OFS Credit Stock Volatility
| OCCI Stock | USD 3.44 0.03 0.88% |
Sharpe Ratio = -0.0577
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OFS Credit's financial profile includes a Market Risk Adjusted Performance of -0.7%, a Risk of 3.32, and a Risk Adjusted Performance of -0.1%. Monthly performance data suggests the stock is falling short of its full potential.
Key indicators related to OFS Credit's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for OFS Credit (3 Months):
Beta 0.35 | Alpha -0.25 | Risk 3.32 | Sharpe Ratio -0.06 | Expected Return -0.19 |
Assets With Similar Volatility
| 0.61 | BN | Brookfield Corp | PairCorr |
| 0.74 | CG | Carlyle Group | PairCorr |
| 0.73 | PNI | Pinnacle Investment Management | PairCorr |
| 0.82 | CSOC-A | Canso Select Opportunities | PairCorr |
| 0.76 | EMCG | Embrace Change Acquisition | PairCorr |
| 0.65 | FBRT | Franklin BSP Realty Potential Growth | PairCorr |
Lower Correlation Assets
Sensitivity To Market
OFS Credit exhibits a beta of 0.35, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 3.32%. OFS Credit return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 3.28%. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |OFS Credit Demand TrendCurrent 90-day OFS Credit correlation with market (Dow Jones Industrial)Downside Risk
For OFS Credit, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of OFS Credit standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates OFS Credit total risk from its market-driven component. Combining OFS Credit standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 3.32 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for OFS Credit. Standard deviation reflects total return dispersion for OFS Credit, while downside deviation captures only the adverse portion of OFS Credit's returns. Standard deviation and downside deviation for OFS Credit measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in OFS Credit's returns. OFS Credit's financial profile includes a Maximum Drawdown of 16.74.
Stock Volatility Analysis
For OFS Credit, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically OFS Credit's price swings over a specific time horizon. For OFS Credit, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in OFS Credit's are triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of OFS Credit'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, OFS Credit has a beta of 0.3493. This indicates as returns on the market go up, OFS Credit's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding OFS Credit tends to be smaller as well.Holders of OFS Credit face systematic risk from broad stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. OFS Credit's financial profile includes a Mean Deviation of 2.37 and a Standard Deviation of 3.28.
Predicted Return Distribution |
| Density |
What Drives OFS Credit's Price Volatility?
Industry Dynamics
OFS Credit's volatility can rise when competitive dynamics or demand conditions shift across the Capital Markets sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into OFS Credit's trading.OFS Credit's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in OFS Credit.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of OFS Credit is -1733.91. The daily returns are distributed with a variance of 11.03 and standard deviation of 3.32. The mean deviation of OFS Credit is currently at 2.39. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.2462 | |
β | Beta against Dow Jones | 0.35 | |
σ | Overall volatility | 3.32 | |
Ir | Information ratio | -0.0747 |
Stock Return Volatility
OFS Credit return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 3.3204% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9237% 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
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Risk-Adjusted Indicators
OFS Credit Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing OFS Credit's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| OFS | 2.64 | -0.01 | 0.00 | -0.01 | 0.00 | 7.37 | 17.63 | |||
| BCIC | 1.79 | -0.48 | 0.00 | -0.78 | 0.00 | 2.99 | 16.07 | |||
| SAMG | 1.34 | -0.13 | 0.00 | -0.34 | 0.00 | 2.13 | 7.02 | |||
| PDCC | 1.60 | -0.22 | 0.00 | -0.55 | 0.00 | 3.38 | 9.82 | |||
| BANX | 0.71 | -0.07 | 0.00 | -0.14 | 0.00 | 1.45 | 4.79 | |||
| LAFAU | 0.26 | -0.03 | 0.00 | 0.56 | 0.00 | 0.69 | 2.96 | |||
| PELI | 1.79 | -0.22 | 0.00 | 0.56 | 0.00 | 5.34 | 33.56 | |||
| RMBI | 1.06 | 0.10 | 0.07 | 0.15 | 1.31 | 2.54 | 6.26 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for OFS Credit identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. OFS Credit has a market cap of 100.06 million, P/E of 2.35, ROE of -24.34%.
OFS Credit figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that OFS Credit is more volatile than Dow Jones Industrial by approximately 3.61x 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 29% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.OFS Credit 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 gains reliability when combined with broader risk controls and volatility-adjusted analysis. a moderate upward price movement. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View OFS Credit probability analysis.
Poor diversification
Across the chosen horizon, OFS Credit and Dow Jones show a correlation of 0.6 and fall into the Poor diversification bucket. This chart measures the degree of risk overlap between OFS Credit and Dow Jones.
Additional Risk Indicators
A broader risk-indicator set for OFS Credit extends the analysis beyond standard volatility and risk measures. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | -0.06 | |||
| Market Risk Adjusted Performance | -0.70 | |||
| Mean Deviation | 2.37 | |||
| Coefficient Of Variation | -1,384 | |||
| Standard Deviation | 3.28 | |||
| Variance | 10.75 | |||
| Information Ratio | -0.07 |
OFS Credit Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between OFS Credit and comparable securities. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around OFS Credit, market-wide risk remains. What pair trading can address is OFS Credit's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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