Titan America SA Stock Volatility
| TTAM Stock | 16.29 0.23 1.43% |
Sharpe Ratio = -0.0363
| Leading Returns | Top Quartile | |||
| Strong | ||||
| Moderate | ||||
| Modest | ||||
| Cash | Low | Moderate | Elevated | High |
| Below Benchmark | TTAM |
Titan America SA's financial profile includes a Market Risk Adjusted Performance of -0.7%, a Risk of 2.64, and a Risk Adjusted Performance of -0.03%. Based on monthly moving averages, the stock is not performing at its full potential.
Key indicators related to Titan America's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Titan America (3 Months):
Beta 0.16 | Alpha -0.11 | Risk 2.64 | Sharpe Ratio -0.04 | Expected Return -0.1 |
Moving together with Titan America Stock
| 0.87 | AMPH | Amphastar P Earnings Call This Week | PairCorr |
| 0.78 | MMSI | Merit Medical Systems | PairCorr |
| 0.77 | AXP | American Express | PairCorr |
| 0.88 | MMM | 3M Company | PairCorr |
| 0.76 | DD | Dupont De Nemours | PairCorr |
| 0.83 | BA | Boeing | PairCorr |
Moving Against Titan America Stock
| 0.53 | KNTK | Kinetik Holdings Earnings Call This Week | PairCorr |
| 0.47 | NLST | Netlist Earnings Call This Week | PairCorr |
| 0.4 | PCTTW | PureCycle Technologies | PairCorr |
Sensitivity To Market
Titan America beta coefficient measures the volatility of Titan America stock relative to the systematic risk of the broad market benchmark. A beta of 0.16 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 2.64%. Titan America SA has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 2.64%, which summarize how widely returns have moved. Stock volatility blends company-specific effects with broader market movement. Sector rotation and analyst revisions shift expectations and increase short-term dispersion.
3 Months Beta |Titan America SA Demand TrendCurrent 90-day Titan America correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far Titan America returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability.
Standard Deviation | 2.64 |
It is essential to understand the difference between upside risk and downside risk for Titan America. Total volatility includes favorable moves, while downside deviation isolates the loss risk in Titan America's daily returns. Titan America SA's financial profile includes a Maximum Drawdown of 11.71.
Stock Volatility Analysis
Volatility refers to the frequency at which Titan America stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Titan America SA'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
Given a 90-day horizon, Titan America has a beta of 0.1573. This usually implies as returns on the market go up, Titan America's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Titan America SA tends to be smaller as well.Titan America is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Titan America SA's financial profile includes a Mean Deviation of 2.10 and a Standard Deviation of 2.64.
Predicted Return Distribution |
| Density |
What Drives Titan America's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Construction Materials sector can move Titan America's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Titan America.Titan America's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Titan America's shares.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Titan America is -2754.69. The daily returns are distributed with a variance of 6.95 and standard deviation of 2.64. The mean deviation of Titan America SA is currently at 2.1. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.1068 | |
β | Beta against Dow Jones | 0.16 | |
σ | Overall volatility | 2.64 | |
Ir | Information ratio | -0.0428 |
Stock Return Volatility
Titan America historical daily return volatility represents how much of Titan America stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 2.6365% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9592% 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
| High negative correlations
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Risk-Adjusted Indicators
Strong recent returns in Titan America Stock do not always mean Titan America Company is outperforming peers on business quality. Risk-adjusted metrics help compare Titan America's efficiency and downside exposure against peers on a like-for-like basis. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TGLS | 2.07 | -0.24 | 0.00 | -8.45 | 0.00 | 3.83 | 10.20 | |||
| BCC | 1.76 | -0.31 | 0.00 | 2.54 | 0.00 | 5.24 | 12.46 | |||
| USLM | 2.09 | 0.04 | 0.01 | -0.24 | 3.52 | 4.31 | 25.96 | |||
| KNF | 2.46 | 0.27 | 0.08 | 2.85 | 3.09 | 4.93 | 26.33 | |||
| CENX | 3.05 | 0.52 | 0.13 | 1.08 | 3.61 | 8.21 | 22.08 | |||
| MEOH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| AVNT | 1.59 | -0.02 | 0.00 | -0.14 | 0.00 | 4.32 | 9.84 | |||
| HWKN | 1.81 | 0.39 | 0.17 | 0.40 | 1.88 | 4.71 | 10.30 | |||
| USAS | 4.57 | -0.12 | 0.00 | -0.09 | 0.00 | 8.52 | 27.29 | |||
| FSM | 3.21 | -0.01 | 0.00 | -0.03 | 4.15 | 6.35 | 22.16 |
Risk Metrics, Assumptions & Methodology
Beta for Titan America measures the share of volatility attributable to broad market movements versus company-specific factors. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure. Titan America has a market cap of 2.96 billion, ROE of 20.79%.
Titan America SA values are built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. 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 Titan America SA is more volatile than Dow Jones Industrial by approximately 2.75x 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 23% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Titan America SA with characteristics aligned to broad market upside participation. 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 large bullish trend. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Titan America probability analysis.
Very poor diversification
For the present investment horizon, the measured correlation between Titan America and Dow Jones stands at 0.81, or Very poor diversification. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Additional Risk Indicators
Risk analysis around Titan America SA gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.66 | |||
| Mean Deviation | 2.1 | |||
| Coefficient Of Variation | -2,755 | |||
| Standard Deviation | 2.64 | |||
| Variance | 6.95 | |||
| Information Ratio | -0.04 |
Titan America Suggested Diversification Pairs
A paired position built around Titan America SA reduces directional market exposure while expressing a relative-value view. 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 Titan America 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. Titan America'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, Titan America'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 Titan America SA.