Cellectis SA Stock Volatility
| CMVLF Stock | USD 4.40 0.00 0.00% |
The current risk picture incorporates 16 technical indicators. Cellectis SA keeps relatively low price volatility over the last 3 months. On a risk-adjusted basis, Cellectis SA records a Sharpe ratio of -0.13, implying poor risk-adjusted performance over the last 3 months.
Sharpe Ratio = -0.128
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Latest disclosures for Cellectis SA show a Market Risk Adjusted Performance of -5.7%, a Risk of 0.28, and a Risk Adjusted Performance of -0.1%. Cellectis has not yet reached full return potential based on monthly moving average. A well-diversified portfolio context may improve Cellectis risk-adjusted performance. The diversification benefit of adding Cellectis may exceed what its standalone performance suggests. Investors benefit from evaluating Cellectis not in isolation but within the context of a full allocation.
Key indicators related to Cellectis' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Cellectis' volatility is not constant and tends to cluster with mean-reversion properties over time. Beta captures the systematic component, while total standard deviation captures both systematic and idiosyncratic risk. Short-term traders focus on Cellectis' daily volatility while long-term investors watch annual return volatility. Combined with Cellectis's beta and financial distress probability, these metrics provide a comprehensive risk view.
Cellectis |
Volatility Strategy
Cellectis SA fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 0.28% with a beta coefficient of 0.0076, 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 -0.0432 reflects performance relative to systematic market exposure. Expected return estimates near -0.0364% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.
Main indicators related to Cellectis' market risk premium analysis include:
Beta 0.0076 | Alpha -0.04 | Risk 0.28 | Sharpe Ratio -0.13 | Expected Return -0.04 |
Moving against Cellectis Pink Sheet
| 0.92 | DBRG | Digitalbridge Group Sell-off Trend | PairCorr |
| 0.67 | ZNOG | Zion Oil Gas | PairCorr |
| 0.56 | SDRL | Seadrill Limited | PairCorr |
| 0.52 | PTLO | Portillos | PairCorr |
| 0.46 | AGRDF | Minnova Corp | PairCorr |
| 0.44 | DENI | Denali Bancorporation | PairCorr |
| 0.37 | DTARF | Delta Resources | PairCorr |
| 0.33 | GURE | Gulf Resources Common | PairCorr |
Sensitivity To Market
Market sensitivity for Cellectis SA is expressed through a beta of 0.0076, based on regression between asset returns and market returns. Total price dispersion is near 0.28%.Cellectis SA price movement reflects recent variability that can be tracked through standard deviation (0.27%) and downside deviation (0.0%). For Cellectis SA, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Analyze Cellectis SA Demand TrendCheck current 90 days Cellectis correlation with market (Dow Jones Industrial)Downside Risk
Cellectis standard deviation captures how much its daily price fluctuates around the historical average. Volatile instruments have higher standard deviations; stable ones have lower. The standard deviation of Cellectis measures the day-to-day variability of its price relative to the historical mean. Standard deviation remains the most common starting point for assessing Cellectis price volatility.
Standard Deviation | 0.28 |
Upside risk in Cellectis is captured by its standard deviation, which includes both favorable and unfavorable price movements. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only loss risk in Cellectis' returns. Upside risk in Cellectis is represented by standard deviation, which includes all price movements. The distinction matters because favorable volatility in Cellectis is not the same as damaging volatility. Latest disclosures for Cellectis SA show a Maximum Drawdown of 2.22.
Pink Sheet Volatility Analysis
Cellectis pink sheet volatility is a key input for most investment risk models. When Cellectis' volatility is elevated, prices can swing by several percentage points in a single session. Understanding Cellectis volatility allows investors to better quantify the risk of holding Cellectis' pink sheet. These price changes indicate the level of risk and opportunity associated with Cellectis'.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Cellectis SA 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 Cellectis has a beta of 0.0076 suggesting as returns on the market go up, Cellectis's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Cellectis SA is expected to be smaller as well.Cellectis combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. Latest disclosures for Cellectis SA show a Mean Deviation of 0.07 and a Standard Deviation of 0.27.
Predicted Return Distribution |
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What Drives Cellectis' Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Healthcare sector can alter Cellectis' day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Cellectis.Cellectis' Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Cellectis' stock.Pink Sheet Risk Measures
Assuming a 90-day horizon the coefficient of variation of Cellectis is -781.02. The daily returns are distributed with a variance of 0.08 and standard deviation of 0.28. The mean deviation of Cellectis SA is currently at 0.07. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0432 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.28 | |
Ir | Information ratio | 0.04 |
Pink Sheet Return Volatility
Volatility for Cellectis quantifies the day-to-day dispersion of pink sheet returns around their historical average. The company carries 0.2845% 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 Cellectis Pink Sheet may not fully reflect how the business compares across its competitive set. Risk-adjusted metrics help compare Cellectis' efficiency and downside exposure against peers on a like-for-like basis. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PRRUF | 3.55 | -1.62 | 0.00 | 2.81 | 0.00 | 0.00 | 94.29 | |||
| TRGNF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FGHQF | 0.22 | -0.02 | 0.00 | 0.01 | 0.00 | 0.00 | 7.14 | |||
| CYDY | 2.48 | -0.05 | 0.00 | -1.46 | 0.00 | 7.41 | 18.68 | |||
| HNSBF | 0.01 | -0.02 | 0.00 | 2.92 | 0.00 | 0.00 | 0.34 | |||
| SLNCF | 2.29 | 0.39 | 0.00 | 0.18 | 0.00 | 10.84 | 56.84 | |||
| NWBO | 2.91 | -0.11 | 0.00 | -0.21 | 0.00 | 7.14 | 38.34 | |||
| PBBIF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CLVLF | 0.28 | 0.13 | 0.00 | -1.16 | 0.00 | 0.00 | 8.31 | |||
| HLOSF | 1.19 | 0.28 | 0.00 | -0.51 | 0.00 | 0.00 | 32.77 |
Risk Metrics, Assumptions & Methodology
Beta for Cellectis measures the share of volatility attributable to broad market movements versus company-specific factors. Beta instability across periods suggests the relationship between market risk and asset volatility is shifting. Cellectis has a market cap of 131.39 M, ROE of -55.7%.
This section for Cellectis SA is built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardCellectis Investment Opportunity
Cellectis SA currently shows materially lower return volatility than Dow Jones Industrial, with a relative multiple of about 3.04. Across the current 90-day horizon, that places the security below 2% of the broader equity and portfolio universe on a pure volatility basis.You can use Cellectis SA to protect the portfolio against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward fluctuation but is a risky buy. Check odds of Cellectis to be traded at $4.36 in 90 days.Excellent diversification
Across the chosen horizon, Cellectis and Dow Jones show a correlation of -0.06 and fall into the Excellent diversification bucket. A -0.06 reading means Cellectis and Dow Jones have very little price overlap, which supports diversification.
Cellectis Additional Risk Indicators
A broader risk-indicator set for Cellectis SA 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 | -0.12 | |||
| Market Risk Adjusted Performance | -5.74 | |||
| Mean Deviation | 0.0663 | |||
| Coefficient Of Variation | -812.40 | |||
| Standard Deviation | 0.2735 | |||
| Variance | 0.0748 | |||
| Information Ratio | 0.0434 |
Cellectis Suggested Diversification Pairs
A pair strategy built around Cellectis SA 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.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Cellectis' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Cellectis' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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