Intuitive Machines Stock Volatility
| LUNR Stock | 14.00 1.93 15.99% |
Intuitive Machines is relatively risky given 3 months investment horizon. Intuitive Machines holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22% return per unit of risk over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.87% are justified by taking the suggested risk. Use Intuitive Machines Market Risk Adjusted Performance of 0.6953, risk adjusted performance of 0.1699, and Downside Deviation of 5.36 to evaluate company specific risk that cannot be diversified away. Key indicators related to Intuitive Machines' volatility include:
360 Days Market Risk | Chance Of Distress | 360 Days Economic Sensitivity |
Intuitive Machines 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 Intuitive daily returns, and it is calculated using variance and standard deviation. We also use Intuitive's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Intuitive Machines volatility.
Intuitive |
ESG Sustainability
While most ESG disclosures are voluntary, Intuitive Machines' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Intuitive Machines' managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Intuitive Machines can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Intuitive Machines at lower prices. For example, an investor can purchase Intuitive stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Intuitive Machines' stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Intuitive Stock
Moving against Intuitive Stock
| 0.81 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.75 | EVTL | Vertical Aerospace | PairCorr |
| 0.74 | HII | Huntington Ingalls | PairCorr |
Intuitive Machines Market Sensitivity And Downside Risk
Intuitive Machines' beta coefficient measures the volatility of Intuitive 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 Intuitive stock's returns against your selected market. In other words, Intuitive Machines's beta of 2.58 provides an investor with an approximation of how much risk Intuitive Machines stock can potentially add to one of your existing portfolios. Intuitive Machines is displaying above-average volatility over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Intuitive Machines' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Intuitive Machines' 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.
3 Months Beta |Analyze Intuitive Machines Demand TrendCheck current 90 days Intuitive Machines correlation with market (Dow Jones Industrial)Intuitive Beta |
Intuitive 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.
Standard Deviation | 8.56 |
It is essential to understand the difference between upside risk (as represented by Intuitive Machines's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Intuitive Machines' daily returns or price. Since the actual investment returns on holding a position in intuitive stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Intuitive Machines.
Intuitive Machines Stock Volatility Analysis
Volatility refers to the frequency at which Intuitive Machines stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Intuitive Machines' price changes. Investors will then calculate the volatility of Intuitive Machines' 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 Intuitive Machines' volatility:
Historical Volatility
This type of stock volatility measures Intuitive Machines' fluctuations based on previous trends. It's commonly used to predict Intuitive Machines' 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 Intuitive Machines' 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 Intuitive Machines' 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. Intuitive Machines 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.
Intuitive Machines Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.5824 . This 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, Intuitive Machines 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 Intuitive Machines or Aerospace & Defense 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 Intuitive Machines' 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 Intuitive 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.
Intuitive Machines has an alpha of 1.5128, implying that it can generate a 1.51 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Intuitive Machines 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.Intuitive Machines Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Intuitive Machines is 456.9. The daily returns are distributed with a variance of 73.25 and standard deviation of 8.56. The mean deviation of Intuitive Machines is currently at 6.02. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 1.51 | |
β | Beta against Dow Jones | 2.58 | |
σ | Overall volatility | 8.56 | |
Ir | Information ratio | 0.20 |
Intuitive Machines Stock Return Volatility
Intuitive Machines historical daily return volatility represents how much of Intuitive Machines stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 8.5587% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7608% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Intuitive Machines Volatility
Volatility is a rate at which the price of Intuitive Machines 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 Intuitive Machines may increase or decrease. In other words, similar to Intuitive's beta indicator, it measures the risk of Intuitive Machines and helps estimate the fluctuations that may happen in a short period of time. So if prices of Intuitive Machines 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 | 0.90 | 0.80 | |
| Market Cap | 1.1 B | 944.7 M |
Intuitive Machines' 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 Intuitive Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Intuitive Machines' price varies over time.
3 ways to utilize Intuitive Machines' volatility to invest better
Higher Intuitive Machines' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Intuitive Machines 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. Intuitive Machines 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 Intuitive Machines investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Intuitive Machines' 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 Intuitive Machines' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Intuitive Machines Investment Opportunity
Intuitive Machines has a volatility of 8.56 and is 11.26 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Intuitive Machines is higher than 76 percent of all global equities and portfolios over the last 90 days. You can use Intuitive Machines to enhance the returns of your portfolios. The stock experiences a very speculative upward sentiment. Check odds of Intuitive Machines to be traded at 17.5 in 90 days.Modest diversification
The correlation between Intuitive Machines and DJI is 0.23 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intuitive Machines and DJI in the same portfolio, assuming nothing else is changed.
Intuitive Machines Additional Risk Indicators
The analysis of Intuitive Machines' 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 Intuitive Machines' investment and either accepting that risk or mitigating it. Along with some common measures of Intuitive Machines 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 | 0.1699 | |||
| Market Risk Adjusted Performance | 0.6953 | |||
| Mean Deviation | 5.92 | |||
| Semi Deviation | 4.6 | |||
| Downside Deviation | 5.36 | |||
| Coefficient Of Variation | 474.43 | |||
| Standard Deviation | 8.44 |
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.
Intuitive Machines 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.
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 Intuitive Machines 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. Intuitive Machines' 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, Intuitive Machines' 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 Intuitive Machines.
Additional Tools for Intuitive Stock Analysis
When running Intuitive Machines' price analysis, check to measure Intuitive Machines' 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 Intuitive Machines is operating at the current time. Most of Intuitive Machines' value examination focuses on studying past and present price action to predict the probability of Intuitive Machines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intuitive Machines' price. Additionally, you may evaluate how the addition of Intuitive Machines to your portfolios can decrease your overall portfolio volatility.