International Money Express Stock Volatility
| IMXI Stock | USD 15.86 0.05 0.32% |
Sharpe Ratio = 0.1383
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International Money Express's financial profile includes a Market Risk Adjusted Performance of 14.1%, a Risk of 0.24, and a Risk Adjusted Performance of 0.1%. Based on monthly moving averages, the stock is operating near 10% of its historical performance range.
Key indicators related to International Money's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for International Money (3 Months):
Beta 0 | Alpha 0.02 | Risk 0.24 | Sharpe Ratio 0.14 | Expected Return 0.03 |
Assets With Similar Volatility
| 0.77 | XYZ | Block Inc | PairCorr |
| 0.77 | CSGS | CSG Systems International | PairCorr |
| 0.7 | OSUR | OraSure Technologies Earnings Call Tomorrow | PairCorr |
Lower Correlation Assets
| 0.72 | CNXC | Concentrix | PairCorr |
| 0.7 | FOUR | Shift4 Payments | PairCorr |
| 0.7 | III | Information Services Group | PairCorr |
| 0.62 | TASK | Taskus Inc | PairCorr |
| 0.57 | MUFG | Mitsubishi UFJ Financial Earnings Call This Week | PairCorr |
| 0.55 | BR | Broadridge Financial Solutions | PairCorr |
| 0.5 | G | Genpact Limited Earnings Call Tomorrow | PairCorr |
| 0.5 | MBFJF | Mitsubishi UFJ Financial Earnings Call This Week | PairCorr |
| 0.38 | YXT | YXTCOM GROUP HOLDING | PairCorr |
Sensitivity To Market
International Money beta coefficient measures the volatility of International stock relative to the systematic risk of the broad market benchmark. A beta of 0.0013 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.24%. International Money Express has shown noticeable price swings over the selected period. Downside deviation is about 0.2% and standard deviation is about 0.23%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 71.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books. For International Money, measured downside deviation describes the intensity of negative return periods.
3 Months Beta |International Money Demand TrendCurrent 90-day International Money correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far International 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.
Standard Deviation | 0.24 |
It is essential to understand the difference between upside risk and downside risk for International Money. Total volatility includes favorable moves, while downside deviation isolates the loss risk in International Money's daily returns. International Money Express's financial profile includes a Downside Deviation of 0.20, a Downside Variance of 0.04, and a Maximum Drawdown of 1.54.
International Put Option Risk Profile Based on 2026-06-18 Contracts
International Money Express's financial profile includes an Option Implied Volatility of 0.71 and an Option Max Pain Price of -1. Put options written on International Money grant holders the right to sell a specified amount of International Stock at a specified price. Put options on International Stock are often purchased as a form of portfolio insurance against International Money's declines.
International Money's PUT expiring on 2026-06-18
Profit |
| International Money Price At Expiration |
Current International Money Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | IMXI260618P00014000 | -0.12899 | 0.114385 | 50 | 2026-06-18 | 0.0 - 0.25 | 0.0 | View |
| Put | IMXI260618P00015000 | -0.1386 | 0.265992 | 316 | 2026-06-18 | 0.05 - 0.1 | 0.0 | View |
| Put | IMXI260618P00016000 | 0.0 | 0.0 | 51 | 2026-06-18 | 0.0 - 0.25 | 0.0 | View |
Stock Volatility Analysis
Volatility refers to the frequency at which International Money stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of International Money'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, International Money has a beta of 0.0013. This usually indicates as returns on the market go up, International Money's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding International Money Express tends to be smaller as well.International Money is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. International Money Express's financial profile includes a Downside Deviation of 0.20, a Mean Deviation of 0.16, and an Option Implied Volatility of 0.71.
Predicted Return Distribution |
| Density |
What Drives International Money's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Professional Services sector can move International Money'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 International Money.International Money's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in International Money's shares.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of International Money is 722.81. The daily returns are distributed with a variance of 0.06 and standard deviation of 0.24. The mean deviation of International Money Express is currently at 0.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.95
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | 0.0013 | |
σ | Overall volatility | 0.24 | |
Ir | Information ratio | -0.0026 |
Stock Return Volatility
International Money historical daily return volatility represents how much of International Money stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 0.2359% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9314% 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
Strong recent returns in International Stock do not always mean International Money Company is outperforming peers on business quality. Risk-adjusted metrics help compare International Money's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GRRR | 3.63 | 0.47 | 0.12 | 0.25 | 3.95 | 8.26 | 18.57 | |||
| PDYN | 4.58 | 0.28 | 0.06 | 0.18 | 4.75 | 7.90 | 48.41 | |||
| RPAY | 4.33 | 0.24 | 0.04 | -0.20 | 5.30 | 10.38 | 40.00 | |||
| CCSI | 3.08 | 0.50 | 0.13 | 0.63 | 3.33 | 6.88 | 18.24 | |||
| BAND | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DAVA | 2.59 | -0.36 | 0.00 | -0.34 | 0.00 | 6.21 | 20.21 | |||
| GDEV | 3.43 | 0.29 | 0.06 | 0.49 | 3.39 | 7.50 | 27.51 | |||
| ALLT | 3.00 | -0.13 | 0.00 | -0.07 | 0.00 | 5.64 | 36.35 | |||
| DDI | 1.71 | 0.51 | 0.31 | 1.69 | 1.12 | 3.25 | 20.41 | |||
| OSPN | 1.66 | 0.15 | 0.06 | 0.19 | 2.33 | 4.07 | 10.77 |
Risk Metrics, Assumptions & Methodology
Beta for International Money measures the share of volatility attributable to broad market movements versus company-specific factors. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure. International Money has a market cap of 477.6 million, P/E of 23.9, ROE of 22.08%.
International Money Express values are built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. 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: Ellen Johnson, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that International Money Express is less volatile than Dow Jones Industrial by approximately 3.88x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each 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 2% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.International Money Express with characteristics aligned to broad market upside participation. 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 normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View International Money probability analysis.
Strong inverse diversification
International Money currently posts a -0.21 correlation with Dow Jones, indicating a Strong inverse diversification relationship for the active sample. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Looking at additional risk metrics for International Money Express 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 | 0.0855 | |||
| Market Risk Adjusted Performance | 14.1 | |||
| Mean Deviation | 0.1602 | |||
| Downside Deviation | 0.1955 | |||
| Coefficient Of Variation | 816.06 | |||
| Standard Deviation | 0.2311 | |||
| Variance | 0.0534 |
International Money Suggested Diversification Pairs
Pair trading with International Money hedges company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 International Money 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. International Money'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, International Money'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 International Money Express.