of 1.63, and a Risk Adjusted Performance of -0.04% for the reported period. Based on recent moving average trends, the stock has not achieved its theoretical performance maximum.
Key indicators related to Henry Schein's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Henry Schein (3 Months):
Beta 0.95 | Alpha -0.10 | Risk 1.63 | Sharpe Ratio -0.09 | Expected Return -0.14 |
Moving together with Henry Schein Stock
| 0.7 | FNMFO | Federal National Mortgage | PairCorr |
| 0.61 | KB | KB Financial Group | PairCorr |
| 0.72 | WF | Woori Financial Group | PairCorr |
| 0.7 | BAC-PL | Bank of America | PairCorr |
| 0.85 | WFC-PL | Wells Fargo | PairCorr |
| 0.7 | GE | GE Aerospace | PairCorr |
| 0.63 | DIS | Walt Disney Earnings Call This Week | PairCorr |
| 0.67 | DD | Dupont De Nemours | PairCorr |
Moving Against Henry Schein Stock
Sensitivity To Market
Henry Schein beta coefficient measures the volatility of Henry Schein stock relative to the systematic risk of the broad market benchmark. A beta of 0.95 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 1.63%. Henry Schein has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 1.68%, which summarize how widely returns have moved. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Henry Schein Demand TrendCurrent 90-day Henry Schein correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far Henry Schein returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability. Peer-relative standard deviation places Henry Schein on a common scale for cross-instrument volatility ranking. This dispersion metric remains a common starting point for assessing Henry Schein price volatility.
Standard Deviation | 1.63 |
For Henry Schein, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Henry Schein's returns. Total price dispersion for Henry Schein includes upside moves that do not represent loss risk. Using both metrics together provides a more complete view of Henry Schein's risk characteristics. Henry Schein posted a Maximum Drawdown of 7.52 for the reported period.
Stock Volatility Analysis
Volatility describes the degree to which Henry Schein stock price fluctuates in either direction. It captures how much Henry Schein's price fluctuates, which is relevant to allocation calibration. Volatility in Henry Schein reflects the degree of uncertainty around Henry Schein's stock price. Periods of elevated volatility in Henry Schein reward disciplined traders while exposing long-term holders to drawdowns.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Henry Schein'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, Henry Schein has a beta of 0.9472. This usually indicates Henry Schein market returns are highly-sensitive to returns on the market. As the market goes up or down, Henry Schein tends to follow.Systematic risk links Henry Schein to broad stock market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Henry Schein posted a Mean Deviation of 1.32 and a Standard Deviation of 1.68 for the reported period.
Predicted Return Distribution |
| Density |
What Drives Henry Schein's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Health Care Providers & Services sector can move Henry Schein's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Henry Schein.Henry Schein's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Henry Schein's shares.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Henry Schein is -1151.43. The daily returns are distributed with a variance of 2.65 and standard deviation of 1.63. The mean deviation of Henry Schein is currently at 1.29. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.1024 | |
β | Beta against Dow Jones | 0.95 | |
σ | Overall volatility | 1.63 | |
Ir | Information ratio | -0.0613 |
Stock Return Volatility
Henry Schein historical daily return volatility represents how much of Henry Schein stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 1.627% volatility on return distribution over a 90-day investment horizon. By contrast, 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
|
Risk-Adjusted Indicators
Strong recent returns in Henry Schein Stock do not always mean Henry Schein Company is outperforming peers on business quality. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GMED | 1.45 | 0.03 | 0.02 | 0.04 | 1.66 | 2.83 | 7.97 | |||
| ATR | 1.32 | -0.02 | -0.01 | 0.00 | 1.70 | 2.55 | 12.41 | |||
| GRFS | 1.78 | -0.16 | 0.00 | -0.11 | 0.00 | 3.23 | 10.85 | |||
| MOH | 2.86 | 0.29 | 0.05 | -0.24 | 5.17 | 5.25 | 25.51 | |||
| HALO | 1.53 | -0.26 | 0.00 | -0.23 | 0.00 | 3.28 | 12.59 | |||
| DVA | 1.85 | 0.46 | 0.23 | 1.02 | 1.68 | 3.12 | 7.22 | |||
| BIO | 1.72 | -0.21 | 0.00 | -0.27 | 0.00 | 3.10 | 13.98 | |||
| MASI | 1.18 | 0.51 | 0.60 | 2.99 | 0.00 | 0.70 | 34.90 | |||
| AVTR | 1.86 | -0.37 | 0.00 | -0.31 | 0.00 | 3.29 | 17.98 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Henry Schein identifies whether current dispersion is elevated, compressed, or transitioning between states. Compression regimes can persist, but breakouts from low volatility tend to produce outsized moves. Henry Schein has a market cap of 8.26 billion, P/E of 17.39, ROE of 8.7%.
Henry Schein metrics are compiled from periodic company reporting and market reference feeds and normalized before display. 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 Henry Schein is more volatile than Dow Jones Industrial by approximately 1.75x 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 14% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Henry Schein 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 gains reliability when combined with broader risk controls and volatility-adjusted analysis. Observed price behavior reflects modest downward movement with limited trading activity. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Henry Schein probability analysis.
Weak diversification
Henry Schein currently posts a 0.56 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. A 0.56 reading means Henry Schein and Dow Jones have partial price overlap, providing moderate risk reduction when paired.
Additional Risk Indicators
Looking at additional risk metrics for Henry Schein frames how the position may behave under different market and portfolio conditions. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -0.09 | |||
| Mean Deviation | 1.32 | |||
| Coefficient Of Variation | -2,023 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.82 | |||
| Information Ratio | -0.06 |
Henry Schein Suggested Diversification Pairs
Pair trading with Henry Schein 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.
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 Henry Schein 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. Henry Schein'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, Henry Schein'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 Henry Schein.
Popular Tools for Henry Schein Stock analysis
Portfolio ProphetUse AI to generate optimal portfolios and find investment opportunitiesInstant RatingsDetermine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performanceCorrelation AnalysisReduce portfolio risk simply by holding instruments which are not perfectly correlatedEquity ForecastingUse basic forecasting models to generate price predictions and determine price momentumTransaction HistoryView history of all your transactions and understand their impact on performanceRisk-Return AnalysisView associations between returns expected from investment and the risk you assumePortfolio DashboardPortfolio dashboard that provides centralized access to all your investmentsShare PortfolioTrack or share privately all of your investments from the convenience of any deviceAnalyst AdviceAnalyst recommendations and target price estimates broken down by several categories