Amkor Technology (Germany) Volatility
| AMK Stock | EUR 36.65 -0.41 -1.11% |
Amkor Technology remains associated with an elevated volatility profile over the chosen period. At this stage, Amkor Technology shows a Sharpe Ratio (Efficiency) of 0.048, demonstrating favorable reward-to-risk behavior over the last 3 months. We detected 29 technical indicators affecting the current volatility setup.
Sharpe Ratio = 0.048
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Estimated Market Risk
| 4.52 actual daily | 40 60% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
For Amkor Technology, recent data highlights a Market Risk Adjusted Performance of 0.1%, a Risk of 4.52, and a Risk Adjusted Performance of 0.03%. Monthly averages suggest Amkor Technology is positioned around 3% of its historical performance band. Correlation characteristics influence diversification outcomes.
Key indicators related to Amkor Technology's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, Amkor Technology's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for Amkor Technology is significantly above realized volatility, options premiums may be elevated relative to historical norms.
Amkor |
Volatility Strategy
Amkor Technology return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 4.52% with a beta coefficient of 1.14, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.048, evaluates return per unit of total risk. An alpha value of 0.12 reflects performance relative to systematic market exposure. Expected return estimates near 0.22% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Revenue outlook adjustments can impact price movement.
Main indicators related to Amkor Technology's market risk premium analysis include:
Beta 1.14 | Alpha 0.12 | Risk 4.52 | Sharpe Ratio 0.048 | Expected Return 0.22 |
Moving together with Amkor Stock
Moving against Amkor Stock
Sensitivity To Market
Amkor Technology market-relative volatility is reflected in its beta of 1.14. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 4.52%.Amkor Technology has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 4.59%. Stock dispersion can change materially during earnings seasons and macro data releases.
3 Months Beta |Analyze Amkor Technology Demand TrendCheck current 90 days Amkor Technology correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Amkor 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 | 4.52 |
For a complete risk picture of Amkor Technology, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of Amkor Technology's returns (downside risk proxy). For Amkor Technology, recent data highlights a Downside Deviation of 4.50, a Downside Variance of 20.27, and a Maximum Drawdown of 25.05.
Stock Volatility Analysis
Understanding Amkor Technology volatility allows investors to better quantify the risk of holding Amkor Technology's stock. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for Amkor Technology.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Amkor Technology 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
Assuming a 90-day horizon Amkor Technology has a beta of 1.1375 . This suggests Amkor Technology market returns are reactive to returns on the market. As the market goes up or down, Amkor Technology is expected to follow.Both systematic and unsystematic risks influence Amkor Technology. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. For Amkor Technology, recent data highlights a Downside Deviation of 4.50, a Mean Deviation of 3.35, and a Semi Deviation of 4.42.
Predicted Return Density |
| Returns |
What Drives Amkor Technology's Price Volatility?
Several factors can influence Amkor Technology's market volatility:Industry Dynamics
Sector-level events can directly affect Amkor Technology's price stability. Regulatory changes, supply disruptions, or shifts in demand within Amkor Technology'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 Amkor Technology.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Amkor Technology's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Amkor Technology. During periods of economic expansion, Amkor Technology's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Amkor Technology's Company-Specific Factors
Volatility can also stem from events unique to Amkor Technology. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Amkor Technology's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Amkor Technology's share price.Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of Amkor Technology is 2084.01. The daily returns are distributed with a variance of 20.41 and standard deviation of 4.52. The mean deviation of Amkor Technology is currently at 3.34. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.12 | |
β | Beta against Dow Jones | 1.14 | |
σ | Overall volatility | 4.52 | |
Ir | Information ratio | 0.03 |
Stock Return Volatility
Amkor Technology historical daily return volatility represents how much of Amkor Technology stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 4.5182% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8013% on return distribution over a 90-day investment 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
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Risk-Adjusted Indicators
There is a big difference between Amkor Stock performing well and Amkor Technology Company doing well as a business compared to the competition. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CUW | 1.83 | 0.07 | 0.04 | 0.31 | 2.00 | 3.84 | 17.29 | |||
| CTO | 1.04 | 0.20 | 0.21 | 1.78 | 0.88 | 2.35 | 6.53 | |||
| LGA | 2.32 | -0.17 | 0.00 | -142.64 | 0.00 | 6.63 | 19.73 | |||
| 06S | 2.74 | -0.54 | 0.00 | 0.27 | 0.00 | 4.39 | 33.96 | |||
| WA4 | 1.52 | -0.01 | 0.01 | -0.01 | 2.09 | 3.13 | 10.48 | |||
| CTO0 | 1.20 | 0.23 | 0.16 | -1.24 | 1.10 | 2.57 | 10.00 | |||
| UVD | 1.88 | -0.34 | 0.00 | 0.98 | 0.00 | 5.32 | 21.74 |
Risk Metrics, Assumptions & Methodology
Volatility for Amkor Technology measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. Amkor Technology has a market cap of 9.33 B, P/E of 38.89, ROE of 8.66%.
For Amkor Technology, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardAmkor Technology Investment Opportunity
Amkor Technology currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 5.65. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Amkor Technology 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. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Amkor Technology to be traded at €35.55 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between AMK and DJI stands at 0.63, or Poor diversification. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
Amkor Technology Additional Risk Indicators
Secondary risk indicators for Amkor Technology can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0257 | |||
| Market Risk Adjusted Performance | 0.0892 | |||
| Mean Deviation | 3.35 | |||
| Semi Deviation | 4.42 | |||
| Downside Deviation | 4.5 | |||
| Coefficient Of Variation | 4581.79 | |||
| Standard Deviation | 4.59 |
Amkor Technology Suggested Diversification Pairs
Pair trading with Amkor Technology can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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 Amkor Technology 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. Amkor Technology'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, Amkor Technology'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 Amkor Technology.
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