Perimeter Solutions SA Stock Volatility
| PRM Stock | USD 31.77 2.41 8.21% |
Sharpe Ratio = 0.0851
Expected Return ↓
Minimal
Low
Moderate
Elevated
High
Leading
Strong
Moderate
Modest
Flat
Below
Ideal
PRM
Worst
← Lower RiskHigher Risk →
For Perimeter Solutions SA, recent data highlights a Market Risk Adjusted Performance of 0.8%, a Risk of 3.67, and a Risk Adjusted Performance of 0.1%. Monthly moving average analysis places it at roughly 6% of its prior performance bandwidth.
Key indicators related to Perimeter Solutions' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Perimeter Solutions (3 Months):
Beta 0.42 | Alpha 0.32 | Risk 3.67 | Sharpe Ratio 0.09 | Expected Return 0.31 |
Assets With Similar Volatility
| 0.66 | MP | MP Materials Corp | PairCorr |
| 0.81 | NB | NioCorp Developments Ltd | PairCorr |
| 0.71 | STD | STANDARD CHARTERED | PairCorr |
| 0.65 | ZFI1 | ZURICH INSURANCE GROUP Earnings Call This Week | PairCorr |
Lower Correlation Assets
| 0.68 | VA7A | VERISK ANLYTCS A | PairCorr |
| 0.6 | P4G | NIMY RESOURCES LIMITED | PairCorr |
| 0.48 | 2TU | Taruga Minerals Limited | PairCorr |
| 0.36 | BOU1 | Bougainville Copper Limited | PairCorr |
| 0.35 | D7V | MAYORA INDAH | PairCorr |
Sensitivity To Market
Perimeter Solutions SA beta of 0.42 quantifies how much of its total volatility (3.67%) is attributable to market-wide factors versus idiosyncratic drivers. Perimeter Solutions SA return dispersion over the lookback window shows standard deviation near 3.64% and semi-deviation near 3.04%, providing a baseline for comparison across peer instruments. Options markets imply a forward-looking volatility estimate near 60.0%. This indicates expectations for moderate future movement relative to historical averages. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Perimeter Solutions Demand TrendCurrent 90-day Perimeter Solutions correlation with market (Dow Jones Industrial)Downside Risk
Perimeter daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Shifting the lookback window for Perimeter reveals whether current dispersion is consistent with its longer-term pattern. Changes in Perimeter standard deviation over successive periods may signal shifts in the underlying return regime.
Standard Deviation | 3.67 |
An important distinction for Perimeter Solutions is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in Perimeter Solutions' daily returns from favorable moves. Total dispersion for Perimeter Solutions captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of Perimeter Solutions' return distribution. For Perimeter Solutions SA, recent data highlights a Downside Deviation of 3.19, a Downside Variance of 10.17, and a Maximum Drawdown of 23.93.
Perimeter Put Option Risk Profile Based on 2026-07-17 Contracts
For Perimeter Solutions SA, recent data highlights an Option Implied Volatility of 0.60 and an Option Max Pain Price of -1. Protective puts on Perimeter Solutions are a standard downside risk instrument on Perimeter Stock. A put on Perimeter Stock gives the buyer the contractual right to sell Perimeter Solutions shares at the strike before expiration. A put option on Perimeter Solutions functions as an insurance policy for holders of Perimeter Solutions' shares. This protective structure defines the worst-case exit price for Perimeter Solutions while retaining full upside participation.
Perimeter Solutions' PUT expiring on 2026-07-17
Profit |
| Perimeter Solutions Price At Expiration |
Current Perimeter Solutions Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | PRM260717P00015000 | -0.044342 | 0.00561 | 1 | 2026-07-17 | 0.0 - 0.75 | 0.0 | View |
| Put | PRM260717P00017500 | -0.061918 | 0.008349 | 1 | 2026-07-17 | 0.0 - 0.95 | 0.0 | View |
| Put | PRM260717P00020000 | -0.083913 | 0.012218 | 4 | 2026-07-17 | 0.0 - 1.15 | 0.0 | View |
| Put | PRM260717P00022500 | -0.127112 | 0.017878 | 506 | 2026-07-17 | 0.0 - 1.75 | 0.0 | View |
| Put | PRM260717P00025000 | -0.162856 | 0.026391 | 11 | 2026-07-17 | 0.0 - 1.85 | 0.0 | View |
| Put | PRM260717P00030000 | -0.348943 | 0.050862 | 2 | 2026-07-17 | 0.4 - 3.5 | 0.0 | View |
Stock Volatility Analysis
Tracking Perimeter Solutions volatility quantifies the degree of price uncertainty over a given period. Highly volatile stocks like Perimeter Solutions tend to experience wider price swings in both directions. Periods of high volatility for Perimeter Solutions present both elevated risk and wider price ranges for traders. When Perimeter Solutions experiences high volatility, its stock price shifts dramatically in a short period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Perimeter Solutions'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, Perimeter Solutions has a beta of 0.4183 indicating as returns on the market go up, Perimeter Solutions's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Perimeter Solutions SA tends to be smaller as well.Market risk ties Perimeter Solutions to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. For Perimeter Solutions SA, recent data highlights a Downside Deviation of 3.19, a Mean Deviation of 2.45, and an Option Implied Volatility of 0.60.
Predicted Return Distribution |
| Density |
What Drives Perimeter Solutions' Price Volatility?
Industry Dynamics
Sector-level catalysts in the Metals & Mining sector often set the baseline volatility regime for Perimeter Solutions.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Perimeter Solutions' Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Perimeter Solutions'.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Perimeter Solutions is 1174.43. The daily returns are distributed with a variance of 13.46 and standard deviation of 3.67. The mean deviation of Perimeter Solutions SA is currently at 2.44. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.92
α | Alpha over Dow Jones | 0.32 | |
β | Beta against Dow Jones | 0.42 | |
σ | Overall volatility | 3.67 | |
Ir | Information ratio | 0.09 |
Stock Return Volatility
Perimeter Solutions daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 3.669% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9164% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Please upgrade your account to get full access to Macroaxis premium features
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
|
Risk-Adjusted Indicators
Return momentum in Perimeter Stock is more useful when tested against peer-relative fundamentals and risk. Reviewing Perimeter Solutions' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CBT | 1.30 | 0.14 | 0.09 | -2.09 | 1.62 | 3.29 | 6.97 | |||
| FUL | 1.80 | -0.10 | 0.00 | 2.70 | 0.00 | 4.19 | 11.96 | |||
| SXT | 2.10 | 0.40 | 0.19 | 73.73 | 1.98 | 3.74 | 29.83 | |||
| AVNT | 1.65 | -0.07 | 0.00 | -3.09 | 0.00 | 4.32 | 10.20 | |||
| HWKN | 1.73 | 0.40 | 0.20 | -2.25 | 1.69 | 4.71 | 10.30 | |||
| SSL | 3.12 | 0.96 | 0.26 | 1.07 | 3.16 | 6.98 | 18.37 | |||
| KNF | 2.51 | 0.30 | 0.10 | -1.38 | 3.03 | 5.04 | 26.33 | |||
| WDFC | 1.53 | -0.22 | 0.00 | -0.59 | 0.00 | 2.48 | 9.43 | |||
| OLN | 2.76 | 0.14 | 0.04 | -0.28 | 3.81 | 6.18 | 16.57 | |||
| USLM | 2.14 | -0.01 | 0.00 | 0.29 | 3.76 | 4.31 | 25.96 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for Perimeter Solutions 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. Perimeter Solutions has a market cap of 5.18 billion, P/E of 24.81, ROE of -15.7%.
Perimeter Solutions SA inputs come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. 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 Perimeter Solutions SA is more volatile than Dow Jones Industrial by approximately 3.99x 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 32% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Perimeter Solutions SA with characteristics aligned to broad market upside participation. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Perimeter Solutions probability analysis.
Poor diversification
The correlation between Perimeter Solutions and Dow Jones is 0.78, which Macroaxis classifies as Poor diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Additional Risk Indicators
Secondary risk indicators for Perimeter Solutions SA evaluate exposure beyond standard deviation, beta, or one headline volatility measure. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | 0.0885 | |||
| Market Risk Adjusted Performance | 0.756 | |||
| Mean Deviation | 2.45 | |||
| Semi Deviation | 3.04 | |||
| Downside Deviation | 3.19 | |||
| Coefficient Of Variation | 1131.21 | |||
| Standard Deviation | 3.64 |
Perimeter Solutions Suggested Diversification Pairs
A pair-trading setup around Perimeter Solutions 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.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Perimeter Solutions persists even in a well-constructed pair. The benefit is in offsetting Perimeter Solutions' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Perimeter Solutions SA.