Evercore Partners Stock Volatility
| EVR Stock | USD 274.87 -0.02 -0.01% |
Evercore Partners continues to register relatively low price volatility over the last 3 months. Its Sharpe ratio is -0.13, indicating a negative efficiency profile over the last 3 months. This risk assessment is based on 24 technical indicators.
Sharpe Ratio = -0.1296
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| Negative Returns | EVR |
Evercore Partners (EVR) recorded a Market Risk Adjusted Performance of -0.1%, a Risk of 2.68, and a Risk Adjusted Performance of -0.1%. Evercore Partners has not yet reached full return potential based on monthly moving average. A well-diversified portfolio context may improve Evercore Partners risk-adjusted performance.
Key indicators related to Evercore Partners' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Evercore Partners' 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.
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Volatility Strategy
Evercore Partners variability affects risk-adjusted contribution depending on portfolio structure. Current statistical measures show total volatility near 2.68% with a beta coefficient of 2.28, 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 -0.0545 reflects performance relative to systematic market exposure. Expected return estimates near -0.35% 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 Evercore Partners' market risk premium analysis include:
Beta 2.28 | Alpha -0.05 | Risk 2.68 | Sharpe Ratio -0.13 | Expected Return -0.35 |
Moving together with Evercore Stock
| 0.96 | SF | Stifel Financial | PairCorr |
| 0.95 | HLI | Houlihan Lokey | PairCorr |
| 0.82 | QCH | Computershare Limited | PairCorr |
| 0.79 | XTP | Sino AG | PairCorr |
| 0.81 | PBCRY | Bank Central Asia | PairCorr |
| 0.82 | PBCRF | PT Bank Central | PairCorr |
Moving against Evercore Stock
| 0.5 | KB | KB Financial Group | PairCorr |
| 0.43 | WF | Woori Financial Group | PairCorr |
| 0.42 | SHG | Shinhan Financial | PairCorr |
| 0.38 | BKRKF | PT Bank Rakyat | PairCorr |
Sensitivity To Market
Evercore Partners systematic risk exposure can be summarized by its beta of 2.28. This metric compares asset return behavior against benchmark returns. Total volatility remains around 2.68%.This volatility note keeps the focus on measured behavior: dispersion, downside movement, and the stability of recent returns for Evercore Partners. Options markets imply a forward-looking volatility estimate near 54.0%. This indicates expectations for moderate future movement relative to historical averages. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
| α | -0.0545 | β | 2.28 | Check current 90 days Evercore Partners correlation with market (Dow Jones Industrial)
Downside Risk
Evercore standard deviation captures how much its daily price fluctuates around the historical average. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 2.68 |
Upside risk in Evercore Partners 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 Evercore Partners' returns. Evercore Partners (EVR) recorded a Maximum Drawdown of 12.84.
Using Evercore Put Option to Manage Risk Based on 2026-06-18 Contracts
Evercore Partners (EVR) recorded an Option Implied Volatility of 0.54 and an Option Max Pain Price of 280. Put options on Evercore Partners provide a mechanism for investors to limit downside risk without selling Evercore Partners' shares. The put buyer pays a premium upfront for the right to sell Evercore Stock at the strike price before expiration.
Evercore Partners' PUT expiring on 2026-06-18
Profit |
| Evercore Partners Price At Expiration |
Current Evercore Partners Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | EVR260618P00370000 | -0.922363 | 0.002645 | 34 | 2026-06-18 | 94.9 - 97.4 | 0.0 | View |
| Put | EVR260618P00360000 | -0.902556 | 0.003217 | 41 | 2026-06-18 | 85.3 - 87.8 | 0.0 | View |
| Put | EVR260618P00350000 | -0.894655 | 0.003675 | 35 | 2026-06-18 | 74.6 - 78.6 | 0.0 | View |
| Put | EVR260618P00340000 | -0.84057 | 0.004561 | 24 | 2026-06-18 | 66.9 - 69.6 | 0.0 | View |
| Put | EVR260618P00330000 | -0.795108 | 0.005328 | 1 | 2026-06-18 | 58.0 - 61.2 | 0.0 | View |
| Put | EVR260618P00320000 | -0.740581 | 0.005945 | 1 | 2026-06-18 | 50.0 - 53.3 | 0.0 | View |
| Put | EVR260618P00310000 | -0.679155 | 0.006383 | 70 | 2026-06-18 | 42.8 - 46.0 | 0.0 | View |
| Put | EVR260618P00300000 | -0.616601 | 0.00671 | 8 | 2026-06-18 | 36.3 - 38.6 | 0.0 | View |
| Put | EVR260618P00290000 | -0.548044 | 0.006733 | 24 | 2026-06-18 | 30.6 - 32.5 | 0.0 | View |
| Put | EVR260618P00280000 | -0.480469 | 0.006587 | 8 | 2026-06-18 | 25.3 - 27.1 | 0.0 | View |
| Put | EVR260618P00270000 | -0.414827 | 0.006118 | 415 | 2026-06-18 | 20.5 - 23.0 | 0.0 | View |
Stock Volatility Analysis
Evercore Partners stock volatility is a key input for most investment risk models. When Evercore Partners' volatility is elevated, prices can swing by several percentage points in a single session.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Evercore Partners 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
Considering the 90-day investment horizon Evercore Partners has a beta of 2.2791 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, Evercore Partners will likely underperform.The overall risk of Evercore Partners includes stock market sensitivity and asset-level influences. Diversification addresses specific risk but not systemic exposure. Evercore Partners (EVR) recorded a Mean Deviation of 1.93, an Option Implied Volatility of 0.54, and a Standard Deviation of 2.62.
Predicted Return Density |
| Returns |
What Drives Evercore Partners' Price Volatility?
Several factors can influence Evercore Partners' market volatility:Industry Dynamics
Sector-level events can directly affect Evercore Partners' price stability. Regulatory changes, supply disruptions, or shifts in demand within Evercore Partners' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Evercore Partners.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Evercore Partners' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Evercore Partners. During periods of economic expansion, Evercore Partners' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Evercore Partners' Company-Specific Factors
Volatility can also stem from events unique to Evercore Partners. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Evercore Partners' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Evercore Partners' share price.Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Evercore Partners is -771.44. The daily returns are distributed with a variance of 7.21 and standard deviation of 2.68. The mean deviation of Evercore Partners is currently at 1.98. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0545 | |
β | Beta against Dow Jones | 2.28 | |
σ | Overall volatility | 2.68 | |
Ir | Information ratio | -0.0688 |
Stock Return Volatility
Volatility for Evercore Partners quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 2.6843% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8242% 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
Evercore Partners Company may look attractive on headline returns alone, but deeper analysis often tells a different story. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PJT | 1.45 | -0.23 | 0.00 | -0.25 | 0.00 | 2.07 | 12.71 | |||
| MC | 1.85 | -0.15 | 0.00 | -0.17 | 0.00 | 2.72 | 12.72 | |||
| PWP | 2.14 | 0.19 | 0.00 | -0.01 | 0.00 | 4.97 | 15.84 | |||
| JEF | 2.12 | -0.45 | 0.00 | -0.30 | 0.00 | 2.82 | 17.82 | |||
| LAZ | 1.85 | -0.16 | 0.00 | -0.18 | 0.00 | 3.62 | 13.41 | |||
| PIPR | 1.84 | 0.00 | 0.00 | -0.10 | 0.00 | 3.18 | 16.51 | |||
| HLI | 1.24 | -0.23 | 0.00 | -0.28 | 0.00 | 1.93 | 10.42 | |||
| SF | 1.33 | -0.12 | 0.00 | -0.18 | 0.00 | 2.47 | 9.97 | |||
| OPY | 1.74 | 0.39 | 0.20 | 0.20 | 1.62 | 4.84 | 14.73 |
Risk Metrics, Assumptions & Methodology
Volatility for Evercore Partners measures return dispersion and uncertainty over time. Price variability shapes drawdown potential over rolling windows. Evercore Partners has a market cap of 10.89 B, P/E of 10.51, ROE of 30.07%.
For Evercore Partners, 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:
Rifka Kats - Member of Macroaxis Editorial BoardEvercore Partners Investment Opportunity
Recent data suggests that Evercore Partners is meaningfully more volatile than Dow Jones Industrial, by roughly a 3.27x factor. Across the current 90-day horizon, that places the security below 24% of the broader equity and portfolio universe on a pure volatility basis.You can use Evercore Partners 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 works best as a directional cue rather than as a standalone forecast. a normal downward trend and little activity. Check odds of Evercore Partners to be traded at $272.12 in 90 days.Poor diversification
Evercore Partners currently posts a 0.74 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Evercore Partners Additional Risk Indicators
Looking at additional risk metrics for Evercore Partners frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.08 | |||
| Market Risk Adjusted Performance | -0.11 | |||
| Mean Deviation | 1.93 | |||
| Coefficient Of Variation | -975.40 | |||
| Standard Deviation | 2.62 | |||
| Variance | 6.87 | |||
| Information Ratio | -0.07 |
Evercore Partners Suggested Diversification Pairs
Pair trading with Evercore Partners can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. 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. Evercore Partners' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Evercore Partners' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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