Addus HomeCare Stock Volatility
| ADUS Stock | USD 101.32 -0.03 -0.03% |
Addus HomeCare presents a minimal volatility profile across the designated investment span. Measured over the selected window, Addus HomeCare has a Sharpe Ratio (Efficiency) of -0.0746, marking negative risk-adjusted momentum over the last 3 months. We reviewed 24 technical indicators influencing the latest risk profile.
Sharpe Ratio = -0.0746
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| Negative Returns | ADUS |
For Addus HomeCare, recent data highlights a Market Risk Adjusted Performance of -1.0%, a Risk of 2.14, and a Risk Adjusted Performance of -0.04%. Based on moving average performance, Addus HomeCare is not yet realizing its full potential. Pairing it with a well-diversified portfolio can reduce market risk and improve returns.
Key indicators related to Addus HomeCare's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The odds of financial distress - captured in Addus HomeCare's risk module - provide a fundamental complement to statistical volatility measures. High financial distress probability for Addus HomeCare amplifies the risk of extreme downside scenarios beyond what historical volatility.
Volatility Strategy
Return dispersion in Addus HomeCare may shift allocation dynamics across market regimes. Current statistical measures show total volatility near 2.14% with a beta coefficient of 0.12, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0746, evaluates return per unit of total risk. An alpha value of -0.12 reflects performance relative to systematic market exposure. Expected return estimates near -0.16% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Balance-sheet changes can affect risk perception.
Main indicators related to Addus HomeCare's market risk premium analysis include:
Beta 0.12 | Alpha -0.12 | Risk 2.14 | Sharpe Ratio -0.07 | Expected Return -0.16 |
Moving against Addus Stock
| 0.5 | ADXS | Ayala Pharmaceuticals | PairCorr |
| 0.48 | PMM | Putnam Managed Municipal | PairCorr |
| 0.47 | SYRA | Syra Health Corp | PairCorr |
| 0.42 | WPC | W P Carey | PairCorr |
| 0.35 | SCDCF | Scandium Canada | PairCorr |
Sensitivity To Market
Addus HomeCare beta reading of 0.12 indicates responsiveness to overall market conditions. Regression analysis provides this systematic risk estimate. Observed volatility stands at roughly 2.14%.Observed volatility for Addus HomeCare indicates a forward elevated level of price variability based on recent dispersion statistics. Options markets imply a forward-looking volatility estimate near 83.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Sector rotation can change stock volatility even without company-specific events.
3 Months Beta |Analyze Addus HomeCare Demand TrendCheck current 90 days Addus HomeCare correlation with market (Dow Jones Industrial)Downside Risk
Addus standard deviation captures the average daily price deviation from the mean over your selected investment horizon. Volatile instruments show higher standard deviations; stable ones show lower.
Standard Deviation | 2.14 |
Standard deviation of Addus HomeCare measures total price dispersion, including upside moves. Downside risk is more specifically measured by semi-deviation or downside deviation of Addus HomeCare's returns. For Addus HomeCare, recent data highlights a Maximum Drawdown of 14.84.
Using Addus Put Option to Manage Risk Based on 2026-04-17 Contracts
For Addus HomeCare, recent data highlights an Option Implied Volatility of 0.83 and an Option Max Pain Price of -1. For investors in Addus HomeCare, put options serve as a low-cost way to protect against unexpected price drops. Buying a put on Addus Stock ensures the right to sell Addus HomeCare at the specified strike before the option expires.
Addus HomeCare's PUT expiring on 2026-04-17
Profit |
| Addus HomeCare Price At Expiration |
Current Addus HomeCare Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | ADUS260417P00060000 | -0.119743 | 0.003271 | 1 | 2026-04-17 | 0.0 - 4.8 | 0.0 | View |
Put | ADUS260417P00085000 | -0.229345 | 0.009858 | 1 | 2026-04-17 | 0.0 - 4.8 | 0.0 | View |
Put | ADUS260417P00090000 | -0.25549 | 0.014234 | 3 | 2026-04-17 | 0.0 - 3.9 | 0.0 | View |
Put | ADUS260417P00100000 | -0.419458 | 0.035924 | 1 | 2026-04-17 | 1.1 - 6.0 | 0.0 | View |
Put | ADUS260417P00105000 | -0.607851 | 0.03738 | 5 | 2026-04-17 | 3.7 - 8.5 | 0.0 | View |
Stock Volatility Analysis
The volatility of Addus HomeCare stock is a key determinant of both risk and reward for investors. Sharp price movements in Addus HomeCare's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Addus HomeCare 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.
Projected Return Density Against Market
Given the investment horizon of 90 days Addus HomeCare has a beta of 0.1209 . This suggests as returns on the market go up, Addus HomeCare's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Addus HomeCare is expected to be smaller as well.Addus HomeCare exhibits both macro-linked volatility and company or sector-specific developments. Beta and standard deviation provide insight into relative market risk. For Addus HomeCare, recent data highlights a Mean Deviation of 1.45, an Option Implied Volatility of 0.83, and a Standard Deviation of 2.11.
Predicted Return Density |
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What Drives Addus HomeCare's Price Volatility?
Several factors can influence Addus HomeCare's market volatility:Industry Dynamics
Sector-level events can directly affect Addus HomeCare's price stability. Regulatory changes, supply disruptions, or shifts in demand within Addus HomeCare's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Addus HomeCare.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Addus HomeCare's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Addus HomeCare. During periods of economic expansion, Addus HomeCare's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Addus HomeCare's Company-Specific Factors
Volatility can also stem from events unique to Addus HomeCare. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Addus HomeCare's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Addus HomeCare's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Addus HomeCare is -1340.17. The daily returns are distributed with a variance of 4.58 and standard deviation of 2.14. The mean deviation of Addus HomeCare is currently at 1.45. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.1209 | |
β | Beta against Dow Jones | 0.12 | |
σ | Overall volatility | 2.14 | |
Ir | Information ratio | -0.0386 |
Stock Return Volatility
Addus HomeCare return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 2.1393% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment 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
Evaluating Addus Stock requires separating price momentum from underlying business quality relative to competitors. Risk-adjusted metrics allow investors to compare Addus HomeCare's efficiency and downside exposure against peers in a more meaningful way. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NHC | 1.51 | 0.34 | 0.19 | 0.69 | 1.69 | 4.32 | 9.97 | |||
| BKD | 1.80 | 0.45 | 0.17 | 0.98 | 2.25 | 4.33 | 20.32 | |||
| ARDT | 1.74 | 0.20 | 0.09 | 0.13 | 1.93 | 4.12 | 10.86 | |||
| AVAH | 1.86 | -0.37 | 0.00 | -0.65 | 0.00 | 3.11 | 17.34 | |||
| ACHC | 3.19 | 0.89 | 0.27 | -3.59 | 2.83 | 6.96 | 33.41 | |||
| MD | 1.63 | -0.09 | 0.00 | -0.15 | 0.00 | 2.87 | 15.57 | |||
| ITGR | 1.18 | 0.31 | 0.21 | 0.48 | 1.24 | 2.63 | 9.95 | |||
| INSP | 3.05 | -1.22 | 0.00 | -1.52 | 0.00 | 2.73 | 21.84 | |||
| SEM | 0.97 | 0.16 | 0.11 | 0.39 | 1.29 | 2.16 | 8.88 | |||
| PINC | 0.97 | -0.38 | 0.00 | -1.62 | 0.00 | 0.67 | 30.04 |
Risk Metrics, Assumptions & Methodology
Volatility for Addus HomeCare measures return dispersion and uncertainty over time. Volatility expansion can alter risk assumptions quickly. Addus HomeCare has a market cap of 1.88 B, P/E of 51.96, ROE of 9.33%.
Data shown for Addus HomeCare is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Where analyst coverage exists, consensus estimates are factored in. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsAddus HomeCare Investment Opportunity
Recent data suggests that Addus HomeCare is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.71x factor. Across the current 90-day horizon, that places the security below 19% of the broader equity and portfolio universe on a pure volatility basis.You can use Addus HomeCare to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward trend and little activity. Check odds of Addus HomeCare to be traded at $100.31 in 90 days.Modest diversification
The correlation between ADUS and DJI is 0.23, which Macroaxis classifies as Modest diversification for the selected horizon. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Addus HomeCare Additional Risk Indicators
A broader risk-indicator set for Addus HomeCare can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -1.03 | |||
| Mean Deviation | 1.45 | |||
| Coefficient Of Variation | -1,817 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.47 | |||
| Information Ratio | -0.04 |
Addus HomeCare Suggested Diversification Pairs
Pair trading with Addus HomeCare can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Addus HomeCare, market-wide risk remains. What pair trading can address is Addus HomeCare's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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