EXACT Sciences Stock Volatility

EXAS Stock

USD 103.40 0.03 0.03%

EXACT Sciences continues to exhibit a minimal volatility profile over the designated horizon. Its Sharpe Ratio (Efficiency) stands at 0.18, indicating risk-adjusted returns over the last 3 months. We found 28 technical indicators contributing to the current risk picture.

Sharpe Ratio = 0.1802

High Returns	Best Equity
Good Returns
Average Returns
Small Returns
Cash	Small Risk	Average Risk	High Risk	Huge Risk
Negative Returns	EXAS

EXACT Sciences's financial profile includes a Market Risk Adjusted Performance of 0.4%, a Risk of 0.17, and a Risk Adjusted Performance of 0.1%. Based on monthly moving average positioning, EXACT Sciences is operating near 14% of its observed historical performance range. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.

Key indicators related to EXACT Sciences' volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Low

90 Days Economic Sensitivity

Barely shadows the market

EXACT Sciences Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of EXACT daily returns, and it is calculated using variance and standard deviation.

Build AI portfolio with EXACT Stock

EXACT Sciences Volatility Strategy

EXACT Sciences 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 0.17% with a beta coefficient of 0.0608, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.18, evaluates return per unit of total risk. An alpha value of 0.025 reflects performance relative to systematic market exposure. Expected return estimates near 0.0311% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.

Main indicators related to EXACT Sciences' market risk premium analysis include:

Beta

0.0608

Alpha

0.025

Risk

0.17

Sharpe Ratio

0.18

Expected Return

0.0311

Moving together with EXACT Stock

0.89	ZURA	Zura Bio Limited	Pair Corr
0.71	NAUT	Nautilus Biotechnology	Pair Corr
0.61	ARCT	Arcturus Therapeutics	Pair Corr
0.83	PKX	POSCO Holdings	Pair Corr
0.79	EC	Ecopetrol SA ADR	Pair Corr
0.88	AEP	American Electric Power	Pair Corr
0.81	IPSC	Century Therapeutics Earnings Call Today	Pair Corr
0.91	EIX	Edison International	Pair Corr
0.96	GBCS	Global Healthcare REIT	Pair Corr
0.67	BNAI	Brand Engagement Network	Pair Corr
0.93	IMO	Imperial Oil	Pair Corr

Moving against EXACT Stock

0.93	CLDI	Calidi Biotherapeutics	Pair Corr
0.72	ASMB	Assembly Biosciences	Pair Corr
0.66	SGMT	Sagimet Biosciences	Pair Corr
0.62	PTAIF	PT Astra International	Pair Corr
0.58	IMRX	Immuneering Corp	Pair Corr
0.53	PYXS	Pyxis Oncology	Pair Corr
0.52	TNYA	Tenaya Therapeutics	Pair Corr
0.49	PIFMY	Indofood Sukses Makmur	Pair Corr

EXACT Sciences Sensitivity To Market

EXACT Sciences'EXACT Sciences beta coefficient measures the volatility of EXACT stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing EXACT returns against market returns. A beta of 0.0608 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.17%.EXACT Sciences has shown noticeable price swings over the selected period. Downside deviation is about 0.16% and standard deviation is about 0.17%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 52.0%. This indicates expectations for moderate future movement relative to historical averages. For EXACT Sciences, price swings may be influenced by sector movement and company-specific headlines.

Check current 90 days EXACT Sciences correlation with market (Dow Jones Industrial)

0.03

0.06

Competition

3 Months Beta |Analyze EXACT Sciences Demand Trend

Check current 90 days EXACT Sciences correlation with market (Dow Jones Industrial)

EXACT Sciences Downside Risk

EXACT standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.

Standard Deviation

0.17

It is essential to understand the difference between upside risk (as represented by EXACT Sciences's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of EXACT Sciences' daily returns or price. EXACT Sciences's financial profile includes a Downside Deviation of 0.16, a Downside Variance of 0.03, and a Maximum Drawdown of 0.83.

Using EXACT Put Option to Manage Risk Based on 2026-04-17 Contracts

EXACT Sciences's financial profile includes an Option Implied Volatility of 0.52 and an Option Max Pain Price of -1. Put options written on EXACT Sciences grant holders of the option the right to sell a specified amount of EXACT Sciences at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of EXACT Stock cannot fall below.

EXACT Sciences' PUT expiring on 2026-06-18

Profit

EXACT Sciences Price At Expiration

Current EXACT Sciences Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	EXAS260417P00105000	-0.553418	0.051516	1	2026-04-17	0.0 - 3.8	0.0	View
Put	EXAS260417P00100000	-0.322894	0.039696	167	2026-04-17	0.0 - 2.0	0.0	View
Put	EXAS260417P00097500	-0.275924	0.028113	8	2026-04-17	0.0 - 2.15	0.0	View
Put	EXAS260417P00095000	-0.239502	0.021855	4	2026-04-17	0.0 - 2.15	0.0	View
Put	EXAS260417P00092500	-0.212258	0.017605	3	2026-04-17	0.0 - 2.15	0.0	View
Put	EXAS260417P00090000	-0.190813	0.014538	1080	2026-04-17	0.0 - 2.15	0.0	View
Put	EXAS260417P00085000	-0.084142	0.009752	64	2026-04-17	0.0 - 0.65	0.0	View
Put	EXAS260417P00080000	-0.135295	0.00783	7	2026-04-17	0.0 - 2.15	0.0	View
Put	EXAS260417P00075000	-0.035798	0.004003	3323	2026-04-17	0.0 - 0.3	0.0	View
Put	EXAS260417P00072500	-0.109539	0.005363	14	2026-04-17	0.0 - 2.15	0.0	View
Put	EXAS260417P00070000	-0.102596	0.004772	44	2026-04-17	0.0 - 2.15	0.0	View

View All EXACT Sciences Options

EXACT Sciences Stock Volatility Analysis

Volatility refers to the frequency at which EXACT Sciences stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with EXACT Sciences' price changes.

Transformation

The output start index for this execution was zero with a total number of output elements of sixty-one. EXACT Sciences 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.

EXACT Sciences Projected Return Density Against Market

Given the investment horizon of 90 days EXACT Sciences has a beta of 0.0608 suggesting as returns on the market go up, EXACT Sciences's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding EXACT Sciences is expected to be smaller as well.

EXACT Sciences 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. EXACT Sciences's financial profile includes a Downside Deviation of 0.16, a Mean Deviation of 0.13, and an Option Implied Volatility of 0.52.

EXACT Sciences has an alpha of 0.025, implying that it can generate a 0.025 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Density

Returns

EXACT Sciences' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how exact stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an EXACT Sciences Price Volatility?

Several factors can influence a stock's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

EXACT Sciences Stock Risk Measures

Given the investment horizon of 90 days the coefficient of variation of EXACT Sciences is 555.02. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.17. The mean deviation of EXACT Sciences is currently at 0.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77

α	Alpha over Dow Jones	0.03	Details
β	Beta against Dow Jones	0.06	Details
σ	Overall volatility	0.17	Details
Ir	Information ratio	0.26	Details

EXACT Sciences Stock Return Volatility

EXACT Sciences historical daily return volatility represents how much of EXACT Sciences stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.1724% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7735% volatility on return distribution over a 90-day horizon.

Performance

Timeline

Related Correlations Analysis

	GH	ICLR	VTRS	BBIO	SMMT	RVTY	ROIV	RVMD	DOCS	QGEN
GH		0.57	-0.24	0.74	0.12	0.83	-0.57	0.31	0.45	0.58	GH
ICLR	0.57		-0.85	0.66	0.58	0.54	-0.9	-0.24	0.94	-0.1	ICLR
VTRS	-0.24	-0.85		-0.5	-0.7	-0.19	0.82	0.47	-0.94	0.44	VTRS
BBIO	0.74	0.66	-0.5		0.35	0.53	-0.65	0.01	0.63	0.15	BBIO
SMMT	0.12	0.58	-0.7	0.35		0.05	-0.51	-0.28	0.73	-0.55	SMMT
RVTY	0.83	0.54	-0.19	0.53	0.05		-0.43	0.5	0.36	0.66	RVTY
ROIV	-0.57	-0.9	0.82	-0.65	-0.51	-0.43		0.35	-0.92	0.08	ROIV
RVMD	0.31	-0.24	0.47	0.01	-0.28	0.5	0.35		-0.37	0.63	RVMD
DOCS	0.45	0.94	-0.94	0.63	0.73	0.36	-0.92	-0.37		-0.3	DOCS
QGEN	0.58	-0.1	0.44	0.15	-0.55	0.66	0.08	0.63	-0.3		QGEN
	GH	ICLR	VTRS	BBIO	SMMT	RVTY	ROIV	RVMD	DOCS	QGEN

Please upgrade your account to get full access to Macroaxis premium features

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

DOCS	+ 0.94	ICLR
RVTY	+ 0.83	GH
ROIV	+ 0.82	VTRS
BBIO	+ 0.74	GH
DOCS	+ 0.73	SMMT
BBIO	+ 0.66	ICLR

High negative correlations

DOCS	- 0.94	VTRS
DOCS	- 0.92	ROIV
ROIV	- 0.9	ICLR
VTRS	- 0.85	ICLR
SMMT	- 0.7	VTRS
ROIV	- 0.65	BBIO

Risk-Adjusted Indicators

There is a big difference between EXACT Stock performing well and EXACT Sciences Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze EXACT Sciences' multiple risk-adjusted performance indicators across the competitive landscape. 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
GH	1.97	-0.26	0.00	-0.20	0.00	0.00	3.22	-5.99	18.69
ICLR	3.18	-0.58	0.00	-0.26	0.00	0.00	4.97	-7.24	44.58
VTRS	1.49	0.44	0.24	0.49	1.42	-1.69	5.01	-2.38	11.91
BBIO	2.13	0.00	0.00	-0.02	0.00	0.00	4.65	-3.94	19.89
SMMT	2.68	-0.14	0.00	-0.09	0.00	0.00	5.00	-5.97	20.41
RVTY	1.84	-0.15	0.00	-0.12	0.00	0.00	3.99	-4.15	11.58
ROIV	2.08	0.59	0.32	0.34	1.42	-2.65	5.78	-2.87	25.30
RVMD	2.15	0.44	0.15	-1.68	2.97	-2.71	4.46	-2.49	45.50
DOCS	2.37	-1.05	0.00	22.83	0.00	0.00	3.54	-6.54	22.32
QGEN	1.45	-0.10	0.00	0.35	0.00	0.00	2.53	-2.78	20.63

About EXACT Sciences Volatility Analysis

Volatility for EXACT Sciences measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. EXACT Sciences has a market cap of 19.74 B, ROE of -8.66%.

Unless otherwise specified, financial data for EXACT Sciences is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. EXACT Sciences may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.

EXACT Stock is Curated By:

Ellen Johnson · Member of Macroaxis Editorial Board

EXACT Sciences Investment Opportunity

Measured over the selected horizon, Dow Jones Industrial carries roughly 4.53 times the return volatility of EXACT Sciences. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use EXACT Sciences to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of EXACT Sciences to be traded at $108.57 in 90 days.

Weak diversification

Across the chosen horizon, EXAS and DJI show a correlation of 0.39 and fall into the Weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

View Details

EXACT Sciences Additional Risk Indicators

Risk analysis around EXACT Sciences becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.

	Risk Adjusted Performance	0.1187
	Market Risk Adjusted Performance	0.4011
	Mean Deviation	0.1265
	Downside Deviation	0.1618
	Coefficient Of Variation	501.28
	Standard Deviation	0.1693
	Variance	0.0287

EXACT Sciences Suggested Diversification Pairs

Pair trading with EXACT Sciences can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.

	Alphabet vs. EXACT Sciences
	Visa vs. EXACT Sciences
	Citigroup vs. EXACT Sciences
	Salesforce vs. EXACT Sciences
	Walker Dunlop vs. EXACT Sciences
	Ford vs. EXACT Sciences
	Bank of America vs. EXACT Sciences

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 EXACT Sciences 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. EXACT Sciences' 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, EXACT Sciences' 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 EXACT Sciences.

Additional Tools for EXACT Stock Analysis

	Commodity Channel Use Commodity Channel Index to analyze current equity momentum
	Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities
	Bonds Directory Find actively traded corporate debentures issued by US companies
	Performance Analysis Check effects of mean-variance optimization against your current asset allocation
	Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
	Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated
	Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
	Commodity Directory Find actively traded commodities issued by global exchanges

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC