Sealed Air Stock Volatility
| SEE Stock | USD 42.15 0.00 0.00% |
Sharpe Ratio = 0.208
| Leading Returns | Top Quartile | |||
| Strong | ||||
| Moderate | ||||
| Modest | ||||
| Cash | Low | Moderate | Elevated | High |
| SEE |
Sealed Air reported a Market Risk Adjusted Performance of 7.6%, a Risk of 0.11, and a Risk Adjusted Performance of 0.2%. Moving average data positions the stock near 16% of its recent return envelope.
Key indicators related to Sealed Air's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Sealed Air (3 Months):
Beta 0.0027 | Alpha 0.0206 | Risk 0.11 | Sharpe Ratio 0.21 | Expected Return 0.023 |
Moving together with Sealed Stock
| 0.74 | TDWDU | Tailwind 20 Acquisition | PairCorr |
| 0.73 | WTGUU | Wintergreen Acquisition | PairCorr |
| 0.79 | FIGP | Forge Group | PairCorr |
| 0.68 | RGRX | Regenerx Biopharm | PairCorr |
Moving Against Sealed Stock
| 0.83 | GPK | Graphic Packaging Holding | PairCorr |
| 0.81 | ADVWW | Advantage Solutions | PairCorr |
| 0.81 | GCMGW | GCM Grosvenor | PairCorr |
| 0.77 | CAS | Cascades | PairCorr |
| 0.76 | MAPSW | WM Technology | PairCorr |
| 0.75 | ORA | Orora | PairCorr |
| 0.74 | BCARU | D Boral ARC | PairCorr |
| 0.72 | TCL-A | Transcontinental | PairCorr |
| 0.71 | 53L | Transcontinental | PairCorr |
| 0.63 | AVY | Avery Dennison Corp Earnings Call Tomorrow | PairCorr |
Sensitivity To Market
The beta coefficient of 0.0027 for Sealed Air 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 0.11%. This analysis separates observed movement from interpretation for Sealed Air. Standard deviation (0.12%) and downside deviation (0.11%) describe the range without implying direction. Options markets imply a forward-looking volatility estimate near 17.0%. This reflects comparatively contained forward-looking volatility expectations. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books. For Sealed Air, measured downside deviation describes the intensity of negative return periods.
3 Months Beta |Sealed Air Demand TrendCurrent 90-day Sealed Air correlation with market (Dow Jones Industrial)Downside Risk
Sealed standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for Sealed over successive periods signals increasing price uncertainty.
Standard Deviation | 0.11 |
Understanding the asymmetry between upside and downside risk is critical for Sealed Air analysis. Total price dispersion includes upside, while downside deviation captures only loss risk in Sealed Air's returns. Sealed Air reported a Downside Deviation of 0.11, a Downside Variance of 0.01, and a Maximum Drawdown of 0.55.
Sealed Put Option Risk Profile Based on 2026-07-17 Contracts
Sealed Air reported an Option Implied Volatility of 0.17 and an Option Max Pain Price of -1. A put option on Sealed Air gives the holder the right, but not the obligation, to sell Sealed Air shares at a predetermined strike. The put holder retains the right to sell a fixed amount of Sealed Stock at the agreed strike within the option's life.
Sealed Air's PUT expiring on 2026-07-17
Profit |
| Sealed Air Price At Expiration |
Current Sealed Air Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | SEE260717P00027500 | -0.008803 | 0.002981 | 25 | 2026-07-17 | 0.0 - 0.05 | 0.0 | View |
| Put | SEE260717P00030000 | -0.010656 | 0.004308 | 6 | 2026-07-17 | 0.0 - 0.05 | 0.0 | View |
| Put | SEE260717P00032500 | -0.013262 | 0.006577 | 90 | 2026-07-17 | 0.0 - 0.05 | 0.0 | View |
| Put | SEE260717P00035000 | -0.017279 | 0.010994 | 75 | 2026-07-17 | 0.0 - 0.05 | 0.0 | View |
| Put | SEE260717P00037500 | -0.040274 | 0.028963 | 57 | 2026-07-17 | 0.0 - 0.1 | 0.0 | View |
| Put | SEE260717P00040000 | -0.04298 | 0.064926 | 467 | 2026-07-17 | 0.0 - 0.05 | 0.0 | View |
| Put | SEE260717P00042500 | -0.484583 | 0.068952 | 139 | 2026-07-17 | 0.0 - 4.8 | 0.0 | View |
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of Sealed Air stock returns over a given period of time. Volatility measures how much Sealed Air's stock price deviates from its average over a period.
Transformation |
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Projected Return Density Against Market
Over a 90-day investment horizon, Sealed Air has a beta of 0.0027. This usually implies as returns on the market go up, Sealed Air's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Sealed Air tends to be smaller as well.Sealed Air 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. Sealed Air reported a Downside Deviation of 0.11, a Mean Deviation of 0.10, and an Option Implied Volatility of 0.17.
Predicted Return Distribution |
| Density |
What Drives Sealed Air's Price Volatility?
Industry Dynamics
Competitive pressure, margin shifts, or structural changes in the Containers & Packaging sector can alter Sealed Air's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Sealed Air.Sealed Air's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Sealed Air's stock.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Sealed Air is 480.87. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of Sealed Air is currently at 0.09. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.94
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | 0.0027 | |
σ | Overall volatility | 0.11 | |
Ir | Information ratio | 0.18 |
Stock Return Volatility
Volatility for Sealed Air quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 0.1107% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9443% 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 Sealed 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| REYN | 1.28 | -0.19 | 0.00 | -0.31 | 0.00 | 2.23 | 14.28 | |||
| GPK | 2.24 | -0.65 | 0.00 | -0.51 | 0.00 | 4.45 | 18.44 | |||
| SLGN | 1.41 | -0.12 | 0.00 | -0.11 | 0.00 | 2.63 | 14.02 | |||
| SON | 1.48 | 0.05 | 0.02 | 0.08 | 3.17 | 3.38 | 25.99 | |||
| GNTX | 1.25 | 0.02 | 0.01 | 0.02 | 1.32 | 3.69 | 6.23 | |||
| FTDR | 1.95 | 0.05 | 0.02 | 0.05 | 2.40 | 3.14 | 23.10 | |||
| GPI | 1.42 | -0.25 | 0.00 | -0.30 | 0.00 | 3.11 | 10.03 | |||
| MTN | 1.83 | -0.20 | 0.00 | -0.25 | 0.00 | 3.08 | 14.75 | |||
| BBWI | 2.76 | -0.09 | 0.00 | -0.06 | 0.00 | 5.29 | 15.06 | |||
| MTH | 1.74 | -0.12 | 0.00 | -0.08 | 0.00 | 4.39 | 9.62 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for Sealed Air defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Downside movements have historically remained relatively contained. Sealed Air has a market cap of 6.21 B, P/E of 16.24, ROE of 47.39%.
Sealed Air data is compiled from periodic company reporting and market reference feeds and standardized for comparability. 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: Rifka Kats, Member of Macroaxis Editorial Board
Sealed Air Volatility Profile Summary
Recent data suggests that Sealed Air is less volatile than Dow Jones Industrial by approximately 8.55x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each 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 0% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Sealed Air 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 works best as a directional cue rather than as a standalone forecast. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Sealed Air probability analysis.
Strong inverse diversification
The correlation between Sealed Air and Dow Jones is -0.23, which Macroaxis classifies as Strong inverse diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Sealed Air Additional Risk Indicators
Secondary risk indicators for Sealed Air 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 | 0.1721 | |||
| Market Risk Adjusted Performance | 7.63 | |||
| Mean Deviation | 0.0973 | |||
| Downside Deviation | 0.1109 | |||
| Coefficient Of Variation | 389.2 | |||
| Standard Deviation | 0.119 | |||
| Variance | 0.0142 |
Sealed Air Suggested Diversification Pairs
A pair-trading setup around Sealed Air 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.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Sealed Air's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Sealed Air's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.