Orion Engineered Carbons Stock Volatility
| OEC Stock | USD 7.16 -1.04 -12.68% |
Sharpe Ratio = 0.0315
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Orion Engineered Carbons's financial profile includes a Market Risk Adjusted Performance of 0.4%, a Risk of 4.90, and a Risk Adjusted Performance of 0.1%. Moving average data positions the stock near 2% of its recent return envelope.
Key indicators related to Orion Engineered's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Orion Engineered (3 Months):
Beta 1.16 | Alpha 0.47 | Risk 4.9 | Sharpe Ratio 0.03 | Expected Return 0.15 |
Moving together with Orion Engineered Stock
| 0.78 | CBT | Cabot Earnings Call This Week | PairCorr |
| 0.66 | CHE-UN | Chemtrade Logistics Earnings Call This Week | PairCorr |
Moving Against Orion Engineered Stock
Sensitivity To Market
The beta coefficient of 1.16 for Orion Engineered Carbons measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 4.9%. This analysis separates observed movement from interpretation for Orion Engineered Carbons. Standard deviation (4.7%) and downside deviation (6.04%) describe the range without implying direction. Equity volatility compresses in calm markets and expands quickly when uncertainty increases. Stock dispersion changes materially during earnings seasons and macro data releases.
3 Months Beta |Orion Engineered Carbons Demand TrendCurrent 90-day Orion Engineered correlation with market (Dow Jones Industrial)Downside Risk
Orion Engineered standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for Orion Engineered over successive periods signals increasing price uncertainty.
Standard Deviation | 4.9 |
Understanding the asymmetry between upside and downside risk is critical for Orion Engineered analysis. Total price dispersion includes upside, while downside deviation captures only loss risk in Orion Engineered's returns. Orion Engineered Carbons's financial profile includes a Downside Deviation of 6.04, a Downside Variance of 36.47, and a Maximum Drawdown of 26.24.
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of Orion Engineered stock returns over a given period of time. Volatility measures how much Orion Engineered's stock price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Orion Engineered Carbons'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
Over a 90-day investment horizon, Orion Engineered has a beta of 1.1608. This indicates when the benchmark rises, OEC tends to outperform it on average. However, when benchmark returns turn negative, Orion Engineered tends to underperform.Orion Engineered carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Orion Engineered Carbons's financial profile includes a Downside Deviation of 6.04, a Mean Deviation of 3.31, and a Semi Deviation of 5.09.
Predicted Return Distribution |
| Density |
What Drives Orion Engineered's Price Volatility?
Industry Dynamics
Competitive pressure, margin shifts, or structural changes in the Chemicals sector can alter Orion Engineered's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Orion Engineered.Orion Engineered's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Orion Engineered's stock.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Orion Engineered is 3179.15. The daily returns are distributed with a variance of 23.96 and standard deviation of 4.9. The mean deviation of Orion Engineered Carbons is currently at 3.38. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.47 | |
β | Beta against Dow Jones | 1.16 | |
σ | Overall volatility | 4.90 | |
Ir | Information ratio | 0.10 |
Stock Return Volatility
Volatility for Orion Engineered quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 4.8953% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9238% 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
Headline performance for Orion Engineered Stock may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HDSN | 1.81 | -0.15 | 0.00 | -0.08 | 0.00 | 3.44 | 13.34 | |||
| ZEUS | 2.48 | -0.79 | 0.00 | 8.67 | 0.00 | 4.74 | 10.60 | |||
| HYMC | 5.67 | 0.46 | 0.07 | 0.13 | 6.64 | 12.06 | 34.94 | |||
| GLDG | 3.00 | -0.23 | 0.00 | -0.10 | 0.00 | 5.04 | 22.33 | |||
| PLG | 3.45 | -0.25 | 0.00 | -0.08 | 0.00 | 6.19 | 17.96 | |||
| VHI | 1.85 | 0.02 | 0.01 | 0.03 | 2.51 | 3.12 | 12.45 | |||
| IPI | 3.40 | 0.38 | 0.08 | -0.35 | 4.21 | 8.15 | 21.04 | |||
| CLW | 2.64 | -0.28 | 0.00 | -0.14 | 0.00 | 6.11 | 21.16 | |||
| DC | 3.35 | 0.01 | 0.00 | 0.02 | 4.54 | 6.46 | 20.69 | |||
| KOP | 1.92 | 0.46 | 0.15 | 0.49 | 2.30 | 3.79 | 14.14 |
Risk Metrics, Assumptions & Methodology
Beta for Orion Engineered 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. Orion Engineered has a market cap of 468.59 million, P/E of 63.13, ROE of -16.31%.
Orion Engineered Carbons data is compiled from periodic company reporting and market reference feeds and standardized for comparability. 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: Michael Smolkin, Member of Macroaxis Board of Directors
Volatility Profile Summary
Recent data suggests that Orion Engineered Carbons is more volatile than Dow Jones Industrial by approximately 5.33x 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 43% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Orion Engineered Carbons 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 very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Orion Engineered probability analysis.
Weak diversification
Orion Engineered currently posts a 0.56 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Looking at additional risk metrics for Orion Engineered Carbons 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 | 0.1091 | |||
| Market Risk Adjusted Performance | 0.4265 | |||
| Mean Deviation | 3.31 | |||
| Semi Deviation | 5.09 | |||
| Downside Deviation | 6.04 | |||
| Coefficient Of Variation | 952.97 | |||
| Standard Deviation | 4.7 |
Orion Engineered Suggested Diversification Pairs
Pair trading with Orion Engineered hedges company-specific exposure by balancing a long view with an offsetting position. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Orion Engineered's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Orion Engineered's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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