Axalta Coating Systems Stock Volatility
| AXTA Stock | USD 25.44 -0.66 -2.53% |
Axalta Coating Systems retains relatively low price volatility during the last 3 months. The current Sharpe ratio is -0.21, showing that returns did not compensate for risk over the last 3 months. The current risk dynamics are reflected in 24 technical signals.
Sharpe Ratio = -0.2108
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| Negative Returns | AXTA |
Axalta Coating Systems (AXTA) recorded a Market Risk Adjusted Performance of -0.3%, a Risk of 1.74, and a Risk Adjusted Performance of -0.1%. Axalta Coating is not utilizing its full return potential based on monthly moving average. A well-constructed well-diversified portfolio can reduce volatility and improve total return.
Key indicators related to Axalta Coating's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on Axalta Coating's daily volatility and intraday price ranges, while long-term investors are more concerned with Axalta Coating's annual return volatility and its impact on compound wealth accumulation over time.
Volatility Strategy
Axalta Coating Systems price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 1.74% with a beta coefficient of 1.01, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.21, evaluates return per unit of total risk. An alpha value of -0.2 reflects performance relative to systematic market exposure. Expected return estimates near -0.37% 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 Axalta Coating's market risk premium analysis include:
Beta 1.01 | Alpha -0.20 | Risk 1.74 | Sharpe Ratio -0.21 | Expected Return -0.37 |
Moving together with Axalta Stock
| 0.94 | ASH | Ashland Global Holdings | PairCorr |
| 0.87 | KWR | Quaker Chemical | PairCorr |
| 0.64 | PPG | PPG Industries | PairCorr |
| 0.82 | RPM | RPM International | PairCorr |
| 0.65 | SCL | Stepan Company | PairCorr |
| 0.79 | SHW | Sherwin Williams | PairCorr |
| 0.9 | IOSP | Innospec | PairCorr |
| 0.95 | AKZA | Akzo Nobel NV | PairCorr |
| 0.86 | QUC | Quaker Chemical | PairCorr |
| 0.61 | CRBN | Corbion NV | PairCorr |
Sensitivity To Market
With a beta of 1.01, Axalta Coating Systems shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 1.74%.Axalta Coating Systems return variability over the selected time horizon is summarized by standard deviation (1.71%) and semi-deviation (0.0%). Options markets imply a forward-looking volatility estimate near 96.0%. 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 Axalta Coating Systems Demand TrendCheck current 90 days Axalta Coating correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Axalta measures the day-to-day variability of its price relative to the historical mean. A high standard deviation indicates a volatile instrument; a low one indicates stability.
Standard Deviation | 1.74 |
Upside risk in Axalta Coating is represented by standard deviation, which includes all price movements. Downside risk is better captured by downside deviation or semi-deviation of Axalta Coating's daily returns. Axalta Coating Systems (AXTA) recorded a Maximum Drawdown of 10.03.
Using Axalta Put Option to Manage Risk Based on 2026-04-17 Contracts
Axalta Coating Systems (AXTA) recorded an Option Max Pain Price of 25. Hedging a Axalta Coating position using put options allows investors to cap their maximum loss. The put buyer on Axalta Stock has the contractual right to sell Axalta Coating at the strike price before expiry.
Axalta Coating's PUT expiring on 2026-05-15
Profit |
| Axalta Coating Price At Expiration |
Current Axalta Coating Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | AXTA260417P00020000 | -0.08991 | 0.03265 | 6 | 2026-04-17 | 0.05 - 0.4 | 0.0 | View |
Put | AXTA260417P00021000 | -0.224365 | 0.036046 | 2 | 2026-04-17 | 0.05 - 2.5 | 0.0 | View |
Put | AXTA260417P00022000 | -0.222042 | 0.051727 | 5 | 2026-04-17 | 0.25 - 1.4 | 0.0 | View |
Put | AXTA260417P00023000 | -0.2093 | 0.081075 | 3 | 2026-04-17 | 0.25 - 0.65 | 0.0 | View |
Put | AXTA260417P00024000 | -0.304374 | 0.100995 | 2 | 2026-04-17 | 0.55 - 0.9 | 0.0 | View |
Put | AXTA260417P00025000 | -0.417851 | 0.105799 | 27 | 2026-04-17 | 0.85 - 1.6 | 0.0 | View |
Put | AXTA260417P00026000 | -0.527094 | 0.110159 | 1 | 2026-04-17 | 0.95 - 2.5 | 0.0 | View |
Put | AXTA260417P00027000 | -0.639081 | 0.108524 | 15 | 2026-04-17 | 1.85 - 2.75 | 0.0 | View |
Put | AXTA260417P00028000 | -0.629358 | 0.069266 | 660 | 2026-04-17 | 2.6 - 4.9 | 0.0 | View |
Put | AXTA260417P00029000 | -0.797858 | 0.077821 | 652 | 2026-04-17 | 3.6 - 4.2 | 0.0 | View |
Put | AXTA260417P00030000 | -0.763308 | 0.060935 | 654 | 2026-04-17 | 4.6 - 5.7 | 0.0 | View |
Stock Volatility Analysis
Price volatility in Axalta Coating measures the variation in Axalta Coating's stock price over time. High volatility means greater uncertainty about Axalta Coating's short-term price direction. Low volatility means the stock is more likely to trade within a narrow range.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Axalta Coating 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 Axalta Coating has a beta of 1.014 . This suggests Axalta Coating Systems market returns are sensitive to returns on the market. As the market goes up or down, Axalta Coating is expected to follow.Systematic exposure aligns Axalta Coating with overall stock market volatility, while unsystematic drivers reflect company or sector-specific developments. Axalta Coating Systems (AXTA) recorded a Mean Deviation of 1.28 and a Standard Deviation of 1.71.
Predicted Return Density |
| Returns |
What Drives Axalta Coating's Price Volatility?
Several factors can influence Axalta Coating's market volatility:Industry Dynamics
Sector-level events can directly affect Axalta Coating's price stability. Regulatory changes, supply disruptions, or shifts in demand within Axalta Coating'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 Axalta Coating.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Axalta Coating's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Axalta Coating. During periods of economic expansion, Axalta Coating's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Axalta Coating's Company-Specific Factors
Volatility can also stem from events unique to Axalta Coating. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Axalta Coating's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Axalta Coating's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Axalta Coating is -474.31. The daily returns are distributed with a variance of 3.02 and standard deviation of 1.74. The mean deviation of Axalta Coating Systems is currently at 1.29. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.2002 | |
β | Beta against Dow Jones | 1.01 | |
σ | Overall volatility | 1.74 | |
Ir | Information ratio | -0.1176 |
Stock Return Volatility
Daily return volatility for Axalta Coating measures how far stock returns deviate from their average on a day-to-day basis. The company shows 1.7383% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8181% 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
Strong stock returns do not always mean Axalta Coating Company is outperforming its peers on a fundamental level. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Axalta Coating's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EMN | 1.56 | 0.19 | 0.08 | 0.05 | 1.92 | 3.82 | 9.50 | |||
| ESI | 2.09 | 0.51 | 0.15 | 0.14 | 2.50 | 4.57 | 14.62 | |||
| NEU | 1.59 | -0.13 | 0.00 | -0.22 | 0.00 | 2.53 | 17.46 | |||
| LPX | 2.05 | -0.14 | 0.00 | -0.20 | 0.00 | 5.20 | 14.04 | |||
| BCPC | 1.08 | 0.11 | 0.11 | 0.06 | 1.18 | 2.56 | 7.64 | |||
| BVN | 2.78 | 0.37 | 0.07 | 0.11 | 4.12 | 6.18 | 19.47 | |||
| HBM | 2.96 | 0.15 | 0.02 | 0.00 | 4.12 | 5.97 | 21.75 | |||
| SSL | 3.04 | 1.12 | 0.31 | 3.33 | 3.06 | 7.18 | 18.92 | |||
| EXP | 1.78 | -0.22 | 0.00 | -0.26 | 0.00 | 4.45 | 10.95 | |||
| UFPI | 1.36 | 0.03 | 0.00 | -0.07 | 0.00 | 3.03 | 9.26 |
Risk Metrics, Assumptions & Methodology
Volatility for Axalta Coating measures return dispersion and uncertainty over time. Dispersion metrics refine allocation models across asset classes. Axalta Coating has a market cap of 5.43 B, P/E of 74.44, ROE of 17.43%.
Unless otherwise specified, data for Axalta Coating Systems is compiled from periodic company reporting and market reference feeds and standardized for comparability. Analyst projections are included when active coverage applies. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardAxalta Coating Investment Opportunity
Recent data suggests that Axalta Coating Systems is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.12x 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 Axalta Coating 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 intended to separate routine noise from more speculative bursts in price action. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Axalta Coating to be traded at $24.42 in 90 days.Almost no diversification
For the present investment horizon, the measured correlation between AXTA and DJI stands at 0.93, or Almost no diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Axalta Coating Additional Risk Indicators
Looking at additional risk metrics for Axalta Coating Systems 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 | -0.13 | |||
| Market Risk Adjusted Performance | -0.29 | |||
| Mean Deviation | 1.28 | |||
| Coefficient Of Variation | -591.16 | |||
| Standard Deviation | 1.71 | |||
| Variance | 2.94 | |||
| Information Ratio | -0.12 |
Axalta Coating Suggested Diversification Pairs
Pair analysis around Axalta Coating Systems matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Axalta Coating with another position. However, Axalta Coating's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Axalta Coating Systems.
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