Astronics Stock Volatility
| ATRO Stock | USD 69.25 -1.01 -1.44% |
Astronics exhibits an above-average volatility profile over the current measurement period. Astronics posts a Sharpe Ratio (Efficiency) of 0.13, indicating measured return efficiency over the last 3 months. There are 29 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.132
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ATRO | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
For Astronics, recent data highlights a Market Risk Adjusted Performance of 0.2%, a Risk of 3.39, and a Risk Adjusted Performance of 0.1%. At about 10% of its historical trend bandwidth, Astronics is operating within prior boundaries. Its impact depends on correlation and volatility interaction.
Key indicators related to Astronics' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for Astronics positions requires understanding whether Astronics' elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for Astronics tends to persist longer than sentiment-driven spikes.
Astronics | Build portfolio with Astronics Stock |
Volatility Strategy
Astronics return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 3.39% with a beta coefficient of 2.03, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.13, evaluates return per unit of total risk. An alpha value of 0.58 reflects performance relative to systematic market exposure. Expected return estimates near 0.45% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Valuation adjustments may drive price swings.
Main indicators related to Astronics' market risk premium analysis include:
Beta 2.03 | Alpha 0.58 | Risk 3.39 | Sharpe Ratio 0.13 | Expected Return 0.45 |
Moving together with Astronics Stock
| 0.67 | BA | Boeing | PairCorr |
| 0.82 | CAT | Caterpillar | PairCorr |
| 0.75 | CVX | Chevron Corp | PairCorr |
| 0.77 | HD | Home Depot | PairCorr |
| 0.75 | WMT | Walmart Common Stock | PairCorr |
| 0.79 | DD | Dupont De Nemours | PairCorr |
| 0.74 | PFE | Pfizer Inc | PairCorr |
| 0.79 | MRK | Merck Company | PairCorr |
| 0.83 | INTC | Intel | PairCorr |
Moving against Astronics Stock
| 0.91 | HPQ | HP Inc | PairCorr |
| 0.66 | PBCRY | Bank Central Asia | PairCorr |
| 0.62 | PTAIF | PT Astra International | PairCorr |
| 0.57 | AXP | American Express | PairCorr |
| 0.53 | JPM | JPMorgan Chase | PairCorr |
| 0.52 | IBM | International Business | PairCorr |
| 0.49 | PBCRF | PT Bank Central | PairCorr |
| 0.49 | DIS | Walt Disney | PairCorr |
| 0.4 | AXON | Axon Enterprise | PairCorr |
Sensitivity To Market
Astronics demonstrates a beta of 2.03, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 3.39%.Astronics volatility can be described using downside deviation (3.35%), which captures negative-return intensity over the selected horizon. Options markets imply a forward-looking volatility estimate near 74.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze Astronics Demand TrendCheck current 90 days Astronics correlation with market (Dow Jones Industrial)Downside Risk
Astronics standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 3.39 |
Standard deviation of Astronics captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of Astronics' return distribution. For Astronics, recent data highlights a Downside Deviation of 3.35, a Downside Variance of 11.19, and a Maximum Drawdown of 18.76.
Using Astronics Put Option to Manage Risk Based on 2026-06-18 Contracts
For Astronics, recent data highlights an Option Implied Volatility of 0.74 and an Option Max Pain Price of 70. A put option on Astronics functions as an insurance policy for investors holding Astronics' shares. It grants the holder the right to sell Astronics Stock at the strike price before the expiration date.
Astronics' PUT expiring on 2026-06-18
Profit |
| Astronics Price At Expiration |
Current Astronics Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | ATRO260618P00025000 | -0.045149 | 0.001795 | 4 | 2026-06-18 | 0.0 - 1.35 | 0.0 | View |
Put | ATRO260618P00030000 | -0.057108 | 0.002536 | 4 | 2026-06-18 | 0.0 - 1.45 | 0.0 | View |
Put | ATRO260618P00035000 | -0.082615 | 0.003583 | 4 | 2026-06-18 | 0.0 - 2.1 | 0.0 | View |
Put | ATRO260618P00040000 | -0.106896 | 0.004889 | 46 | 2026-06-18 | 0.25 - 4.7 | 0.0 | View |
Put | ATRO260618P00045000 | -0.144016 | 0.006461 | 3 | 2026-06-18 | 0.0 - 3.3 | 0.0 | View |
Put | ATRO260618P00050000 | -0.155719 | 0.009582 | 16 | 2026-06-18 | 0.4 - 4.4 | 0.0 | View |
Put | ATRO260618P00055000 | -0.225644 | 0.012157 | 8 | 2026-06-18 | 2.2 - 5.5 | 0.0 | View |
Put | ATRO260618P00060000 | -0.2971 | 0.016232 | 1 | 2026-06-18 | 2.5 - 6.9 | 0.0 | View |
Put | ATRO260618P00065000 | -0.395894 | 0.021272 | 1 | 2026-06-18 | 5.1 - 7.1 | 0.0 | View |
Put | ATRO260618P00070000 | -0.508824 | 0.021993 | 22 | 2026-06-18 | 6.5 - 10.7 | 0.0 | View |
Put | ATRO260618P00075000 | -0.634051 | 0.022271 | 12 | 2026-06-18 | 9.5 - 13.3 | 0.0 | View |
Stock Volatility Analysis
Volatility is a core concept when evaluating Astronics as part of a diversified portfolio. The stock's historical price swings give investors a sense of how much risk Astronics' adds. Combining Astronics with lower-volatility assets can reduce overall portfolio risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Astronics 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 Astronics has a beta of 2.0322 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Astronics will likely underperform.Market risk ties Astronics to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. For Astronics, recent data highlights a Downside Deviation of 3.35, a Mean Deviation of 2.45, and an Option Implied Volatility of 0.74.
Predicted Return Density |
| Returns |
What Drives Astronics' Price Volatility?
Several factors can influence Astronics' market volatility:Industry Dynamics
Sector-level events can directly affect Astronics' price stability. Regulatory changes, supply disruptions, or shifts in demand within Astronics' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Astronics.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Astronics' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Astronics. During periods of economic expansion, Astronics' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Astronics' Company-Specific Factors
Volatility can also stem from events unique to Astronics. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Astronics' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Astronics' share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Astronics is 757.72. The daily returns are distributed with a variance of 11.49 and standard deviation of 3.39. The mean deviation of Astronics is currently at 2.41. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.58 | |
β | Beta against Dow Jones | 2.03 | |
σ | Overall volatility | 3.39 | |
Ir | Information ratio | 0.14 |
Stock Return Volatility
Astronics daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 3.3894% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8255% 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
| High negative correlations
|
Risk-Adjusted Indicators
Surface-level performance for Astronics Stock can mask how the business actually stacks up against its competitive set. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CDRE | 2.10 | -0.25 | 0.00 | -0.23 | 0.00 | 3.78 | 18.91 | |||
| VOYG | 4.39 | 0.32 | 0.04 | 0.04 | 5.14 | 8.11 | 25.09 | |||
| VVX | 1.77 | 0.44 | 0.19 | 0.33 | 1.91 | 3.62 | 12.37 | |||
| DCO | 1.62 | 0.53 | 0.30 | 0.78 | 1.59 | 4.61 | 12.20 | |||
| AMPX | 5.31 | 1.13 | 0.16 | 0.57 | 6.21 | 11.63 | 28.89 | |||
| KMT | 1.78 | 0.46 | 0.19 | 0.19 | 1.82 | 5.33 | 15.44 | |||
| PBI | 1.44 | 0.06 | 0.00 | -0.04 | 0.00 | 2.43 | 13.01 | |||
| MVST | 3.82 | -0.66 | 0.00 | -0.49 | 0.00 | 7.66 | 46.26 | |||
| EVEX | 2.53 | -0.72 | 0.00 | -0.42 | 0.00 | 4.95 | 20.79 | |||
| NSP | 3.16 | -0.50 | 0.00 | -0.43 | 0.00 | 5.44 | 23.30 |
Risk Metrics, Assumptions & Methodology
Volatility for Astronics measures return dispersion and uncertainty over time. Uncertainty impacts position sizing assumptions in portfolio models. Astronics has a market cap of 2.51 B, P/E of 8.47, ROE of 14.82%.
Macroaxis compiles Astronics metrics from periodic company reporting and market reference feeds and applies consistent transformation rules before display. Where analyst coverage exists, consensus estimates are factored in. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardAstronics Investment Opportunity
Recent data suggests that Astronics is meaningfully more volatile than Dow Jones Industrial, by roughly a 4.08x factor. 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 Astronics to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Astronics to be traded at $67.17 in 90 days.Weak diversification
Across the chosen horizon, ATRO and DJI show a correlation of 0.37 and fall into the Weak diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Astronics Additional Risk Indicators
Looking at additional risk metrics for Astronics helps investors judge how the position may behave under different market and portfolio conditions. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.1044 | |||
| Market Risk Adjusted Performance | 0.2074 | |||
| Mean Deviation | 2.45 | |||
| Semi Deviation | 3.0 | |||
| Downside Deviation | 3.35 | |||
| Coefficient Of Variation | 821.71 | |||
| Standard Deviation | 3.38 |
Astronics Suggested Diversification Pairs
A pair strategy built around Astronics is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
| Alphabet vs. Astronics | ||
| GM vs. Astronics | ||
| Visa vs. Astronics | ||
| Bank of America vs. Astronics | ||
| Salesforce vs. Astronics | ||
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Astronics persists even in a well-constructed pair. The benefit is in offsetting Astronics' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Astronics.