EverCommerce Stock Volatility
| EVCM Stock | USD 10.47 0.40 3.97% |
Over the designated horizon, EverCommerce maintains a minimal volatility profile. Measured over the selected window, EverCommerce has a Sharpe Ratio (Efficiency) of -0.044, suggesting weak return efficiency over the last 3 months. We reviewed 23 technical indicators influencing the latest risk profile.
Sharpe Ratio = -0.044
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| Negative Returns | EVCM |
EverCommerce (EVCM) recorded a Market Risk Adjusted Performance of -0.03%, a Risk of 3.54, and a Total Risk Alpha of 0.40. Monthly moving average analysis shows EverCommerce is not yet reaching its full return potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk.
Key indicators related to EverCommerce's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
EverCommerce's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of EverCommerce's typical price swings and is a primary input in options pricing models.
EverCommerce | Build portfolio with EverCommerce Stock |
Volatility Strategy
EverCommerce return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 3.54% with a beta coefficient of 0.95, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.044, evaluates return per unit of total risk. An alpha value of 0.0395 reflects performance relative to systematic market exposure. Expected return estimates near -0.16% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Balance-sheet changes can affect risk perception.
Main indicators related to EverCommerce's market risk premium analysis include:
Beta 0.95 | Alpha 0.0395 | Risk 3.54 | Sharpe Ratio -0.04 | Expected Return -0.16 |
Moving together with EverCommerce Stock
| 0.8 | DV | DoubleVerify Holdings | PairCorr |
| 0.71 | PD | Pagerduty | PairCorr |
| 0.7 | DSGX | Descartes Systems | PairCorr |
| 0.65 | CRM | Salesforce | PairCorr |
| 0.61 | SAP | SAP SE ADR | PairCorr |
| 0.61 | SPT | Sprout Social | PairCorr |
| 0.68 | GLOB | Globant SA | PairCorr |
| 0.64 | EVPL | Everplay Group PLC | PairCorr |
| 0.63 | ERD | Eroad | PairCorr |
| 0.77 | IAM | Income Asset Management | PairCorr |
| 0.64 | CRM | SalesforceCom CDR | PairCorr |
| 0.65 | F3J | FORMPIPE SOFTWARE | PairCorr |
| 0.64 | CMG | Computer Modelling | PairCorr |
Sensitivity To Market
EverCommerce exhibits a beta of 0.95, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 3.54%.Volatility metrics for EverCommerce describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Options markets imply a forward-looking volatility estimate near 196.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Sector rotation can change stock volatility even without company-specific events.
3 Months Beta |Analyze EverCommerce Demand TrendCheck current 90 days EverCommerce correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of EverCommerce measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 3.54 |
Standard deviation captures both upside and downside movement in EverCommerce. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of EverCommerce's returns. EverCommerce (EVCM) recorded a Maximum Drawdown of 27.52.
Using EverCommerce Put Option to Manage Risk Based on 2026-05-15 Contracts
EverCommerce (EVCM) recorded an Option Implied Volatility of 1.96 and an Option Max Pain Price of -1. Put options on EverCommerce serve as a defensive tool for investors who want to protect their position. By purchasing a put on EverCommerce Stock, the holder secures the right to sell at the strike price regardless of how far EverCommerce's drops.
EverCommerce's PUT expiring on 2026-05-15
Profit |
| EverCommerce Price At Expiration |
Current EverCommerce Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | EVCM260515P00012500 | -0.720327 | 0.11519 | 14 | 2026-05-15 | 0.75 - 4.9 | 0.0 | View |
Put | EVCM260515P00015000 | -0.814814 | 0.072892 | 1 | 2026-05-15 | 3.1 - 7.3 | 0.0 | View |
Put | EVCM260515P00020000 | -0.743273 | 0.046879 | 1 | 2026-05-15 | 9.1 - 12.2 | 0.0 | View |
Put | EVCM260515P00022500 | -0.795942 | 0.041377 | 14 | 2026-05-15 | 11.2 - 14.7 | 0.0 | View |
Stock Volatility Analysis
EverCommerce stock volatility is a measure of the speed and extent of EverCommerce's price movements. High volatility generally means the stock price moves dramatically up or down in a short period of time. Low volatility means EverCommerce's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. EverCommerce 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 EverCommerce has a beta of 0.9519 suggesting EverCommerce market returns are highly reactive to returns on the market. As the market goes up or down, EverCommerce is expected to follow.Investors in EverCommerce face systematic risk from overall stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. EverCommerce (EVCM) recorded a Mean Deviation of 2.76, an Option Implied Volatility of 1.96, and a Standard Deviation of 4.13.
Predicted Return Density |
| Returns |
What Drives EverCommerce's Price Volatility?
Several factors can influence EverCommerce's market volatility:Industry Dynamics
Sector-level events can directly affect EverCommerce's price stability. Regulatory changes, supply disruptions, or shifts in demand within EverCommerce'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 EverCommerce.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for EverCommerce's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward EverCommerce. During periods of economic expansion, EverCommerce's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.EverCommerce's Company-Specific Factors
Volatility can also stem from events unique to EverCommerce. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in EverCommerce's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on EverCommerce's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of EverCommerce is -2273.02. The daily returns are distributed with a variance of 12.52 and standard deviation of 3.54. The mean deviation of EverCommerce is currently at 2.36. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.95 | |
σ | Overall volatility | 3.54 | |
Ir | Information ratio | 0.01 |
Stock Return Volatility
EverCommerce return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 3.5379% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8255% 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
Evaluating EverCommerce Stock requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PAYO | 2.42 | -0.16 | 0.00 | -0.19 | 0.00 | 5.09 | 27.10 | |||
| APPN | 2.11 | -0.54 | 0.00 | -0.92 | 0.00 | 3.84 | 17.60 | |||
| MQ | 1.79 | -0.24 | 0.00 | -0.29 | 0.00 | 2.62 | 13.03 | |||
| TDC | 2.53 | -0.04 | 0.00 | -0.11 | 0.00 | 3.32 | 41.05 | |||
| NTCT | 1.29 | 0.23 | 0.13 | 0.12 | 1.55 | 2.88 | 9.24 | |||
| PGY | 3.68 | -0.88 | 0.00 | -0.38 | 0.00 | 6.60 | 35.83 | |||
| CSGS | 0.18 | 0.05 | 0.70 | 2.97 | 0.00 | 0.40 | 3.33 | |||
| DBD | 1.51 | 0.17 | 0.09 | 0.10 | 1.83 | 3.07 | 9.90 | |||
| EVTC | 1.50 | 0.01 | 0.00 | -0.07 | 0.00 | 2.58 | 12.12 | |||
| FIVN | 2.62 | -0.53 | 0.00 | 0.26 | 0.00 | 5.24 | 20.63 |
Risk Metrics, Assumptions & Methodology
Volatility for EverCommerce measures return dispersion and uncertainty over time. Observed drawdowns appear relatively moderate compared with broader market swings. EverCommerce has a market cap of 1.81 B, ROE of 2.48%.
For EverCommerce, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Analyst projections are included when active coverage applies. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardEverCommerce Investment Opportunity
Recent data suggests that EverCommerce is meaningfully more volatile than Dow Jones Industrial, by roughly a 4.27x factor. Across the current 90-day horizon, that places the security below 31% of the broader equity and portfolio universe on a pure volatility basis.You can use EverCommerce to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected upward trend. Watch out for market signals. Check odds of EverCommerce to be traded at $12.56 in 90 days.Good diversification
The correlation between EVCM and DJI is -0.12, which Macroaxis classifies as Good diversification for the selected horizon. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
EverCommerce Additional Risk Indicators
Looking at additional risk metrics for EverCommerce helps investors judge how the position may behave under different market and portfolio conditions. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0019 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 2.76 | |||
| Coefficient Of Variation | -12,774 | |||
| Standard Deviation | 4.13 | |||
| Variance | 17.09 | |||
| Information Ratio | 0.0106 |
EverCommerce Suggested Diversification Pairs
Pair trading with EverCommerce 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.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around EverCommerce, market-wide risk remains. What pair trading can address is EverCommerce's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.