Amtech Systems Stock Volatility
| ASYS Stock | USD 11.56 -0.01 -0.09% |
Amtech Systems continues to exhibit a high volatility profile over the designated horizon. Amtech Systems registers a Sharpe Ratio (Efficiency) of 0.0067, indicating risk-adjusted returns over the last 3 months. We identified 27 technical signals influencing current risk dynamics.
Sharpe Ratio = 0.0067
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| Negative Returns | ASYS |
Latest disclosures for Amtech Systems show a Market Risk Adjusted Performance of -0.2%, a Risk of 6.11, and a Risk Adjusted Performance of 0.04%. Based on monthly moving average Amtech Systems is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to Amtech Systems' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Amtech Systems Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Amtech daily returns, and it is calculated using variance and standard deviation.
Volatility Strategy
Amtech Systems price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 6.11% with a beta coefficient of -1.04, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0067, evaluates return per unit of total risk. An alpha value of 0.17 reflects performance relative to systematic market exposure. Expected return estimates near 0.0408% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Risk appetite shifts can affect dispersion levels.
Main indicators related to Amtech Systems' market risk premium analysis include:
Beta -1.04 | Alpha 0.17 | Risk 6.11 | Sharpe Ratio 0.0067 | Expected Return 0.0408 |
Moving together with Amtech Stock
Moving against Amtech Stock
Sensitivity To Market
Amtech Systems beta coefficient measures the volatility of Amtech stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Amtech returns against market returns. A beta of -1.04 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 6.11%.Amtech Systems has shown noticeable price swings over the selected period. Downside deviation is about 7.48% and standard deviation is about 5.95%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 123.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For stocks, volatility can be sensitive to changes in rates, inflation expectations, and overall market tone.
3 Months Beta |Analyze Amtech Systems Demand TrendCheck current 90 days Amtech Systems correlation with market (Dow Jones Industrial)Downside Risk
Amtech standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 6.11 |
It is essential to understand the difference between upside risk (as represented by Amtech Systems's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Amtech Systems' daily returns or price. Latest disclosures for Amtech Systems show a Downside Deviation of 7.48, a Downside Variance of 56.01, and a Maximum Drawdown of 38.07.
Using Amtech Put Option to Manage Risk Based on 2026-05-15 Contracts
Latest disclosures for Amtech Systems show an Option Implied Volatility of 1.23 and an Option Max Pain Price of -1. Put options written on Amtech Systems grant holders of the option the right to sell a specified amount of Amtech Systems at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Amtech Stock cannot fall below.
Amtech Systems' PUT expiring on 2026-05-15
Profit |
| Amtech Systems Price At Expiration |
Current Amtech Systems Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | ASYS260515P00007500 | -0.160559 | 0.040262 | 101 | 2026-05-15 | 0.4 - 0.95 | 0.0 | View |
Put | ASYS260515P00010000 | -0.322916 | 0.072877 | 4 | 2026-05-15 | 1.15 - 1.55 | 0.0 | View |
Put | ASYS260515P00012500 | -0.513105 | 0.079487 | 58 | 2026-05-15 | 2.55 - 3.2 | 0.0 | View |
Put | ASYS260515P00015000 | -0.759005 | 0.0822 | 32 | 2026-05-15 | 3.5 - 5.2 | 0.0 | View |
Stock Volatility Analysis
Volatility refers to the frequency at which Amtech Systems stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Amtech Systems' price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Amtech Systems 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 Amtech Systems has a beta of -1.0362 . This suggestsAmtech Systems 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. Latest disclosures for Amtech Systems show a Downside Deviation of 7.48, a Mean Deviation of 4.06, and an Option Implied Volatility of 1.23.
Predicted Return Density |
| Returns |
What Drives Amtech Systems' Price Volatility?
Several factors can influence Amtech Systems' market volatility:Industry Dynamics
Sector-level events can directly affect Amtech Systems' price stability. Regulatory changes, supply disruptions, or shifts in demand within Amtech Systems' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Amtech Systems.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Amtech Systems' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Amtech Systems. During periods of economic expansion, Amtech Systems' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Amtech Systems' Company-Specific Factors
Volatility can also stem from events unique to Amtech Systems. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Amtech Systems' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Amtech Systems' share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Amtech Systems is 14984.45. The daily returns are distributed with a variance of 37.33 and standard deviation of 6.11. The mean deviation of Amtech Systems is currently at 4.12. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.17 | |
β | Beta against Dow Jones | -1.0362 | |
σ | Overall volatility | 6.11 | |
Ir | Information ratio | 0.06 |
Stock Return Volatility
Amtech Systems historical daily return volatility represents how much of Amtech Systems stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 6.11% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8239% 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 Amtech Stock performing well and Amtech Systems 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 Amtech Systems' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MX | 2.56 | -0.09 | 0.00 | 0.11 | 0.00 | 6.34 | 17.25 | |||
| INTT | 2.67 | 1.03 | 0.36 | 2.91 | 2.28 | 6.40 | 20.14 | |||
| ATOM | 6.90 | 1.68 | 0.25 | 0.63 | 5.43 | 16.55 | 79.02 | |||
| NA | 2.73 | 0.18 | 0.03 | 0.02 | 3.20 | 6.78 | 16.82 | |||
| MOBX | 19.04 | 5.05 | 0.49 | -0.59 | 9.99 | 21.74 | 549.01 | |||
| MYPS | 3.15 | -0.45 | 0.00 | -0.48 | 0.00 | 5.00 | 18.53 | |||
| QUIK | 3.19 | 0.85 | 0.24 | 0.42 | 2.93 | 8.92 | 18.10 | |||
| RDZN | 3.73 | -0.34 | 0.00 | -0.36 | 0.00 | 11.52 | 33.60 | |||
| GNSS | 2.08 | -0.06 | 0.00 | -0.12 | 0.00 | 4.76 | 19.16 | |||
| SKLZ | 3.06 | -0.51 | 0.00 | -0.27 | 0.00 | 5.80 | 31.48 |
Risk Metrics, Assumptions & Methodology
Volatility for Amtech Systems measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Amtech Systems has a market cap of 166.68 M, P/E of 10.76, ROE of -44.72%.
Unless otherwise specified, data for Amtech Systems is compiled from periodic company reporting and market reference feeds and standardized for comparability. Where analyst coverage exists, consensus estimates are factored in. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardAmtech Systems Investment Opportunity
Amtech Systems currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 7.45. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Amtech Systems 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 is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of Amtech Systems to be traded at $11.44 in 90 days.Modest diversification
For the present investment horizon, the measured correlation between ASYS and DJI stands at 0.25, or Modest diversification. 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.
Amtech Systems Additional Risk Indicators
A broader risk-indicator set for Amtech Systems can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.045 | |||
| Market Risk Adjusted Performance | -0.24 | |||
| Mean Deviation | 4.06 | |||
| Semi Deviation | 7.33 | |||
| Downside Deviation | 7.48 | |||
| Coefficient Of Variation | 2189.85 | |||
| Standard Deviation | 5.95 |
Amtech Systems Suggested Diversification Pairs
Using Amtech Systems in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. 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 Amtech Systems 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. Amtech Systems' 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, Amtech Systems' 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 Amtech Systems.
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