OneSpaWorld Holdings Stock Volatility
| OSW Stock | USD 24.82 0.24 0.98% |
Sharpe Ratio = 0.0848
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OneSpaWorld Holdings's financial profile includes a Market Risk Adjusted Performance of 0.3%, a Risk of 2.51, and a Risk Adjusted Performance of 0.1%. The stock is currently at approximately 6% of its recent trend range per monthly moving averages.
Key indicators related to OneSpaWorld Holdings' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for OneSpaWorld Holdings (3 Months):
Beta 1.24 | Alpha 0.35 | Risk 2.51 | Sharpe Ratio 0.08 | Expected Return 0.21 |
Assets With Similar Volatility
Lower Correlation Assets
| 0.82 | WW | WW International Common | PairCorr |
| 0.78 | FCHL | Fitness Champs Holdings | PairCorr |
| 0.64 | 76O | Goodfood Market Corp | PairCorr |
| 0.59 | GNS | Genius Group | PairCorr |
| 0.58 | GV | Visionary Education Technology | PairCorr |
| 0.58 | WAFU | Wah Fu Education | PairCorr |
| 0.49 | GEM | G8 Education | PairCorr |
Sensitivity To Market
OneSpaWorld Holdings beta coefficient measures the volatility of OneSpaWorld stock relative to the systematic risk of the broad market benchmark. A beta of 1.24 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 2.51%. OneSpaWorld Holdings has shown noticeable price swings over the selected period. Downside deviation is about 2.56% and standard deviation is about 2.56%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 85.0%. 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 OneSpaWorld Holdings, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |OneSpaWorld Holdings Demand TrendCurrent 90-day OneSpaWorld Holdings correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far OneSpaWorld 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 | 2.51 |
For OneSpaWorld Holdings, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of OneSpaWorld Holdings' returns. OneSpaWorld Holdings's financial profile includes a Downside Deviation of 2.56, a Downside Variance of 6.58, and a Maximum Drawdown of 12.82.
OneSpaWorld Put Option Risk Profile Based on 2026-06-18 Contracts
OneSpaWorld Holdings's financial profile includes an Option Implied Volatility of 0.85 and an Option Max Pain Price of -1. Put options are among the most common instruments associated with downside coverage on OneSpaWorld Stock. Holding a put on OneSpaWorld Stock locks in a minimum effective selling price for OneSpaWorld Holdings during the option's life.
OneSpaWorld Holdings' PUT expiring on 2026-06-18
Profit |
| OneSpaWorld Holdings Price At Expiration |
Current OneSpaWorld Holdings Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | OSW260618P00025000 | -0.538002 | 0.162292 | 1 | 2026-06-18 | 0.0 - 2.35 | 0.0 | View |
| Put | OSW260618P00022500 | -0.304528 | 0.06184 | 2 | 2026-06-18 | 0.0 - 2.5 | 0.0 | View |
| Put | OSW260618P00015000 | -0.121386 | 0.014664 | 5 | 2026-06-18 | 0.0 - 2.15 | 0.0 | View |
Stock Volatility Analysis
Volatility describes the degree to which OneSpaWorld Holdings stock price fluctuates in either direction. It captures how much OneSpaWorld Holdings' price fluctuates, which is relevant to allocation calibration.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of OneSpaWorld 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
Over a 90-day investment horizon, OneSpaWorld Holdings has a beta of 1.243. This indicates when the benchmark rises, OSW tends to outperform it on average. However, when benchmark returns turn negative, OneSpaWorld Holdings tends to underperform.OneSpaWorld Holdings remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. OneSpaWorld Holdings's financial profile includes a Downside Deviation of 2.56, a Mean Deviation of 2.00, and an Option Implied Volatility of 0.85.
Predicted Return Distribution |
| Density |
What Drives OneSpaWorld Holdings' Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Diversified Consumer Services sector can move OneSpaWorld Holdings' 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 OneSpaWorld Holdings.OneSpaWorld Holdings' Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in OneSpaWorld Holdings' shares.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of OneSpaWorld Holdings is 1179.34. The daily returns are distributed with a variance of 6.28 and standard deviation of 2.51. The mean deviation of OneSpaWorld Holdings is currently at 1.92. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.35 | |
β | Beta against Dow Jones | 1.24 | |
σ | Overall volatility | 2.51 | |
Ir | Information ratio | 0.14 |
Stock Return Volatility
OneSpaWorld Holdings historical daily return volatility represents how much of OneSpaWorld Holdings stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 2.5064% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9164% 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 OneSpaWorld Stock do not always mean OneSpaWorld Holdings Company is outperforming peers on business quality. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FUN | 3.39 | 0.35 | 0.08 | 0.16 | 4.00 | 8.38 | 17.38 | |||
| PRKS | 2.51 | 0.12 | 0.04 | 0.06 | 2.86 | 5.73 | 12.12 | |||
| YETI | 2.04 | -0.17 | 0.00 | -0.09 | 0.00 | 5.75 | 12.87 | |||
| SHOO | 2.16 | 0.12 | 0.04 | 0.06 | 2.88 | 4.58 | 11.16 | |||
| PTON | 3.03 | 0.06 | 0.01 | 0.05 | 5.57 | 6.72 | 25.72 | |||
| CAKE | 1.76 | 0.02 | 0.01 | 0.02 | 2.41 | 3.31 | 13.26 | |||
| HBI | 1.09 | 0.04 | 0.02 | 0.46 | 1.49 | 2.38 | 7.22 | |||
| VAC | 2.67 | 0.57 | 0.17 | 0.37 | 2.94 | 5.87 | 24.70 | |||
| ZGN | 2.32 | 0.50 | 0.20 | 0.26 | 2.11 | 5.79 | 12.15 | |||
| DRVN | 2.53 | -0.24 | 0.00 | -0.26 | 0.00 | 4.06 | 32.56 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for OneSpaWorld Holdings defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Comparing drawdown depth across market phases shows whether downside risk is regime-dependent. OneSpaWorld Holdings has a market cap of 2.52 billion, P/E of 61.29, ROE of 14.22%.
Reported values for OneSpaWorld Holdings are derived from periodic company reporting and market reference feeds and standardized for analysis. Analyst inputs may be included when coverage is available. 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 OneSpaWorld Holdings is more volatile than Dow Jones Industrial by approximately 2.73x 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 22% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.OneSpaWorld Holdings with characteristics aligned to broad market upside participation. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a moderate upward price movement. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View OneSpaWorld Holdings probability analysis.
Moderate diversification
The correlation between OneSpaWorld Holdings and Dow Jones is 0.26, which Macroaxis classifies as Moderate diversification for the selected horizon. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Secondary risk indicators for OneSpaWorld Holdings evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.
| Risk Adjusted Performance | 0.1414 | |||
| Market Risk Adjusted Performance | 0.2903 | |||
| Mean Deviation | 2.0 | |||
| Semi Deviation | 2.32 | |||
| Downside Deviation | 2.56 | |||
| Coefficient Of Variation | 713.28 | |||
| Standard Deviation | 2.56 |
OneSpaWorld Holdings Suggested Diversification Pairs
A pair-trading setup around OneSpaWorld Holdings shifts the return benchmark from the broad market to a second position, altering the risk profile. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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 OneSpaWorld Holdings 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. OneSpaWorld Holdings' 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, OneSpaWorld Holdings' 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 OneSpaWorld Holdings.