PVH Corp Stock Volatility

PVH Stock

USD 83.32 -6.16 -6.88%

PVH Corp's volatility, beta, and downside-risk metrics are presented in one read. It carries a 1.73 long-term beta, meaning it tends to be significantly more volatile than the overall market. The stock shows moderate price volatility over the last 3 months.

Sharpe Ratio = 0.1218

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PVH

Worst

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PVH Corp posted a Market Risk Adjusted Performance of 0.3%, a Risk of 2.82, and a Risk Adjusted Performance of 0.2% for the reported period. Monthly performance data shows the stock operating at about 9% of its measured historical range.

Key indicators related to PVH Corp's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Minimal

90 Days Economic Sensitivity

Responds to the market

Key risk metrics for PVH Corp (3 Months):

Beta

1.51

Alpha

0.5

Risk

2.82

Sharpe Ratio

0.12

Expected Return

0.34

Assets With Similar Volatility

0.67	RL	Ralph Lauren Corp	Pair Corr
0.92	1RY	LPP SA	Pair Corr
0.79	ZGN	Ermenegildo Zegna NV	Pair Corr
0.83	C7UA	CALIDA HLDG NA	Pair Corr
0.66	SMSN	Samsung Electronics Co	Pair Corr
0.61	SMSD	Samsung Electronics Co	Pair Corr
0.7	HIMX	Himax Technologies Trending	Pair Corr
0.61	ELV	Elevance Health	Pair Corr
0.75	ELA	Envela Corp Trending	Pair Corr

Lower Correlation Assets

0.55	YYAI	Connexa Sports Technologies	Pair Corr
0.53	LULU	Lululemon Athletica	Pair Corr

Sensitivity To Market

The beta coefficient of 1.51 for PVH Corp 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 2.82%. This analysis separates observed movement from interpretation for PVH Corp. Standard deviation (2.67%) and downside deviation (2.02%) describe the range without implying direction. Options markets imply a forward-looking volatility estimate near 66.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Stock volatility blends company-specific effects with broader market movement. Sector rotation and analyst revisions shift expectations and increase short-term dispersion.

Current 90-day PVH Corp correlation with market (Dow Jones Industrial)

0.50

1.51

Competition

3 Months Beta |PVH Corp Demand Trend

Current 90-day PVH Corp correlation with market (Dow Jones Industrial)

Downside Risk

PVH Corp standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for PVH Corp over successive periods signals increasing price uncertainty.

Standard Deviation

2.82

Upside risk in PVH Corp is captured by its standard deviation, which includes both favorable and unfavorable price movements. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only loss risk in PVH Corp's returns. PVH Corp posted a Downside Deviation of 2.02, a Downside Variance of 4.09, and a Maximum Drawdown of 15.10 for the reported period.

PVH Corp Put Option Risk Profile Based on 2026-06-18 Contracts

PVH Corp posted an Option Implied Volatility of 0.66 and an Option Max Pain Price of 90 for the reported period. Put options on PVH Corp provide a mechanism for limiting downside risk without selling PVH Corp's shares. The put buyer pays a premium upfront for the right to sell PVH Corp Stock at the strike price before expiration.

PVH Corp's PUT expiring on 2026-06-18

Profit

PVH Corp Price At Expiration

Current PVH Corp Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	PVH260618P00040000	-0.026014	0.001424	11	2026-06-18	0.0 - 1.0	0.0	View
Put	PVH260618P00045000	-0.030955	0.001873	752	2026-06-18	0.0 - 1.05	0.0	View
Put	PVH260618P00050000	-0.028505	0.002159	2100	2026-06-18	0.0 - 0.75	0.0	View
Put	PVH260618P00055000	-0.023209	0.002328	321	2026-06-18	0.0 - 0.45	0.0	View
Put	PVH260618P00060000	-0.031367	0.003416	598	2026-06-18	0.05 - 0.5	0.0	View
Put	PVH260618P00065000	-0.060585	0.005969	437	2026-06-18	0.35 - 0.8	0.0	View
Put	PVH260618P00070000	-0.096672	0.0092	271	2026-06-18	0.8 - 1.05	0.0	View
Put	PVH260618P00075000	-0.154709	0.013589	63	2026-06-18	1.2 - 1.7	0.0	View
Put	PVH260618P00080000	-0.239603	0.018499	67	2026-06-18	2.4 - 2.8	0.0	View
Put	PVH260618P00085000	-0.346815	0.023092	318	2026-06-18	3.7 - 4.4	0.0	View
Put	PVH260618P00090000	-0.47289	0.026206	279	2026-06-18	5.8 - 6.6	0.0	View

View All PVH Corp Options

Stock Volatility Analysis

PVH Corp stock volatility is a key input for most investment risk models. When PVH Corp's volatility is elevated, prices swing by several percentage points in a single session.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Median Price transformation calculates the midpoint between PVH Corp's high and low for each trading period. This provides a simple measure of the period's central tendency based on range extremes, ignoring the opening and closing levels. Compared to the typical or weighted close price, the median price gives equal weight to buyers and sellers at the extremes and is often used as a smoothed input for trend and momentum indicators.

Projected Return Density Against Market

Over a 90-day investment horizon, PVH Corp has a beta of 1.5117 indicating when the benchmark rises, PVH tends to outperform it on average. However, when benchmark returns turn negative, PVH Corp tends to underperform.

The aggregate risk of PVH Corp includes stock market sensitivity and asset-level influences. Diversification addresses specific risk but not systemic exposure. PVH Corp posted a Downside Deviation of 2.02, a Mean Deviation of 2.01, and an Option Implied Volatility of 0.66 for the reported period.

PVH Corp has an alpha of 0.499, implying that it can generate a 0.499 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

PVH Corp's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far PVH Corp's returns usually move from the mean over the selected horizon.

What Drives PVH Corp's Price Volatility?

Industry Dynamics

Competitive pressure, margin shifts, or structural changes in the Textiles, Apparel & Luxury Goods sector can alter PVH Corp's day-to-day volatility profile.

Political and Economic Environment

Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for PVH Corp.

PVH Corp's Company-Specific Factors

Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in PVH Corp's stock.

Stock Risk Measures

Over a 90-day investment horizon, the coefficient of variation of PVH Corp is 820.97. The daily returns are distributed with a variance of 7.98 and standard deviation of 2.82. The mean deviation of PVH Corp is currently at 2.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96

α	Alpha over Dow Jones	0.50	Details
β	Beta against Dow Jones	1.51	Details
σ	Overall volatility	2.82	Details
Ir	Information ratio	0.19	Details

Stock Return Volatility

Volatility for PVH Corp quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 2.8243% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9166% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	KTB	TNL	KBH	RUSHA	COLM	ASO	CVCO	ANF	SKY	DORM
KTB		0.03	-0.36	0.3	0.18	-0.03	-0.07	-0.18	-0.25	-0.2	KTB
TNL	0.03		0.4	0.09	0.06	0.61	0.44	0.7	0.46	0.13	TNL
KBH	-0.36	0.4		0.36	0.56	0.65	0.9	0.48	0.96	0.73	KBH
RUSHA	0.3	0.09	0.36		0.83	0.34	0.57	0.26	0.46	0.61	RUSHA
COLM	0.18	0.06	0.56	0.83		0.39	0.66	0.2	0.61	0.81	COLM
ASO	-0.03	0.61	0.65	0.34	0.39		0.72	0.59	0.69	0.39	ASO
CVCO	-0.07	0.44	0.9	0.57	0.66	0.72		0.43	0.96	0.69	CVCO
ANF	-0.18	0.7	0.48	0.26	0.2	0.59	0.43		0.5	0.22	ANF
SKY	-0.25	0.46	0.96	0.46	0.61	0.69	0.96	0.5		0.72	SKY
DORM	-0.2	0.13	0.73	0.61	0.81	0.39	0.69	0.22	0.72		DORM
	KTB	TNL	KBH	RUSHA	COLM	ASO	CVCO	ANF	SKY	DORM

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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

SKY	+ 0.96	KBH
SKY	+ 0.96	CVCO
CVCO	+ 0.9	KBH
COLM	+ 0.83	RUSHA
DORM	+ 0.81	COLM
DORM	+ 0.73	KBH

High negative correlations

KBH	- 0.36	KTB
SKY	- 0.25	KTB
DORM	- 0.2	KTB
ANF	- 0.18	KTB
CVCO	- 0.07	KTB
ASO	- 0.03	KTB

Risk-Adjusted Indicators

Headline performance for PVH Corp Stock may not fully reflect how the business compares across its competitive set. Reviewing PVH Corp'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
KTB	2.41	0.25	0.09	0.19	2.54	-2.89	6.15	-4.40	26.63
TNL	1.87	-0.09	0.00	-0.07	0.00	0.00	3.35	-3.48	17.75
KBH	1.67	-0.29	0.00	-0.22	0.00	0.00	4.03	-3.79	13.23
RUSHA	1.53	0.05	0.03	0.04	1.92	-1.59	2.85	-3.63	10.23
COLM	1.52	-0.04	0.00	-0.03	0.00	0.00	4.16	-3.19	10.01
ASO	1.84	-0.12	0.00	-0.12	0.00	0.00	3.90	-3.83	15.59
CVCO	1.97	-0.03	0.00	-0.02	0.00	0.00	3.46	-4.64	16.03
ANF	2.12	-0.43	0.00	-0.33	0.00	0.00	3.84	-5.17	12.18
SKY	1.98	-0.19	0.00	-0.11	0.00	0.00	4.11	-4.05	14.53
DORM	1.55	-0.03	0.00	-0.03	0.00	0.00	3.50	-3.24	10.95

Risk Metrics, Assumptions & Methodology

Beta for PVH Corp measures the share of volatility attributable to broad market movements versus company-specific factors. Systematic risk dominates during market stress, often overwhelming any diversification benefit from low average beta. PVH Corp has a market cap of 4.1 billion, P/E of 3.83, ROE of 0.51%.

PVH Corp figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Sell-side coverage, where present, supplements the data shown. 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 PVH Corp is more volatile than Dow Jones Industrial by approximately 3.07x 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 25% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

PVH Corp exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This move summary looks at how the current session may translate into a basic near-term setup. 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 PVH Corp probability analysis.

Weak diversification

Across the chosen horizon, PVH Corp and Dow Jones show a correlation of 0.4 and fall into the Weak diversification bucket. This chart measures the degree of risk overlap between PVH Corp and Dow Jones.

View Details

Additional Risk Indicators

A broader risk-indicator set for PVH Corp extends the analysis beyond standard volatility and risk measures. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.

	Risk Adjusted Performance	0.1892
	Market Risk Adjusted Performance	0.3379
	Mean Deviation	2.01
	Semi Deviation	1.64
	Downside Deviation	2.02
	Coefficient Of Variation	527.55
	Standard Deviation	2.67

PVH Corp Suggested Diversification Pairs

Pair analysis provides a framework for evaluating relative performance between PVH Corp and comparable securities. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.

	GM vs. PVH Corp
	Walker Dunlop vs. PVH Corp
	ProShares Ultra vs. PVH Corp
	Ford vs. PVH Corp
	Citigroup vs. PVH Corp
	Alphabet vs. PVH Corp
	Microsoft vs. PVH Corp
	IShares Semiconductor vs. PVH Corp
	Global X vs. PVH Corp

Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. PVH Corp's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing PVH Corp's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.