BioLife Solutions Stock Volatility
| BLFS Stock | USD 19.86 0.16 0.81% |
On a risk-adjusted basis, BioLife Solutions records a Sharpe ratio of -0.1, reflecting negative risk-adjusted performance over the last 3 months. The current volatility backdrop is described by 23 technical indicators. BioLife Solutions shows relatively low price volatility over the last 3 months.
Sharpe Ratio = -0.1014
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| Negative Returns | BLFS |
BioLife Solutions (BLFS) recorded a Market Risk Adjusted Performance of -0.2%, a Risk of 3.16, and a Risk Adjusted Performance of -0.1%. BioLife Solutions is currently underperforming relative to its full potential based on monthly moving average. Adding it to a well-diversified portfolio context can help capture more of its return potential.
Key indicators related to BioLife Solutions' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for BioLife Solutions measures the dispersion of its stock returns around their average. High-volatility stocks offer greater return potential but require more active risk management.
Volatility Strategy
Volatility in BioLife Solutions reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 3.16% with a beta coefficient of 1.32, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.1, evaluates return per unit of total risk. An alpha value of -0.26 reflects performance relative to systematic market exposure. Expected return estimates near -0.32% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to BioLife Solutions' market risk premium analysis include:
Beta 1.32 | Alpha -0.26 | Risk 3.16 | Sharpe Ratio -0.10 | Expected Return -0.32 |
Moving together with BioLife Stock
| 0.87 | VVOS | Vivos Therapeutics Earnings Call Today | PairCorr |
| 0.79 | 2DR | Inspire Medical Systems | PairCorr |
| 0.85 | PRN | Profound Medical Corp | PairCorr |
| 0.92 | MMSI | Merit Medical Systems | PairCorr |
| 0.76 | AEMD | Aethlon Medical | PairCorr |
| 0.86 | SINT | SINTX Technologies | PairCorr |
| 0.72 | TNON | Tenon Medical | PairCorr |
| 0.88 | CSX | Cleanspace Holdings | PairCorr |
| 0.81 | CYRX | Cryoport | PairCorr |
| 0.88 | DCGO | DocGo Inc | PairCorr |
| 0.76 | PTAIY | Astra International Tbk | PairCorr |
Moving against BioLife Stock
| 0.86 | IHC | Inspiration Healthcare | PairCorr |
| 0.69 | AHG | Akso Health Group | PairCorr |
| 0.52 | PINK | Perimeter Medical Imaging Earnings Call This Week | PairCorr |
| 0.34 | QIPT | Quipt Home Medical | PairCorr |
| 0.31 | IOB | Ion Beam Applications Earnings Call Tomorrow | PairCorr |
Sensitivity To Market
The beta coefficient of 1.32 for BioLife Solutions measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 3.16%.BioLife Solutions return patterns over the selected horizon reflect a forward elevated level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 174.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
| α | -0.2584 | β | 1.32 | Check current 90 days BioLife Solutions correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation of BioLife quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 3.16 |
Understanding the asymmetry between upside and downside risk is critical for investors in BioLife Solutions. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in BioLife Solutions' returns. BioLife Solutions (BLFS) recorded a Maximum Drawdown of 18.09.
Using BioLife Put Option to Manage Risk Based on 2026-04-17 Contracts
BioLife Solutions (BLFS) recorded an Option Implied Volatility of 1.74 and an Option Max Pain Price of -1. A put option on BioLife Solutions gives the holder the right, but not the obligation, to sell BioLife Solutions shares at a predetermined strike. The put holder retains the right to sell a fixed amount of BioLife Stock at the agreed strike within the option's life.
BioLife Solutions' PUT expiring on 2026-04-17
Profit |
| BioLife Solutions Price At Expiration |
Current BioLife Solutions Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | BLFS260417P00017500 | -0.305359 | 0.023307 | 3 | 2026-04-17 | 0.0 - 4.8 | 0.0 | View |
| Put | BLFS260417P00020000 | -0.41709 | 0.035929 | 1 | 2026-04-17 | 0.0 - 4.8 | 0.0 | View |
| Put | BLFS260417P00025000 | -0.96304 | 0.028904 | 2 | 2026-04-17 | 3.5 - 8.3 | 0.0 | View |
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of BioLife Solutions stock returns over a given period of time. Volatility measures how much BioLife Solutions' stock price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. BioLife Solutions 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 BioLife Solutions has a beta of 1.3212 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, BioLife Solutions will likely underperform.BioLife Solutions carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. BioLife Solutions (BLFS) recorded a Mean Deviation of 2.25, an Option Implied Volatility of 1.74, and a Standard Deviation of 3.05.
Predicted Return Distribution |
| Density |
What Drives BioLife Solutions' Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Health Care Equipment & Supplies sector can alter BioLife Solutions' day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for BioLife Solutions.BioLife Solutions' Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in BioLife Solutions' stock.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of BioLife Solutions is -986.61. The daily returns are distributed with a variance of 9.98 and standard deviation of 3.16. The mean deviation of BioLife Solutions is currently at 2.35. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.2584 | |
β | Beta against Dow Jones | 1.32 | |
σ | Overall volatility | 3.16 | |
Ir | Information ratio | -0.0905 |
Stock Return Volatility
Volatility for BioLife Solutions quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 3.1584% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8467% 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
Headline performance for BioLife Stock may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KMTS | 2.73 | -0.30 | 0.00 | -0.36 | 0.00 | 5.22 | 20.42 | |||
| NVCR | 3.27 | 0.11 | 0.02 | 0.01 | 4.23 | 6.04 | 36.05 | |||
| AZTA | 2.40 | -0.55 | 0.00 | -0.48 | 0.00 | 4.16 | 29.88 | |||
| STAA | 2.27 | -0.29 | 0.00 | -1.40 | 0.00 | 4.66 | 14.49 | |||
| PHR | 1.93 | -0.49 | 0.00 | -0.58 | 0.00 | 3.97 | 12.98 | |||
| PLSE | 4.02 | 1.09 | 0.20 | 0.25 | 3.97 | 7.62 | 66.16 | |||
| NEOG | 2.25 | 0.47 | 0.18 | 2.29 | 2.26 | 5.36 | 40.83 | |||
| HROW | 2.83 | -0.07 | 0.00 | -0.09 | 0.00 | 5.98 | 37.75 | |||
| ATRC | 2.04 | -0.40 | 0.00 | -0.51 | 0.00 | 2.67 | 24.05 | |||
| ESTA | 2.44 | -0.38 | 0.00 | 0.52 | 0.00 | 4.55 | 13.50 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for BioLife Solutions defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Downside movements have historically remained relatively contained. BioLife Solutions has a market cap of 951.51 M, P/E of 173.59, ROE of -3.37%.
Unless otherwise specified, data for BioLife Solutions is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardBioLife Solutions Investment Opportunity
Recent data suggests that BioLife Solutions is meaningfully more volatile than Dow Jones Industrial, by roughly a 3.72x factor. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use BioLife Solutions to enhance the returns of the portfolio. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is intended to separate routine noise from more speculative bursts in price action. a moderate upward volatility. Check odds of BioLife Solutions to be traded at $21.85 in 90 days.Poor diversification
The correlation between BioLife Solutions and Dow Jones is 0.64, which Macroaxis classifies as Poor diversification for the selected horizon. A 0.64 reading means BioLife Solutions and Dow Jones have partial price overlap, offering some diversification benefit.
BioLife Solutions Additional Risk Indicators
Secondary risk indicators for BioLife Solutions can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.08 | |||
| Market Risk Adjusted Performance | -0.24 | |||
| Mean Deviation | 2.25 | |||
| Coefficient Of Variation | -948.54 | |||
| Standard Deviation | 3.05 | |||
| Variance | 9.32 | |||
| Information Ratio | -0.09 |
BioLife Solutions Suggested Diversification Pairs
Using BioLife Solutions 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 advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. BioLife Solutions' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing BioLife Solutions' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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