X4 Pharmaceuticals Stock Volatility
| XFOR Stock | USD 4.34 -0.04 -0.91% |
Sharpe Ratio = 0.0883
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For X4 Pharmaceuticals, recent data highlights a Market Risk Adjusted Performance of 0.4%, a Risk of 5.35, and a Risk Adjusted Performance of 0.1%. Moving average data positions the stock near 7% of its recent return envelope.
Key indicators related to X4 Pharmaceuticals' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for X4 Pharmaceuticals (3 Months):
Beta 1.2 | Alpha 0.4 | Risk 5.35 | Sharpe Ratio 0.09 | Expected Return 0.47 |
Moving Against XFOR Stock
| 0.66 | WF | Woori Financial Group | PairCorr |
| 0.66 | DD | Dupont De Nemours | PairCorr |
| 0.65 | WFC-PL | Wells Fargo | PairCorr |
| 0.65 | GE | GE Aerospace | PairCorr |
| 0.64 | MCD | McDonalds Earnings Call Today | PairCorr |
| 0.62 | KO | Coca Cola | PairCorr |
| 0.56 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.54 | FNMFO | Federal National Mortgage | PairCorr |
| 0.48 | KB | KB Financial Group | PairCorr |
| 0.48 | MRK | Merck Company | PairCorr |
Sensitivity To Market
Beta analysis for X4 Pharmaceuticals evaluates how its price movements correlate with the broader market. With a beta of 1.2, X4 Pharmaceuticals reflects measurable exposure to systematic risk. Observed total volatility stands near 5.35%. Asymmetric risk in X4 Pharmaceuticals is visible through downside-focused metrics. Downside deviation reads 4.78% and semi-deviation reads 4.58%, isolating the loss-side component of total return variability. Equity volatility compresses in calm markets and expands quickly when uncertainty increases. Stock dispersion changes materially during earnings seasons and macro data releases.
3 Months Beta |X4 Pharmaceuticals Demand TrendCurrent 90-day X4 Pharmaceuticals correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for XFOR summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When XFOR standard deviation rises relative to its historical range, it signals a regime change in price behavior. Annualizing the daily figure scales XFOR standard deviation to a time horizon more commonly used in risk budgeting.
Standard Deviation | 5.35 |
Standard deviation and downside deviation are complementary tools for assessing X4 Pharmaceuticals's risk. Downside deviation or semi-deviation of X4 Pharmaceuticals' returns isolates the loss-side component of total variability. For X4 Pharmaceuticals, understanding the difference between standard deviation and downside deviation is analytically important. Semi-deviation of X4 Pharmaceuticals' returns captures only losses, providing a more focused risk measure. For X4 Pharmaceuticals, recent data highlights a Downside Deviation of 4.78, a Downside Variance of 22.85, and a Maximum Drawdown of 27.17.
Stock Volatility Analysis
In evaluating X4 Pharmaceuticals as an investment, volatility is a primary indicator of risk. High volatility generally means the stock price moves dramatically in a short period of time. Lower risk tolerance generally corresponds to preference for stocks exhibiting lower volatility. Volatility metrics inform stop-loss placement and exposure calibration for X4 Pharmaceuticals.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of X4 Pharmaceuticals'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, X4 Pharmaceuticals has a beta of 1.195. This entails when the benchmark rises, XFOR tends to outperform it on average. However, when benchmark returns turn negative, X4 Pharmaceuticals tends to underperform.X4 Pharmaceuticals volatility reflects broader stock market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. For X4 Pharmaceuticals, recent data highlights a Downside Deviation of 4.78, a Mean Deviation of 4.09, and a Semi Deviation of 4.58.
Predicted Return Distribution |
| Density |
What Drives X4 Pharmaceuticals' Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Biotechnology sector often influence how investors price X4 Pharmaceuticals' risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around X4 Pharmaceuticals.X4 Pharmaceuticals' Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of X4 Pharmaceuticals is 1131.9. The daily returns are distributed with a variance of 28.67 and standard deviation of 5.35. The mean deviation of X4 Pharmaceuticals is currently at 4.1. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.40 | |
β | Beta against Dow Jones | 1.20 | |
σ | Overall volatility | 5.35 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Daily return volatility for X4 Pharmaceuticals measures how far stock returns deviate from their average on a day-to-day basis. The company shows 5.3541% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9279% 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
Evaluating XFOR Stock requires separating price momentum from underlying operating strength versus competitors. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ALGS | 3.65 | -0.24 | 0.00 | -0.14 | 0.00 | 8.00 | 28.37 | |||
| KPTI | 4.33 | 0.80 | 0.13 | -10.24 | 5.05 | 11.84 | 39.62 | |||
| FGEN | 2.66 | -0.21 | 0.00 | -0.30 | 0.00 | 4.33 | 28.75 | |||
| MRSN | 7.16 | 3.56 | 0.84 | -0.57 | 2.27 | 7.25 | 210.61 | |||
| KZR | 1.42 | 0.31 | 0.16 | 0.52 | 1.42 | 2.96 | 21.10 | |||
| SNTI | 3.81 | 0.33 | 0.06 | 0.16 | 4.72 | 7.92 | 25.99 | |||
| INMB | 3.86 | 0.01 | 0.01 | 0.01 | 4.05 | 7.52 | 18.99 | |||
| SKYE | 3.71 | 0.20 | 0.04 | 0.19 | 4.24 | 9.09 | 26.15 | |||
| OKUR | 3.78 | 0.94 | 0.21 | -0.84 | 3.78 | 9.23 | 27.82 | |||
| TPST | 3.98 | -0.13 | 0.00 | -0.39 | 0.00 | 7.62 | 42.25 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for X4 Pharmaceuticals identifies whether current dispersion is elevated, compressed, or transitioning between states. Elevated volatility regimes increase the cost of hedging and widen the range of expected outcomes. X4 Pharmaceuticals has a market cap of 382.77 million, ROE of -75.99%.
X4 Pharmaceuticals data is compiled from periodic company reporting and market reference feeds and standardized for comparability. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Michael Smolkin, Member of Macroaxis Board of Directors
Volatility Profile Summary
Recent data suggests that X4 Pharmaceuticals is more volatile than Dow Jones Industrial by approximately 5.75x 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 48% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.X4 Pharmaceuticals exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a moderate downward daily trend that may serve as a diversifier. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View X4 Pharmaceuticals probability analysis.
Strong inverse diversification
X4 Pharmaceuticals currently posts a -0.3 correlation with Dow Jones, indicating a Strong inverse diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Additional Risk Indicators
Looking at additional risk metrics for X4 Pharmaceuticals frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0846 | |||
| Market Risk Adjusted Performance | 0.3549 | |||
| Mean Deviation | 4.09 | |||
| Semi Deviation | 4.58 | |||
| Downside Deviation | 4.78 | |||
| Coefficient Of Variation | 1261.68 | |||
| Standard Deviation | 5.33 |
X4 Pharmaceuticals Suggested Diversification Pairs
Pair trading with X4 Pharmaceuticals hedges company-specific exposure by balancing a long view with an offsetting position. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing X4 Pharmaceuticals with another position. However, X4 Pharmaceuticals' company-specific risk can be partially offset by selecting a pair that does not move in lockstep with X4 Pharmaceuticals.
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