Expedia Group Stock Volatility
| EXPE Stock | USD 225.78 -7.06 -3.03% |
The latest read on Expedia Group points to relatively low price volatility over the last 3 months. Its Sharpe ratio is -0.0687, pointing to inconsistent risk-adjusted returns over the last 3 months. This risk assessment is based on 24 technical indicators.
Sharpe Ratio = -0.0687
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| Negative Returns | EXPE |
Expedia Group posted a Market Risk Adjusted Performance of -0.2%, a Risk of 3.78, and a Risk Adjusted Performance of -0.1% for the reported period. Expedia is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to Expedia's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Expedia's historical volatility sets realistic expectations for Expedia's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Expedia exposure.
Volatility Strategy
Expedia Group dispersion metrics describe how it interacts with cross-asset exposure. Current statistical measures show total volatility near 3.78% with a beta coefficient of 1.07, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0687, evaluates return per unit of total risk. An alpha value of -0.19 reflects performance relative to systematic market exposure. Expected return estimates near -0.26% 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 Expedia's market risk premium analysis include:
Beta 1.07 | Alpha -0.19 | Risk 3.78 | Sharpe Ratio -0.07 | Expected Return -0.26 |
Moving together with Expedia Stock
| 0.77 | ALVDM | Voyageurs du Monde | PairCorr |
| 0.8 | GHG | GreenTree Hospitality | PairCorr |
| 0.67 | 10H | Scandic Hotels Group | PairCorr |
| 0.75 | 2T9A | TRAINLINE PLC LS | PairCorr |
| 0.84 | TCOM | Trip Group | PairCorr |
Moving Against Expedia Stock
| 0.78 | HTHT | Huazhu Group | PairCorr |
| 0.36 | PPH | PPHE Hotel Group | PairCorr |
| 0.33 | CZH | Choice Hotels | PairCorr |
| 0.32 | WH | Wyndham Hotels Resorts | PairCorr |
Sensitivity To Market
Expedia Group beta coefficient, currently 1.07, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 3.78%.Expedia Group has displayed return variability that can be compared across instruments using standard deviation (3.66%). Options markets imply a forward-looking volatility estimate near 68.0%. 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 Expedia Group Demand TrendCheck current 90 days Expedia correlation with market (Dow Jones Industrial)Downside Risk
For Expedia, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 3.78 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Expedia. Upside risk is measured by Expedia's standard deviation, while downside risk is captured by downside deviation of Expedia's returns. Expedia Group posted a Maximum Drawdown of 19.72 for the reported period.
Using Expedia Put Option to Manage Risk Based on 2026-06-18 Contracts
Expedia Group posted an Option Implied Volatility of 0.68 and an Option Max Pain Price of 230 for the reported period. Put options written on Expedia allow investors to profit from or hedge against a decline in Expedia's price. A put option on Expedia Stock gives the buyer the right to sell Expedia at the strike price until expiration.
Expedia's PUT expiring on 2026-06-18
Profit |
| Expedia Price At Expiration |
Current Expedia Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | EXPE260618P00070000 | -0.024527 | 3.24E-4 | 3 | 2026-06-18 | 0.0 - 2.2 | 0.0 | View |
| Put | EXPE260618P00075000 | -0.026315 | 3.62E-4 | 20 | 2026-06-18 | 0.0 - 2.23 | 0.0 | View |
| Put | EXPE260618P00080000 | -0.02825 | 4.04E-4 | 19 | 2026-06-18 | 0.0 - 2.27 | 0.0 | View |
| Put | EXPE260618P00085000 | -0.018392 | 3.45E-4 | 10 | 2026-06-18 | 0.0 - 1.07 | 0.0 | View |
| Put | EXPE260618P00090000 | -0.020314 | 3.91E-4 | 1 | 2026-06-18 | 0.0 - 1.14 | 0.0 | View |
| Put | EXPE260618P00095000 | -0.012376 | 3.08E-4 | 16 | 2026-06-18 | 0.03 - 1.01 | 0.0 | View |
| Put | EXPE260618P00100000 | -0.013709 | 3.52E-4 | 17 | 2026-06-18 | 0.01 - 1.1 | 0.0 | View |
| Put | EXPE260618P00105000 | -0.024808 | 5.38E-4 | 44 | 2026-06-18 | 0.0 - 1.2 | 0.0 | View |
| Put | EXPE260618P00110000 | -0.018602 | 4.87E-4 | 45 | 2026-06-18 | 0.11 - 1.35 | 0.0 | View |
| Put | EXPE260618P00115000 | -0.022298 | 5.8E-4 | 20 | 2026-06-18 | 0.23 - 1.52 | 0.0 | View |
| Put | EXPE260618P00120000 | -0.024655 | 6.59E-4 | 82 | 2026-06-18 | 0.36 - 1.51 | 0.0 | View |
Stock Volatility Analysis
For investors tracking Expedia, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Expedia's price swings over a specific time horizon.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Expedia Group 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 Expedia has a beta of 1.0745 suggesting Expedia Group market returns are highly-sensitive to returns on the market. As the market goes up or down, Expedia is expected to follow.The risk profile of Expedia includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. Expedia Group posted a Mean Deviation of 2.33, an Option Implied Volatility of 0.68, and a Standard Deviation of 3.66 for the reported period.
Predicted Return Distribution |
| Density |
What Drives Expedia's Price Volatility?
Industry Dynamics
Expedia's volatility can rise when competitive dynamics or demand conditions shift across the Hotels, Restaurants & Leisure sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Expedia's trading.Expedia's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Expedia.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Expedia is -1456.17. The daily returns are distributed with a variance of 14.29 and standard deviation of 3.78. The mean deviation of Expedia Group is currently at 2.47. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | -0.1855 | |
β | Beta against Dow Jones | 1.07 | |
σ | Overall volatility | 3.78 | |
Ir | Information ratio | -0.0522 |
Stock Return Volatility
Expedia return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 3.7804% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8534% 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
Expedia Company can look attractive on recent price action while risk efficiency lags the peer group. Risk-adjusted metrics help compare Expedia'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VIK | 2.08 | 0.08 | 0.08 | -0.22 | 2.47 | 5.37 | 13.27 | |||
| WSM | 1.75 | 0.08 | 0.00 | -0.03 | 0.00 | 3.85 | 11.23 | |||
| TSCO | 1.46 | -0.11 | 0.00 | -0.24 | 0.00 | 3.26 | 11.89 | |||
| ULTA | 1.58 | -0.14 | 0.00 | -0.30 | 0.00 | 2.58 | 17.67 | |||
| GELHY | 1.76 | 0.35 | 0.19 | 0.34 | 1.68 | 4.54 | 11.94 | |||
| IHG | 1.23 | -0.04 | 0.00 | -0.12 | 0.00 | 2.66 | 7.99 | |||
| PHM | 1.58 | 0.07 | 0.00 | -0.02 | 0.00 | 3.57 | 11.81 | |||
| QSR | 1.07 | 0.12 | 0.11 | 0.32 | 1.40 | 2.76 | 9.94 | |||
| ROL | 1.06 | -0.15 | 0.00 | -0.37 | 0.00 | 1.53 | 12.34 | |||
| DRI | 1.43 | 0.09 | 0.09 | 6.20 | 1.69 | 3.28 | 8.67 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Expedia measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. Expedia has a market cap of 28.95 B, P/E of 34.18, ROE of 48.67%.
The analytics block for Expedia Group relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Sell-side coverage, where present, supplements the data shown. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardExpedia Investment Opportunity
Expedia Group is about 4.45 times more volatile than Dow Jones Industrial based on recent return behavior. Across the current 90-day horizon, that places the security below 33% of the broader equity and portfolio universe on a pure volatility basis.You can use Expedia Group to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Expedia to be traded at $216.75 in 90 days.Good diversification
For the present investment horizon, the measured correlation between Expedia and Dow Jones stands at 0.11, or Good diversification. A 0.11 reading means Expedia and Dow Jones have very little price overlap, which supports diversification.
Expedia Additional Risk Indicators
A broader risk-indicator set for Expedia Group can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.24 | |||
| Mean Deviation | 2.33 | |||
| Coefficient Of Variation | -1,420 | |||
| Standard Deviation | 3.66 | |||
| Variance | 13.42 | |||
| Information Ratio | -0.05 |
Expedia Suggested Diversification Pairs
A pair strategy built around Expedia Group is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
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 Expedia, market-wide risk remains. What pair trading can address is Expedia's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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