Compass Stock Volatility
| COMP Stock | USD 7.77 -0.36 -4.43% |
Compass now displays relatively low price volatility across the last 3 months. Compass registers a Sharpe ratio of -0.12, confirming negative risk-adjusted behavior over the last 3 months. The current risk dynamics are reflected in 24 technical signals.
Sharpe Ratio = -0.1174
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | COMP |
Compass posted a Market Risk Adjusted Performance of -0.2%, a Risk of 3.79, and a Risk Adjusted Performance of -0.1% for the reported period. Compass is not operating at full potential according to monthly moving average. A well-diversified portfolio context may improve its risk-adjusted performance.
Key indicators related to Compass' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Compass can be decomposed into systematic risk (driven by broad market conditions) and idiosyncratic risk (driven by Compass' company-specific factors). Beta captures the systematic component, while total standard deviation captures both.
Volatility Strategy
Market cycles can shift how Compass participates in overall return dispersion. Current statistical measures show total volatility near 3.79% with a beta coefficient of 1.95, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.12, evaluates return per unit of total risk. An alpha value of -0.18 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. Risk appetite shifts can affect dispersion levels.
Main indicators related to Compass' market risk premium analysis include:
Beta 1.95 | Alpha -0.18 | Risk 3.79 | Sharpe Ratio -0.12 | Expected Return -0.45 |
Moving together with Compass Stock
| 0.61 | WK | Workiva | PairCorr |
| 0.88 | NEDSE | NedSense Enterprises | PairCorr |
| 0.73 | MTRK | MotorK | PairCorr |
| 0.69 | ACCS | ACCESS Newswire Earnings Call This Week | PairCorr |
| 0.9 | BTDR | Bitdeer Technologies | PairCorr |
| 0.69 | CLSK | CleanSpark | PairCorr |
Moving against Compass Stock
Sensitivity To Market
Compass shows a beta coefficient of 1.95, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 3.79%.This overview focuses on observed volatility for Compass and how returns have fluctuated. Downside deviation currently reads near 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 Compass Demand TrendCheck current 90 days Compass correlation with market (Dow Jones Industrial)Downside Risk
Compass standard deviation measures daily price dispersion from the mean, providing a proxy for volatility over the selected time period. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 3.79 |
Upside and downside risks in Compass are not symmetric. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only the loss risk in Compass' daily returns. Compass posted a Maximum Drawdown of 21.55 for the reported period.
Using Compass Put Option to Manage Risk Based on 2026-06-18 Contracts
Compass posted an Option Max Pain Price of 8 for the reported period. Put options written on Compass grant their holders the ability to benefit from or protect against Compass' price declines. The put buyer pays a premium upfront for the right to sell Compass Stock at the strike price before expiration.
Compass' PUT expiring on 2026-06-18
Profit |
| Compass Price At Expiration |
Current Compass Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | COMP260618P00007000 | -0.310005 | 0.131715 | 65 | 2026-06-18 | 0.35 - 0.8 | 0.0 | View |
Put | COMP260618P00008000 | -0.470603 | 0.171754 | 237 | 2026-06-18 | 0.8 - 1.25 | 0.0 | View |
Put | COMP260618P00009000 | -0.621063 | 0.160693 | 75 | 2026-06-18 | 1.2 - 2.15 | 0.0 | View |
Put | COMP260618P00010000 | -0.777396 | 0.140265 | 114 | 2026-06-18 | 1.95 - 2.9 | 0.0 | View |
Put | COMP260618P00011000 | -0.882201 | 0.096801 | 175 | 2026-06-18 | 2.8 - 3.8 | 0.0 | View |
Put | COMP260618P00012000 | -0.942206 | 0.056669 | 457 | 2026-06-18 | 3.9 - 4.6 | 0.0 | View |
Put | COMP260618P00013000 | 0.0 | 0.0 | 73 | 2026-06-18 | 4.8 - 5.6 | 0.0 | View |
Put | COMP260618P00014000 | 0.0 | 0.0 | 32 | 2026-06-18 | 5.6 - 6.7 | 0.0 | View |
Put | COMP260618P00015000 | 0.0 | 0.0 | 27 | 2026-06-18 | 6.7 - 7.7 | 0.0 | View |
Stock Volatility Analysis
Market participants monitor Compass volatility to assess the stock's price stability. When Compass' volatility is elevated, prices can swing by several percentage points in a single session. Sustained low volatility in Compass typically signals a stable trading environment.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Compass 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 Compass has a beta of 1.9454 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, Compass will likely underperform.Risk assessment for Compass separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. Compass posted a Mean Deviation of 2.70 and a Standard Deviation of 3.78 for the reported period.
Predicted Return Density |
| Returns |
What Drives Compass' Price Volatility?
Several factors can influence Compass' market volatility:Industry Dynamics
Sector-level events can directly affect Compass' price stability. Regulatory changes, supply disruptions, or shifts in demand within Compass' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Compass.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Compass' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Compass. During periods of economic expansion, Compass' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Compass' Company-Specific Factors
Volatility can also stem from events unique to Compass. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Compass' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Compass' share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Compass is -851.72. The daily returns are distributed with a variance of 14.38 and standard deviation of 3.79. The mean deviation of Compass is currently at 2.67. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.1788 | |
β | Beta against Dow Jones | 1.95 | |
σ | Overall volatility | 3.79 | |
Ir | Information ratio | -0.072 |
Stock Return Volatility
Compass daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 3.7919% volatility on return distribution over a 90-day horizon. On the other hand, 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
| High negative correlations
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Risk-Adjusted Indicators
Surface-level performance for Compass Stock can mask how the business actually stacks up against its competitive set. Risk-adjusted metrics allow investors to compare Compass' efficiency and downside exposure against peers in a more meaningful way. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VIA | 3.52 | -0.93 | 0.00 | -2.35 | 0.00 | 6.18 | 25.30 | |||
| ZETA | 3.26 | 0.32 | 0.03 | 0.01 | 4.10 | 8.32 | 19.50 | |||
| NAVN | 4.15 | -0.41 | 0.00 | -0.28 | 0.00 | 6.96 | 21.90 | |||
| GBTG | 2.23 | -0.39 | 0.00 | -0.37 | 0.00 | 3.42 | 17.40 | |||
| WK | 1.80 | -0.48 | 0.00 | -1.63 | 0.00 | 3.66 | 12.71 | |||
| VRNS | 2.54 | -0.35 | 0.00 | -0.49 | 0.00 | 4.65 | 24.09 | |||
| OS | 1.27 | 0.64 | 0.62 | 0.65 | 0.00 | 3.71 | 29.32 | |||
| CLBT | 2.38 | -0.20 | 0.00 | -0.30 | 0.00 | 5.78 | 16.13 | |||
| VERX | 2.56 | -0.43 | 0.00 | -0.45 | 0.00 | 5.96 | 21.09 | |||
| FRSH | 2.49 | -0.50 | 0.00 | -0.58 | 0.00 | 4.07 | 22.32 |
Risk Metrics, Assumptions & Methodology
Volatility for Compass measures return dispersion and uncertainty over time. Swing amplitude frames exposure planning and risk limits. Compass has a market cap of 5.77 B, ROE of -9.79%.
Data shown for Compass is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Analyst projections are included when active coverage applies. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardCompass Investment Opportunity
Measured over the selected horizon, Compass carries roughly 4.62 times the return volatility of Dow Jones Industrial. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use Compass to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. a very speculative upward sentiment. Check odds of Compass to be traded at $7.38 in 90 days.Poor diversification
COMP currently posts a 0.71 correlation with DJI, indicating a Poor diversification relationship for the active sample. 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.
Compass Additional Risk Indicators
Risk analysis around Compass becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.07 | |||
| Market Risk Adjusted Performance | -0.18 | |||
| Mean Deviation | 2.7 | |||
| Coefficient Of Variation | -1,048 | |||
| Standard Deviation | 3.78 | |||
| Variance | 14.25 | |||
| Information Ratio | -0.07 |
Compass Suggested Diversification Pairs
Pair trading with Compass can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Compass persists even in a well-constructed pair. The benefit is in offsetting Compass' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Compass.
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