Cosmos Health Stock Volatility
| COSM Stock | USD 0.34 0.03 9.68% |
Across the last 3 months, Cosmos Health continues to post relatively low price volatility. Cosmos Health indicates a Sharpe ratio of -0.12, reflecting poor reward-to-volatility behavior over the last 3 months. The current setup includes 24 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.1179
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| Negative Returns | COSM |
Cosmos Health (COSM) recorded a Market Risk Adjusted Performance of 0.7%, a Risk of 5.03, and a Risk Adjusted Performance of -0.1%. Moving average data indicates Cosmos Health is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to Cosmos Health's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Cosmos Health draws on both historical price data and forward-looking implied volatility. Periods of elevated Cosmos Health volatility are typically followed by calmer conditions, and vice versa.
Volatility Strategy
Volatility in Cosmos Health contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 5.03% with a beta coefficient of -0.91, 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 -0.69 reflects performance relative to systematic market exposure. Expected return estimates near -0.59% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to Cosmos Health's market risk premium analysis include:
Beta -0.91 | Alpha -0.69 | Risk 5.03 | Sharpe Ratio -0.12 | Expected Return -0.59 |
Moving together with Cosmos Stock
| 0.92 | DIS | Walt Disney | PairCorr |
| 0.62 | BAC | Bank of America | PairCorr |
| 0.63 | JPM | JPMorgan Chase | PairCorr |
| 0.7 | AXP | American Express | PairCorr |
Moving against Cosmos Stock
| 0.91 | XOM | Exxon Mobil Corp | PairCorr |
| 0.78 | VZ | Verizon Communications | PairCorr |
| 0.73 | T | ATT Inc | PairCorr |
| 0.71 | TRV | The Travelers Companies | PairCorr |
| 0.71 | JNJ | Johnson Johnson | PairCorr |
| 0.7 | PFE | Pfizer Inc | PairCorr |
| 0.69 | KO | Coca Cola | PairCorr |
| 0.58 | CAT | Caterpillar | PairCorr |
| 0.35 | CSCO | Cisco Systems | PairCorr |
Sensitivity To Market
Cosmos Health relative market sensitivity is quantified by its beta value of -0.91. This regression-derived coefficient reflects systematic risk. Total return variability is about 5.03%.This summary describes how Cosmos Health has moved rather than why it moved. Standard deviation is near 5.03% and downside deviation is near 0.0%. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze Cosmos Health Demand TrendCheck current 90 days Cosmos Health correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Cosmos expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 5.03 |
For Cosmos Health investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Cosmos Health's returns. Cosmos Health (COSM) recorded a Maximum Drawdown of 29.76.
Stock Volatility Analysis
Volatility describes the degree to which Cosmos Health stock price fluctuates in either direction. It captures how much Cosmos Health's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Cosmos Health 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 Cosmos Health has a beta of -0.9103 suggestingCosmos Health remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Cosmos Health (COSM) recorded a Mean Deviation of 3.75 and a Standard Deviation of 5.03.
Predicted Return Density |
| Returns |
What Drives Cosmos Health's Price Volatility?
Several factors can influence Cosmos Health's market volatility:Industry Dynamics
Sector-level events can directly affect Cosmos Health's price stability. Regulatory changes, supply disruptions, or shifts in demand within Cosmos Health'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 Cosmos Health.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Cosmos Health's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Cosmos Health. During periods of economic expansion, Cosmos Health's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Cosmos Health's Company-Specific Factors
Volatility can also stem from events unique to Cosmos Health. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Cosmos Health's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Cosmos Health's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Cosmos Health is -848.28. The daily returns are distributed with a variance of 25.28 and standard deviation of 5.03. The mean deviation of Cosmos Health is currently at 3.75. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.6923 | |
β | Beta against Dow Jones | -0.9103 | |
σ | Overall volatility | 5.03 | |
Ir | Information ratio | -0.1003 |
Stock Return Volatility
Cosmos Health historical daily return volatility represents how much of Cosmos Health stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 5.0283% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
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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
There is a big difference between Cosmos Stock performing well and Cosmos Health Company doing well as a business compared to the competition. A thorough review of Cosmos Health's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FEMY | 3.94 | -0.44 | 0.00 | -4.54 | 0.00 | 6.00 | 26.21 | |||
| SCYX | 3.17 | 0.73 | 0.23 | -3.50 | 2.81 | 7.89 | 23.56 | |||
| CLSD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| LSTA | 4.41 | 1.52 | 0.92 | -0.52 | 0.91 | 8.21 | 93.60 | |||
| NXGL | 3.98 | -1.25 | 0.00 | 1.14 | 0.00 | 8.11 | 33.28 | |||
| MTVA | 4.44 | -2.77 | 0.00 | 5.20 | 0.00 | 5.96 | 52.65 | |||
| PASG | 5.17 | -0.24 | 0.00 | 0.53 | 0.00 | 8.68 | 58.13 | |||
| CASI | 5.48 | -0.82 | 0.00 | -0.34 | 0.00 | 13.33 | 98.17 | |||
| NCNA | 3.11 | -1.17 | 0.00 | 1.25 | 0.00 | 5.50 | 19.93 | |||
| IINN | 2.61 | -0.96 | 0.00 | 2.92 | 0.00 | 6.41 | 15.61 |
Risk Metrics, Assumptions & Methodology
Volatility for Cosmos Health measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Cosmos Health has a market cap of 16.65 M, P/E of 2.41, ROE of -63.82%.
The analytics block for Cosmos Health relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardCosmos Health Investment Opportunity
Cosmos Health currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 6.13. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Cosmos Health 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 gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative upward sentiment. Check odds of Cosmos Health to be traded at $0.425 in 90 days.Weak diversification
Across the chosen horizon, Cosmos Health and Dow Jones show a correlation of 0.42 and fall into the Weak diversification bucket. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding Cosmos Health alone.
Cosmos Health Additional Risk Indicators
A broader risk-indicator set for Cosmos Health can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.09 | |||
| Market Risk Adjusted Performance | 0.6722 | |||
| Mean Deviation | 3.75 | |||
| Coefficient Of Variation | -848.28 | |||
| Standard Deviation | 5.03 | |||
| Variance | 25.28 | |||
| Information Ratio | -0.10 |
Cosmos Health Suggested Diversification Pairs
Pair analysis around Cosmos Health matters because it can turn one security idea into a more market-neutral structure. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Cosmos Health as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Cosmos Health's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Cosmos Health's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Cosmos Health.