Ses Ai Corp Stock Volatility
| SES Stock | USD 2.03 0.24 10.57% |
Currently, SES AI Corp is dangerous. SES AI Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for SES AI Corp, which you can use to evaluate the volatility of the company. Please validate SES AI's risk adjusted performance of (0), and Variance of 35.58 to confirm if the risk estimate we provide is consistent with the expected return of 0.0063%.
Sharpe Ratio = 0.0011
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| Negative Returns | SES |
Based on monthly moving average SES AI is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SES AI by adding SES AI to a well-diversified portfolio.
Key indicators related to SES AI's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
SES AI Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of SES daily returns, and it is calculated using variance and standard deviation. We also use SES's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of SES AI volatility.
ESG Sustainability
While most ESG disclosures are voluntary, SES AI's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to SES AI's managers and investors.Environmental | Governance | Social |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as SES AI can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of SES AI at lower prices. For example, an investor can purchase SES stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of SES AI's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns. Main indicators related to SES AI's market risk premium analysis include:
Beta 0.62 | Alpha (0.14) | Risk 5.8 | Sharpe Ratio 0.0011 | Expected Return 0.0063 |
Moving together with SES Stock
Moving against SES Stock
| 0.48 | LNDNF | Lundin Energy AB | PairCorr |
| 0.4 | INDV | Indivior PLC Ordinary | PairCorr |
| 0.35 | HLLY | Holley Inc | PairCorr |
SES AI Market Sensitivity And Downside Risk
SES AI's beta coefficient measures the volatility of SES stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents SES stock's returns against your selected market. In other words, SES AI's beta of 0.62 provides an investor with an approximation of how much risk SES AI stock can potentially add to one of your existing portfolios. SES AI Corp exhibits very low volatility with skewness of 0.52 and kurtosis of 0.19. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure SES AI's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact SES AI's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze SES AI Corp Demand TrendCheck current 90 days SES AI correlation with market (Dow Jones Industrial)SES AI Volatility and Downside Risk
SES standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Using SES Put Option to Manage Risk
Put options written on SES AI grant holders of the option the right to sell a specified amount of SES AI at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of SES Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge SES AI's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding SES AI will be realized, the loss incurred will be offset by the profits made with the option trade.
SES AI's PUT expiring on 2026-04-17
Profit |
| SES AI Price At Expiration |
Current SES AI Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | SES260417P00000500 | -0.045268 | 0.034345 | 16 | 2026-04-17 | 0.0 - 0.1 | 0.0 | View |
Put | SES260417P00001000 | -0.118511 | 0.077846 | 214 | 2026-04-17 | 0.0 - 0.3 | 0.0 | View |
Put | SES260417P00001500 | -0.185064 | 0.097882 | 231 | 2026-04-17 | 0.0 - 0.65 | 0.0 | View |
Put | SES260417P00002000 | -0.398723 | 0.380568 | 385 | 2026-04-17 | 0.3 - 0.5 | 0.0 | View |
Put | SES260417P00002500 | -0.507546 | 0.650967 | 372 | 2026-04-17 | 0.65 - 1.05 | 0.0 | View |
Put | SES260417P00003000 | -0.675432 | 0.327358 | 310 | 2026-04-17 | 0.8 - 1.55 | 0.0 | View |
Put | SES260417P00004000 | -0.831866 | 0.227359 | 9 | 2026-04-17 | 1.7 - 2.45 | 0.0 | View |
Put | SES260417P00005000 | -0.816506 | 0.185169 | 4 | 2026-04-17 | 2.6 - 3.6 | 0.0 | View |
SES AI Corp Stock Volatility Analysis
Volatility refers to the frequency at which SES AI stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with SES AI's price changes. Investors will then calculate the volatility of SES AI's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of SES AI's volatility:
Historical Volatility
This type of stock volatility measures SES AI's fluctuations based on previous trends. It's commonly used to predict SES AI's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for SES AI's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on SES AI's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. SES AI Corp Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
SES AI Projected Return Density Against Market
Considering the 90-day investment horizon SES AI has a beta of 0.6224 . This usually implies as returns on the market go up, SES AI average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding SES AI Corp will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to SES AI or Automobile Components sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that SES AI's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a SES stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
SES AI Corp has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
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What Drives a SES AI Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.SES AI Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of SES AI is 92423.46. The daily returns are distributed with a variance of 33.6 and standard deviation of 5.8. The mean deviation of SES AI Corp is currently at 4.4. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | -0.14 | |
β | Beta against Dow Jones | 0.62 | |
σ | Overall volatility | 5.80 | |
Ir | Information ratio | -0.03 |
SES AI Stock Return Volatility
SES AI historical daily return volatility represents how much of SES AI stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 5.7965% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7587% volatility on return distribution over the 90 days horizon. Performance |
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Related Correlations Analysis
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
There is a big difference between SES Stock performing well and SES AI Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze SES AI's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ECX | 4.39 | (0.24) | 0.00 | (0.15) | 0.00 | 8.25 | 26.42 | |||
| AEVA | 5.74 | (0.14) | 0.00 | 1.38 | 0.00 | 16.00 | 48.05 | |||
| SMP | 1.39 | 0.05 | 0.04 | 0.08 | 1.52 | 3.87 | 7.22 | |||
| FOXF | 2.30 | (0.32) | 0.00 | (0.33) | 0.00 | 3.90 | 27.67 | |||
| HOV | 2.80 | (0.27) | 0.00 | (0.06) | 0.00 | 7.93 | 34.59 | |||
| AXL | 2.28 | 0.26 | 0.11 | 0.19 | 2.36 | 6.86 | 13.56 | |||
| CWH | 2.92 | (0.34) | 0.00 | (0.11) | 0.00 | 6.54 | 24.79 | |||
| SG | 3.14 | (0.16) | 0.00 | 0.74 | 0.00 | 5.86 | 23.70 | |||
| LUXE | 2.01 | (0.26) | 0.00 | 1.77 | 0.00 | 4.26 | 10.95 | |||
| PLOW | 1.26 | 0.25 | 0.23 | 0.24 | 0.91 | 3.22 | 8.83 |
About SES AI Volatility
Volatility is a rate at which the price of SES AI or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of SES AI may increase or decrease. In other words, similar to SES's beta indicator, it measures the risk of SES AI and helps estimate the fluctuations that may happen in a short period of time. So if prices of SES AI fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 5 M | 4.4 M | |
| Market Cap | 710.4 M | 619.8 M |
SES AI's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on SES Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much SES AI's price varies over time.
3 ways to utilize SES AI's volatility to invest better
Higher SES AI's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of SES AI Corp stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. SES AI Corp stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of SES AI Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in SES AI's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of SES AI's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
SES AI Investment Opportunity
SES AI Corp has a volatility of 5.8 and is 7.63 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of SES AI Corp is higher than 52 percent of all global equities and portfolios over the last 90 days. You can use SES AI Corp to protect your portfolios against small market fluctuations. The stock experiences a very speculative upward sentiment. Check odds of SES AI to be traded at $1.9285 in 90 days.Weak diversification
The correlation between SES AI Corp and DJI is 0.33 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SES AI Corp and DJI in the same portfolio, assuming nothing else is changed.
SES AI Additional Risk Indicators
The analysis of SES AI's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in SES AI's investment and either accepting that risk or mitigating it. Along with some common measures of SES AI stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | (0.18) | |||
| Mean Deviation | 4.65 | |||
| Coefficient Of Variation | (5,640) | |||
| Standard Deviation | 5.96 | |||
| Variance | 35.58 | |||
| Information Ratio | (0.03) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
SES AI Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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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 SES AI 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. SES AI's 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, SES AI's 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 SES AI Corp.
Additional Tools for SES Stock Analysis
When running SES AI's price analysis, check to measure SES AI's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SES AI is operating at the current time. Most of SES AI's value examination focuses on studying past and present price action to predict the probability of SES AI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SES AI's price. Additionally, you may evaluate how the addition of SES AI to your portfolios can decrease your overall portfolio volatility.