CXApp Inc Stock Volatility
| CXAI Stock | 0.25 -0.01 -3.85% |
CXApp Inc continues to exhibit high price volatility over the last 3 months. CXApp Inc is showing a Sharpe ratio of -0.0234, indicating negative risk-adjusted returns over the last 3 months. This risk assessment is based on 23 technical indicators.
Sharpe Ratio = -0.0234
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| Negative Returns | CXAI |
For CXApp Inc, recent data highlights a Market Risk Adjusted Performance of -0.2%, a Risk of 7.53, and a Risk Adjusted Performance of -0.03%. Based on monthly moving average, CXApp is not performing at its full potential. A well-diversified portfolio allocation may improve risk-adjusted returns for CXApp.
Key indicators related to CXApp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
CXApp Stock volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about CXApp's future price, while lower volatility suggests more predictable behavior.
Volatility Strategy
CXApp Inc price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 7.53% with a beta coefficient of 1.74, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0234, evaluates return per unit of total risk. An alpha value of -0.24 reflects performance relative to systematic market exposure. Expected return estimates near -0.18% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to CXApp's market risk premium analysis include:
Beta 1.74 | Alpha -0.24 | Risk 7.53 | Sharpe Ratio -0.02 | Expected Return -0.18 |
Moving together with CXApp Stock
| 0.85 | U | Unity Software | PairCorr |
| 0.87 | BL | Blackline | PairCorr |
| 0.85 | DT | Dynatrace Holdings LLC Sell-off Trend | PairCorr |
| 0.74 | DV | DoubleVerify Holdings Sell-off Trend | PairCorr |
| 0.87 | DOCU | DocuSign | PairCorr |
| 0.72 | VEEA | Veea Inc | PairCorr |
| 0.84 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.81 | ESTC | Elastic NV | PairCorr |
| 0.63 | FICO | Fair Isaac | PairCorr |
| 0.65 | BMR | Beamr Imaging | PairCorr |
| 0.85 | BOX | Box Inc | PairCorr |
| 0.77 | DSP | Viant Technology | PairCorr |
| 0.87 | FRSH | Freshworks | PairCorr |
| 0.7 | GEN | Gen Digital | PairCorr |
| 0.69 | PTC | PTC Inc | PairCorr |
| 0.8 | TTD | Trade Desk | PairCorr |
| 0.85 | GBTG | Global Business Travel | PairCorr |
| 0.86 | FOO0 | SALESFORCE INC CDR | PairCorr |
| 0.73 | IAM | Income Asset Management | PairCorr |
| 0.72 | HUBC | Hub Cyber Security | PairCorr |
| 0.62 | HLG | Highlight Communications | PairCorr |
| 0.79 | IBEX | IBEX | PairCorr |
Moving against CXApp Stock
Sensitivity To Market
CXApp beta coefficient measures the volatility of CXApp stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing CXApp returns against market returns. A beta of 1.74 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 7.53%.CXApp Inc has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 7.41%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 137.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze CXApp Inc Demand TrendCheck current 90 days CXApp correlation with market (Dow Jones Industrial)Downside Risk
CXApp standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 7.53 |
It is essential to understand the difference between upside risk and downside risk for CXApp. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in CXApp's daily returns. For CXApp Inc, recent data highlights a Maximum Drawdown of 38.52.
Using CXApp Put Option to Manage Risk Based on 2026-05-15 Contracts
For CXApp Inc, recent data highlights an Option Implied Volatility of 1.37 and an Option Max Pain Price of -1. Put options written on CXApp grant holders the right to sell a specified amount of CXApp Stock at a specified price. Investors often purchase put options on CXApp Stock as a form of portfolio insurance against CXApp's declines.
CXApp's PUT expiring on 2026-05-15
Profit |
| CXApp Price At Expiration |
Current CXApp Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | CXAI260515P00000500 | -0.234716 | 0.592798 | 22 | 2026-05-15 | 0.2 - 0.4 | 0.0 | View |
| Put | CXAI260515P00001000 | 0.0 | 0.0 | 9 | 2026-05-15 | 0.4 - 0.9 | 0.0 | View |
| Put | CXAI260515P00001500 | 0.0 | 0.0 | 4 | 2026-05-15 | 0.95 - 1.5 | 0.0 | View |
| Put | CXAI260515P00002000 | 0.0 | 0.0 | 2 | 2026-05-15 | 1.4 - 2.0 | 0.0 | View |
Stock Volatility Analysis
Volatility refers to the frequency at which CXApp stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. CXApp Inc 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 CXApp has a beta of 1.7377 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, CXApp will likely underperform.CXApp is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. For CXApp Inc, recent data highlights a Mean Deviation of 5.64, an Option Implied Volatility of 1.37, and a Standard Deviation of 7.41.
Predicted Return Distribution |
| Density |
What Drives CXApp's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Software sector can move CXApp's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for CXApp.CXApp's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in CXApp's shares.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of CXApp is -4281.4. The daily returns are distributed with a variance of 56.77 and standard deviation of 7.53. The mean deviation of CXApp Inc is currently at 5.73. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.2362 | |
β | Beta against Dow Jones | 1.74 | |
σ | Overall volatility | 7.53 | |
Ir | Information ratio | -0.0374 |
Stock Return Volatility
CXApp historical daily return volatility represents how much of CXApp stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 7.5348% volatility on return distribution over a 90-day investment horizon. By contrast, 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
Strong recent returns in CXApp Stock do not always mean CXApp Company is outperforming peers on business quality. Risk-adjusted metrics help compare CXApp's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SMSI | 4.14 | 0.70 | 0.15 | 1.20 | 3.99 | 11.84 | 36.90 | |||
| AMST | 3.59 | -0.24 | 0.00 | -0.29 | 0.00 | 8.33 | 30.71 | |||
| ANY | 4.94 | -1.10 | 0.00 | -0.63 | 0.00 | 11.07 | 33.25 | |||
| NVNI | 4.41 | -0.96 | 0.00 | -0.78 | 0.00 | 9.60 | 46.30 | |||
| STEC | 2,319 | 1,218 | 42.08 | 12.76 | 0.00 | 59.38 | 30,613 | |||
| IPM | 1.81 | -0.08 | 0.00 | -0.12 | 0.00 | 4.02 | 27.13 | |||
| SOPA | 9.92 | -0.14 | 0.00 | -0.33 | 0.00 | 27.13 | 91.61 | |||
| DTSS | 5.70 | 0.50 | 0.06 | 0.12 | 5.66 | 18.07 | 35.06 | |||
| AMOD | 5.83 | -0.73 | 0.00 | 10.77 | 0.00 | 11.96 | 52.22 | |||
| BLIN | 3.00 | -0.07 | 0.00 | -0.15 | 0.00 | 6.10 | 23.82 |
Risk Metrics, Assumptions & Methodology
Standard deviation for CXApp measures how widely returns scatter around their average over a given period. Higher dispersion implies a wider range of plausible outcomes for any given holding period. CXApp has a market cap of 9.48 M, ROE of -76.23%.
This section for CXApp Inc 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:
Ellen Johnson - Member of Macroaxis Editorial BoardCXApp Investment Opportunity
Measured over the selected horizon, CXApp Inc carries roughly 8.86 times the return volatility of Dow Jones Industrial. 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 CXApp Inc to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of CXApp to be traded at 0.24 in 90 days.Excellent diversification
CXApp currently posts a -0.03 correlation with Dow Jones, indicating a Excellent diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
CXApp Additional Risk Indicators
Looking at additional risk metrics for CXApp Inc frames how the position may behave under different market and portfolio conditions. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.18 | |||
| Mean Deviation | 5.64 | |||
| Coefficient Of Variation | -2,296 | |||
| Standard Deviation | 7.41 | |||
| Variance | 54.9 | |||
| Information Ratio | -0.04 |
CXApp Suggested Diversification Pairs
Pair trading with CXApp can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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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 CXApp 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. CXApp'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, CXApp'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 CXApp Inc.
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