Iamgold Stock Volatility

IAG Stock

USD 17.21 0.17 1.00%

IAMGold appears to be not too volatile, given 3 months investment horizon. IAMGold holds Efficiency (Sharpe) Ratio of 0.13, which attests that the company had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for IAMGold, which you can use to evaluate the volatility of the entity. Please utilize IAMGold's market risk adjusted performance of 0.3085, and Semi Deviation of 3.65 to validate if our risk estimates are consistent with your expectations.

Sharpe Ratio = 0.1272

High Returns	Best Equity
Good Returns
Average Returns
Small Returns			IAG
Cash	Small Risk	Average Risk	High Risk	Huge Risk
Negative Returns

Based on monthly moving average IAMGold is performing at about 10% 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 IAMGold by adding it to a well-diversified portfolio.

Key indicators related to IAMGold's volatility include:

30 Days Market Risk

Not too volatile

Chance Of Distress

Low

30 Days Economic Sensitivity

Responds to the market

IAMGold 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 IAMGold daily returns, and it is calculated using variance and standard deviation. We also use IAMGold's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of IAMGold volatility.

Build AI portfolio with IAMGold Stock

ESG Sustainability

While most ESG disclosures are voluntary, IAMGold's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to IAMGold's managers and investors.

Environmental

Governance

Social

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as IAMGold can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of IAMGold at lower prices to lower their average cost per share. Similarly, when the prices of IAMGold's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to IAMGold's market risk premium analysis include:

Beta

1.59

Alpha

0.34

Risk

3.52

Sharpe Ratio

0.13

Expected Return

0.45

Moving together with IAMGold Stock

0.84	AA	Alcoa Corp	Pair Corr
0.77	RS	Reliance Steel Aluminum	Pair Corr
0.97	AGI	Alamos Gold	Pair Corr
0.97	EGO	Eldorado Gold Corp	Pair Corr
0.77	NUE	Nucor Corp	Pair Corr
0.77	ACN	Accenture plc	Pair Corr
0.75	ATI	Allegheny Technologies	Pair Corr
0.8	WSFS	WSFS Financial	Pair Corr
0.86	JNJ	Johnson Johnson	Pair Corr

Moving against IAMGold Stock

0.84	ZTLLF	Zonetail	Pair Corr
0.82	GLABF	Gemina Laboratories	Pair Corr
0.79	MAPSW	WM Technology	Pair Corr
0.72	PCTTW	PureCycle Technologies	Pair Corr
0.62	NSFDF	NXT Energy Solutions	Pair Corr

IAMGold Market Sensitivity And Downside Risk

IAMGold's beta coefficient measures the volatility of IAMGold 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 IAMGold stock's returns against your selected market. In other words, IAMGold's beta of 1.59 provides an investor with an approximation of how much risk IAMGold stock can potentially add to one of your existing portfolios. IAMGold shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure IAMGold'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 IAMGold'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.

Check current 90 days IAMGold correlation with market (Dow Jones Industrial)

0.34

1.59

Competition

3 Months Beta |Analyze IAMGold Demand Trend

Check current 90 days IAMGold correlation with market (Dow Jones Industrial)

IAMGold Volatility and Downside Risk

IAMGold 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 IAMGold Put Option to Manage Risk

Put options written on IAMGold grant holders of the option the right to sell a specified amount of IAMGold 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 IAMGold Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge IAMGold'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 IAMGold will be realized, the loss incurred will be offset by the profits made with the option trade.

IAMGold's PUT expiring on 2026-03-20

Profit

IAMGold Price At Expiration

Current IAMGold Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	IAG260320P00006000	-0.06872	0.006488	5	2026-03-20	0.0 - 1.1	0.0	View
Put	IAG260320P00007000	-0.014961	0.004714	206	2026-03-20	0.0 - 0.05	0.0	View
Put	IAG260320P00008000	-0.017367	0.006197	159	2026-03-20	0.0 - 0.05	0.0	View
Put	IAG260320P00009000	-0.020161	0.008167	65	2026-03-20	0.05 - 0.9	0.0	View
Put	IAG260320P00010000	-0.053584	0.016461	132	2026-03-20	0.1 - 0.25	0.0	View
Put	IAG260320P00011000	-0.098367	0.024218	5361	2026-03-20	0.05 - 0.75	0.0	View
Put	IAG260320P00012000	-0.089926	0.03086	79	2026-03-20	0.05 - 0.45	0.0	View
Put	IAG260320P00013000	-0.139722	0.042393	585	2026-03-20	0.1 - 0.7	0.0	View
Put	IAG260320P00014000	-0.194895	0.054684	113	2026-03-20	0.5 - 0.7	0.0	View
Put	IAG260320P00015000	-0.263724	0.066299	179	2026-03-20	0.55 - 1.25	0.0	View
Put	IAG260320P00016000	-0.338968	0.079445	192	2026-03-20	1.15 - 1.35	0.0	View

View All IAMGold Options

IAMGold Stock Volatility Analysis

Volatility refers to the frequency at which IAMGold stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with IAMGold's price changes. Investors will then calculate the volatility of IAMGold'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 IAMGold's volatility:

Historical Volatility

This type of stock volatility measures IAMGold's fluctuations based on previous trends. It's commonly used to predict IAMGold'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 IAMGold'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 IAMGold'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. IAMGold 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.

IAMGold Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.5935 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, IAMGold 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 IAMGold 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 IAMGold'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 IAMGold 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.

IAMGold has an alpha of 0.3415, implying that it can generate a 0.34 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).

Predicted Return Density

Returns

IAMGold's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how iamgold stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an IAMGold 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 many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

IAMGold Stock Risk Measures

Considering the 90-day investment horizon the coefficient of variation of IAMGold is 786.1. The daily returns are distributed with a variance of 12.41 and standard deviation of 3.52. The mean deviation of IAMGold is currently at 2.46. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74

α	Alpha over Dow Jones	0.34	Details
β	Beta against Dow Jones	1.59	Details
σ	Overall volatility	3.52	Details
Ir	Information ratio	0.11	Details

IAMGold Stock Return Volatility

IAMGold historical daily return volatility represents how much of IAMGold stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company has volatility of 3.5225% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7029% volatility on return distribution over the 90 days horizon.

Performance

Timeline

Related Correlations Analysis

	EMN	NGD	SBSW	BTG	EGO	HL	OR	EXP	TX	GGB
EMN		0.57	0.63	0.17	0.76	0.63	0.44	0.22	0.78	0.68	EMN
NGD	0.57		0.96	0.15	0.74	0.96	0.63	0.08	0.59	0.43	NGD
SBSW	0.63	0.96		0.23	0.82	0.96	0.72	0.14	0.65	0.45	SBSW
BTG	0.17	0.15	0.23		0.03	0.14	0.68	0.87	-0.15	-0.43	BTG
EGO	0.76	0.74	0.82	0.03		0.79	0.57	-0.06	0.88	0.77	EGO
HL	0.63	0.96	0.96	0.14	0.79		0.62	0.1	0.67	0.48	HL
OR	0.44	0.63	0.72	0.68	0.57	0.62		0.54	0.31	0.02	OR
EXP	0.22	0.08	0.14	0.87	-0.06	0.1	0.54		-0.12	-0.4	EXP
TX	0.78	0.59	0.65	-0.15	0.88	0.67	0.31	-0.12		0.85	TX
GGB	0.68	0.43	0.45	-0.43	0.77	0.48	0.02	-0.4	0.85		GGB
	EMN	NGD	SBSW	BTG	EGO	HL	OR	EXP	TX	GGB

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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

SBSW	+ 0.96	NGD
HL	+ 0.96	NGD
HL	+ 0.96	SBSW
TX	+ 0.88	EGO
EXP	+ 0.87	BTG
GGB	+ 0.85	TX

High negative correlations

GGB	- 0.43	BTG
GGB	- 0.4	EXP
TX	- 0.15	BTG
TX	- 0.12	EXP
EXP	- 0.06	EGO

Risk-Adjusted Indicators

There is a big difference between IAMGold Stock performing well and IAMGold 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 IAMGold'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
EMN	1.66	0.05	0.05	0.11	1.90	(1.79)	4.94	(3.60)	9.51
NGD	2.94	0.50	0.13	0.47	3.47	(3.18)	6.67	(5.50)	19.38
SBSW	3.06	0.47	0.10	0.79	4.19	(3.42)	6.04	(6.41)	18.48
BTG	2.50	(0.27)	0.00	(0.11)	0.00	0.00	4.63	(5.91)	16.10
EGO	2.22	0.37	0.11	0.44	3.10	(2.36)	5.65	(5.53)	16.16
HL	3.70	0.83	0.19	0.75	3.80	(4.14)	8.21	(6.38)	19.10
OR	1.87	0.01	(0.02)	0.22	2.84	(1.84)	3.72	(4.95)	12.73
EXP	1.54	(0.08)	(0.02)	0.03	2.06	(1.63)	3.94	(2.74)	11.98
TX	1.36	0.11	0.07	0.19	1.42	(1.55)	3.19	(2.64)	8.99
GGB	1.47	0.24	0.13	0.27	1.57	(1.78)	2.89	(2.65)	11.29

About IAMGold Volatility

Volatility is a rate at which the price of IAMGold 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 IAMGold may increase or decrease. In other words, similar to IAMGold's beta indicator, it measures the risk of IAMGold and helps estimate the fluctuations that may happen in a short period of time. So if prices of IAMGold 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	25 M	26.2 M
Market Cap	915.6 M	961.4 M

IAMGold'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 IAMGold Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much IAMGold's price varies over time.

3 ways to utilize IAMGold's volatility to invest better

Higher IAMGold's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of IAMGold 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. IAMGold 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 IAMGold investment. A higher volatility means higher risk and potentially larger changes in value.
Identifying Opportunities: High volatility in IAMGold'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 IAMGold's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

IAMGold Investment Opportunity

IAMGold has a volatility of 3.52 and is 5.03 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of IAMGold is lower than 31 percent of all global equities and portfolios over the last 90 days. You can use IAMGold to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of IAMGold to be traded at $18.93 in 90 days.

Weak diversification

The correlation between IAMGold and DJI is 0.33 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding IAMGold and DJI in the same portfolio, assuming nothing else is changed.

View Details

IAMGold Additional Risk Indicators

The analysis of IAMGold'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 IAMGold's investment and either accepting that risk or mitigating it. Along with some common measures of IAMGold 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	0.1083
	Market Risk Adjusted Performance	0.3085
	Mean Deviation	2.54
	Semi Deviation	3.65
	Downside Deviation	4.09
	Coefficient Of Variation	741.07
	Standard Deviation	3.6

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.

IAMGold 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.

	Microsoft vs. IAMGold
	Visa vs. IAMGold
	Alphabet vs. IAMGold
	Walker Dunlop vs. IAMGold
	Citigroup vs. IAMGold
	Dupont De vs. IAMGold
	GM vs. IAMGold
	Ford vs. IAMGold

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 IAMGold 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. IAMGold'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, IAMGold'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 IAMGold.

Complementary Tools for IAMGold Stock analysis

When running IAMGold's price analysis, check to measure IAMGold's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IAMGold is operating at the current time. Most of IAMGold's value examination focuses on studying past and present price action to predict the probability of IAMGold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IAMGold's price. Additionally, you may evaluate how the addition of IAMGold to your portfolios can decrease your overall portfolio volatility.

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