Stabilis Solutions Stock Volatility
| SLNG Stock | USD 3.59 -0.11 -2.97% |
Stabilis Solutions remains associated with a minimal volatility profile over the chosen period. On a risk-adjusted basis, Stabilis Solutions records a Sharpe Ratio (Efficiency) of -0.0819, demonstrating unfavorable reward-to-risk behavior over the last 3 months. We observed 23 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = -0.0819
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SLNG |
For Stabilis Solutions, recent data highlights a Market Risk Adjusted Performance of -0.4%, a Risk of 4.85, and a Risk Adjusted Performance of -0.05%. Monthly moving average data shows Stabilis Solutions is underperforming relative to its full potential. A well-diversified portfolio allocation can mitigate market risk and improve expected return.
Key indicators related to Stabilis Solutions' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, Stabilis Solutions' implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for Stabilis Solutions is significantly above realized volatility, options premiums may be elevated relative to historical norms.
Stabilis Solutions Volatility Strategy
Stabilis Solutions return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 4.85% with a beta coefficient of 0.97, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0819, evaluates return per unit of total risk. An alpha value of -0.34 reflects performance relative to systematic market exposure. Expected return estimates near -0.4% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to Stabilis Solutions' market risk premium analysis include:
Beta 0.97 | Alpha -0.34 | Risk 4.85 | Sharpe Ratio -0.08 | Expected Return -0.40 |
Moving together with Stabilis Stock
Stabilis Solutions Sensitivity To Market
Stabilis Solutions'Stabilis Solutions market-relative volatility is reflected in its beta of 0.97. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 4.85%.Stabilis Solutions has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 4.67%. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
| α | -0.3377 | β | 0.97 | Check current 90 days Stabilis Solutions correlation with market (Dow Jones Industrial)
Stabilis Solutions Downside Risk
The standard deviation of Stabilis prices measures volatility as the average daily spread from the mean over your selected horizon. High standard deviation implies high volatility; low standard deviation implies price stability.
Standard Deviation | 4.85 |
For a complete risk picture of Stabilis Solutions, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of Stabilis Solutions' returns (downside risk proxy). For Stabilis Solutions, recent data highlights a Maximum Drawdown of 36.31.
Stabilis Solutions Stock Volatility Analysis
Understanding Stabilis Solutions volatility allows investors to better quantify the risk of holding Stabilis Solutions' stock. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for Stabilis Solutions.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Stabilis Solutions 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.
Stabilis Solutions Projected Return Density Against Market
Given the investment horizon of 90 days Stabilis Solutions has a beta of 0.9712 . This usually implies Stabilis Solutions market returns are reactive to returns on the market. As the market goes up or down, Stabilis Solutions is expected to follow.Both systematic and unsystematic risks influence Stabilis Solutions. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. For Stabilis Solutions, recent data highlights a Mean Deviation of 3.07 and a Standard Deviation of 4.67.
Predicted Return Density |
| Returns |
What Drives a Stabilis Solutions 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.Stabilis Solutions Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Stabilis Solutions is -1221.35. The daily returns are distributed with a variance of 23.56 and standard deviation of 4.85. The mean deviation of Stabilis Solutions is currently at 3.28. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.3377 | |
β | Beta against Dow Jones | 0.97 | |
σ | Overall volatility | 4.85 | |
Ir | Information ratio | -0.0723 |
Stabilis Solutions Stock Return Volatility
Stabilis Solutions historical daily return volatility represents how much of Stabilis Solutions stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 4.8535% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7694% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
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
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between Stabilis Stock performing well and Stabilis Solutions 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 Stabilis Solutions' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SND | 3.78 | 0.31 | 0.05 | 0.46 | 6.23 | 9.83 | 36.57 | |||
| LSE | 3.39 | 0.00 | 0.00 | -0.01 | 0.00 | 9.21 | 29.57 | |||
| MMLP | 2.65 | 0.20 | 0.06 | -1.83 | 3.13 | 6.25 | 19.26 | |||
| IMPP | 2.67 | 0.12 | 0.04 | -1.60 | 3.27 | 6.62 | 17.33 | |||
| ZEO | 4.62 | -0.08 | 0.00 | -0.14 | 0.00 | 9.47 | 51.18 | |||
| NCSM | 2.49 | 0.81 | 0.34 | -21.93 | 1.80 | 8.80 | 11.09 | |||
| EP | 3.77 | 0.00 | 0.00 | -0.01 | 4.17 | 7.84 | 28.19 | |||
| DTI | 4.64 | 0.64 | 0.14 | 0.62 | 4.42 | 10.80 | 25.22 | |||
| EPSN | 1.95 | 0.16 | 0.09 | 1.92 | 1.90 | 4.08 | 9.67 | |||
| SOL | 0.91 | 0.05 | 0.08 | -0.09 | 0.78 | 2.20 | 4.54 |
About Stabilis Solutions Volatility Analysis
Volatility for Stabilis Solutions measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. Stabilis Solutions has market cap of 68.81 M, ROE of -2.03%.
Unless otherwise specified, financial data for Stabilis Solutions is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Stabilis Solutions may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Stabilis Solutions Investment Opportunity
Measured over the selected horizon, Stabilis Solutions carries roughly 6.3 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Stabilis Solutions to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Stabilis Solutions to be traded at $3.45 in 90 days.Very weak diversification
Across the chosen horizon, SLNG and DJI show a correlation of 0.47 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Stabilis Solutions Additional Risk Indicators
Risk analysis around Stabilis Solutions becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.35 | |||
| Mean Deviation | 3.07 | |||
| Coefficient Of Variation | -1,372 | |||
| Standard Deviation | 4.67 | |||
| Variance | 21.77 | |||
| Information Ratio | -0.07 |
Stabilis Solutions Suggested Diversification Pairs
Pair trading with Stabilis Solutions can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Stabilis Solutions 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. Stabilis Solutions' 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, Stabilis Solutions' 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 Stabilis Solutions.
Popular Tools for Stabilis Stock analysis
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |