Ichor Holdings Stock Volatility

ICHR Stock

USD 71.23 -1.28 -1.77%

Ichor Holdings' volatility page measures how much the stock price has swung and what risk that implies for holders. It carries a 1.88 long-term beta, meaning it tends to be significantly more volatile than the overall market. The stock shows high price volatility over the last 3 months.

Sharpe Ratio = 0.2139

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ICHR

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Ichor Holdings's financial profile includes a Market Risk Adjusted Performance of 0.5%, a Risk of 6.50, and a Risk Adjusted Performance of 0.2%. At roughly 16% of its observed historical range, the stock is trading within its prior trend boundaries.

Key indicators related to Ichor Holdings' volatility include:

90 Days Market Risk

Low

Chance Of Distress

Minimal

90 Days Economic Sensitivity

Hyperactively responds to market trends

Key risk metrics for Ichor Holdings (3 Months):

Beta

2.77

Alpha

1.47

Risk

6.5

Sharpe Ratio

0.21

Expected Return

1.39

Moving together with Ichor Holdings Stock

0.88	AIP	Arteris Downward Rally	Pair Corr
0.8	INTC	Intel Aggressive Push	Pair Corr
0.86	MPWR	Monolithic Power Systems	Pair Corr
0.71	AMBQ	Ambiq Micro	Pair Corr
0.72	BZAI	Blaize Holdings	Pair Corr
0.69	RY	Royal Bank	Pair Corr
0.91	WULF	Terawulf Aggressive Push	Pair Corr
0.67	OZSC	Ozop Surgical Corp	Pair Corr
0.67	VVPR	VivoPower International Symbol Change	Pair Corr
0.62	GTBIF	Green Thumb Industries	Pair Corr
0.66	SIDU	Sidus Space	Pair Corr
0.61	HPQ	HP Inc	Pair Corr
0.7	CSCO	Cisco Systems Earnings Call This Week	Pair Corr

Moving Against Ichor Holdings Stock

0.56

NNAX

New Momentum

Pair Corr

Sensitivity To Market

Ichor Holdings beta of 2.77 quantifies how much of its total volatility (6.5%) is attributable to market-wide factors versus idiosyncratic drivers. Ichor Holdings return dispersion over the lookback window shows standard deviation near 6.57% and semi-deviation near 4.83%, providing a baseline for comparison across peer instruments. Options markets imply a forward-looking volatility estimate near 138.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Ichor Holdings, price swings may be influenced by sector movement and company-specific headlines.

Current 90-day Ichor Holdings correlation with market (Dow Jones Industrial)

1.47

2.77

Competition

3 Months Beta |Ichor Holdings Demand Trend

Current 90-day Ichor Holdings correlation with market (Dow Jones Industrial)

Downside Risk

Ichor Holdings daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Shifting the lookback window for Ichor Holdings reveals whether current dispersion is consistent with its longer-term pattern.

Standard Deviation

6.5

An important distinction for Ichor Holdings is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in Ichor Holdings' daily returns from favorable moves. Total dispersion for Ichor Holdings captures both favorable and adverse price swings. Ichor Holdings's financial profile includes a Downside Deviation of 5.90, a Downside Variance of 34.76, and a Maximum Drawdown of 43.88.

Ichor Holdings Put Option Risk Profile Based on 2026-05-15 Contracts

Ichor Holdings's financial profile includes an Option Implied Volatility of 1.38 and an Option Max Pain Price of 72.50. Protective puts on Ichor Holdings are a standard downside risk instrument on Ichor Holdings Stock. A put on Ichor Holdings Stock gives the buyer the contractual right to sell Ichor Holdings shares at the strike before expiration. A put option on Ichor Holdings functions as an insurance policy for holders of Ichor Holdings' shares.

Ichor Holdings' PUT expiring on 2026-06-18

Profit

Ichor Holdings Price At Expiration

Current Ichor Holdings Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	ICHR260515P00005000	-9.02E-4	4.1E-5	65	2026-05-15	0.0 - 0.05	0.0	View
Put	ICHR260515P00007500	-0.001109	5.9E-5	98	2026-05-15	0.0 - 0.05	0.0	View
Put	ICHR260515P00010000	-0.001302	7.9E-5	165	2026-05-15	0.0 - 0.05	0.0	View
Put	ICHR260515P00012500	-0.001489	1.0E-4	176	2026-05-15	0.0 - 0.05	0.0	View
Put	ICHR260515P00015000	-0.001678	1.24E-4	20	2026-05-15	0.0 - 0.05	0.0	View
Put	ICHR260515P00017500	-0.026461	8.57E-4	11	2026-05-15	0.0 - 2.15	0.0	View
Put	ICHR260515P00020000	-0.018794	8.35E-4	24	2026-05-15	0.0 - 1.0	0.0	View
Put	ICHR260515P00022500	-0.033018	0.001239	2	2026-05-15	0.0 - 2.15	0.0	View
Put	ICHR260515P00025000	-0.036469	0.001466	18	2026-05-15	0.0 - 2.15	0.0	View
Put	ICHR260515P00027500	-0.002746	3.11E-4	14	2026-05-15	0.0 - 0.05	0.0	View
Put	ICHR260515P00030000	-0.043903	0.002015	16	2026-05-15	0.0 - 2.15	0.0	View

View All Ichor Holdings Options

Stock Volatility Analysis

Tracking Ichor Holdings volatility quantifies the degree of price uncertainty over a given period. Highly volatile stocks like Ichor Holdings tend to experience wider price swings in both directions. Periods of high volatility for Ichor Holdings present both elevated risk and wider price ranges for traders.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Ichor Holdings'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, Ichor Holdings has a beta of 2.7747. This usually indicates when the benchmark rises, ICHR tends to outperform it on average. However, when benchmark returns turn negative, Ichor Holdings tends to underperform.

Like most traded instruments, Ichor Holdings reflects both market risk and company or sector-specific developments. Diversifying across uncorrelated assets may reduce specific volatility, but broader stock market fluctuations remain influential. Ichor Holdings's financial profile includes a Downside Deviation of 5.90, a Mean Deviation of 4.54, and an Option Implied Volatility of 1.38.

Ichor Holdings has an alpha of 1.4748, implying that it can generate a 1.4748 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

Ichor Holdings' volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far Ichor Holdings' returns usually move from the mean over the selected horizon.

What Drives Ichor Holdings' Price Volatility?

Industry Dynamics

Sector-level catalysts in the Semiconductors & Semiconductor Equipment sector often set the baseline volatility regime for Ichor Holdings.

Political and Economic Environment

Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.

Ichor Holdings' Company-Specific Factors

Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Ichor Holdings'.

Stock Risk Measures

Given a 90-day horizon, the coefficient of variation of Ichor Holdings is 467.48. The daily returns are distributed with a variance of 42.2 and standard deviation of 6.5. The mean deviation of Ichor Holdings is currently at 4.42. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97

α	Alpha over Dow Jones	1.47	Details
β	Beta against Dow Jones	2.77	Details
σ	Overall volatility	6.50	Details
Ir	Information ratio	0.23	Details

Stock Return Volatility

Ichor Holdings daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 6.4964% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9313% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	SKYT	AEHR	AOSL	IMOS	LAES	WOLF	POET	OWLS	RSKD	BLND
SKYT		0.79	0.83	0.75	-0.08	0.77	0.73	0.0	0.67	-0.27	SKYT
AEHR	0.79		0.93	0.82	-0.49	0.87	0.75	0.15	0.43	-0.67	AEHR
AOSL	0.83	0.93		0.77	-0.39	0.88	0.72	0.1	0.51	-0.55	AOSL
IMOS	0.75	0.82	0.77		-0.25	0.88	0.69	0.26	0.58	-0.53	IMOS
LAES	-0.08	-0.49	-0.39	-0.25		-0.28	-0.16	0.06	0.44	0.42	LAES
WOLF	0.77	0.87	0.88	0.88	-0.28		0.64	0.2	0.62	-0.5	WOLF
POET	0.73	0.75	0.72	0.69	-0.16	0.64		0.25	0.44	-0.45	POET
OWLS	0.0	0.15	0.1	0.26	0.06	0.2	0.25		0.16	-0.23	OWLS
RSKD	0.67	0.43	0.51	0.58	0.44	0.62	0.44	0.16		-0.17	RSKD
BLND	-0.27	-0.67	-0.55	-0.53	0.42	-0.5	-0.45	-0.23	-0.17		BLND
	SKYT	AEHR	AOSL	IMOS	LAES	WOLF	POET	OWLS	RSKD	BLND

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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

AOSL	+ 0.93	AEHR
WOLF	+ 0.88	AOSL
WOLF	+ 0.88	IMOS
WOLF	+ 0.87	AEHR
AOSL	+ 0.83	SKYT
IMOS	+ 0.82	AEHR

High negative correlations

BLND	- 0.67	AEHR
BLND	- 0.55	AOSL
BLND	- 0.53	IMOS
BLND	- 0.5	WOLF
LAES	- 0.49	AEHR
BLND	- 0.45	POET

Risk-Adjusted Indicators

Return momentum in Ichor Holdings Stock is more useful when tested against peer-relative fundamentals and risk. Risk-adjusted metrics help compare Ichor Holdings' efficiency and downside exposure against peers on a like-for-like basis. 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
SKYT	2.18	0.08	0.03	0.06	2.45	-2.50	6.17	-4.44	13.11
AEHR	6.76	2.38	0.32	-3.20	6.43	-7.99	17.69	-11.43	43.77
AOSL	3.86	0.93	0.18	0.43	4.79	-4.90	10.92	-5.11	24.31
IMOS	3.58	0.90	0.21	0.56	3.52	-4.10	10.50	-5.70	25.56
LAES	4.39	-0.32	0.00	-0.10	0.00	0.00	13.42	-8.24	30.73
WOLF	6.35	1.76	0.29	0.45	5.35	-7.67	15.22	-9.71	31.70
POET	7.23	1.31	0.13	0.39	9.23	-8.99	19.32	-8.22	76.19
OWLS	2.03	0.07	0.02	0.33	2.42	-2.39	5.04	-3.69	18.01
RSKD	1.89	0.21	0.08	0.23	2.52	-1.91	4.30	-3.82	10.82
BLND	3.75	-0.29	0.00	-0.20	0.00	0.00	7.69	-10.61	24.89

Risk Metrics, Assumptions & Methodology

Volatility regime analysis for Ichor Holdings 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. Ichor Holdings has a market cap of 2.52 billion, P/E of 19.44, ROE of -7.41%.

Ichor Holdings analytics rely on periodic company reporting and market reference feeds, with quality checks and normalization applied. Analyst projections are included when active coverage applies. Volatility and downside metrics are estimated from historical return dispersion.

Editorial review and methodology oversight provided by: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board

Volatility Profile Summary

Recent data suggests that Ichor Holdings is more volatile than Dow Jones Industrial by approximately 6.99x 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 58% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

Ichor Holdings 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. 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 Ichor Holdings probability analysis.

Moderate diversification

Across the chosen horizon, Ichor Holdings and Dow Jones show a correlation of 0.27 and fall into the Moderate diversification bucket. A 0.27 reading means Ichor Holdings and Dow Jones have partial price overlap, providing moderate risk reduction when paired.

View Details

Additional Risk Indicators

A broader risk-indicator set for Ichor Holdings extends the analysis beyond standard volatility and risk measures. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.

	Risk Adjusted Performance	0.229
	Market Risk Adjusted Performance	0.547
	Mean Deviation	4.54
	Semi Deviation	4.83
	Downside Deviation	5.9
	Coefficient Of Variation	438.24
	Standard Deviation	6.57

Ichor Holdings Suggested Diversification Pairs

A paired position built around Ichor Holdings reduces directional market exposure while expressing a relative-value view. This structure emphasizes relative performance differences between paired assets rather than broad market direction.

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Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Ichor Holdings persists even in a well-constructed pair. The benefit is in offsetting Ichor Holdings' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Ichor Holdings.