InMode Stock Volatility
| INMD Stock | USD 13.53 -0.26 -1.89% |
InMode now displays relatively low price volatility across the last 3 months. InMode currently reflects a Sharpe ratio of -0.0235, confirming negative risk-adjusted behavior over the last 3 months. 24 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = -0.0235
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | INMD |
InMode's financial profile includes a Market Risk Adjusted Performance of 0.2%, a Risk of 2.95, and a Risk Adjusted Performance of -0.01%. Based on recent moving average trends, InMode has not achieved its theoretical performance maximum. If added to a well-diversified portfolio, the total return can be enhanced and market risk reduced.
Key indicators related to InMode's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of InMode determines how much InMode's price can move in either direction. It is a statistical measure of the distribution of InMode daily returns, calculated using variance and standard deviation.
Volatility Strategy
Market cycles can shift how InMode participates in overall return dispersion. Current statistical measures show total volatility near 2.95% with a beta coefficient of -0.41, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0235, evaluates return per unit of total risk. An alpha value of -0.0855 reflects performance relative to systematic market exposure. Expected return estimates near -0.0694% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Macro developments can affect sector-level volatility.
Main indicators related to InMode's market risk premium analysis include:
Beta -0.41 | Alpha -0.09 | Risk 2.95 | Sharpe Ratio -0.02 | Expected Return -0.07 |
Moving together with InMode Stock
Moving against InMode Stock
| 0.65 | PINK | Perimeter Medical Imaging Earnings Call Tomorrow | PairCorr |
| 0.54 | VMD | Viemed Healthcare | PairCorr |
| 0.48 | AHG | Akso Health Group | PairCorr |
| 0.47 | SNDA | Sonida Senior Living | PairCorr |
| 0.32 | AVR | Anteris Technologies | PairCorr |
Sensitivity To Market
InMode shows a beta coefficient of -0.41, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 2.95%.This overview focuses on observed volatility for InMode and how returns have fluctuated. Downside deviation currently reads near 0.0%. Options markets imply a forward-looking volatility estimate near 66.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For stocks, measured downside deviation helps describe the intensity of negative return periods.
3 Months Beta |Analyze InMode Demand TrendCheck current 90 days InMode correlation with market (Dow Jones Industrial)Downside Risk
InMode standard deviation quantifies the typical daily price movement relative to its average over your selected period. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 2.95 |
The difference between upside risk and downside risk is meaningful for InMode investors. Upside risk is represented by InMode's standard deviation, while downside risk is measured by semi-deviation of InMode's returns. InMode's financial profile includes a Maximum Drawdown of 17.31.
Using InMode Put Option to Manage Risk Based on 2026-05-15 Contracts
InMode's financial profile includes an Option Implied Volatility of 0.66 and an Option Max Pain Price of -1. Investors holding InMode can use put options to hedge against potential price declines in InMode Stock. The put buyer has a limited loss equal to the premium paid for the right to sell InMode Stock at the strike.
InMode's PUT expiring on 2026-05-15
Profit |
| InMode Price At Expiration |
Current InMode Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | INMD260515P00010000 | -0.206671 | 0.031706 | 282 | 2026-05-15 | 0.0 - 1.5 | 0.0 | View |
| Put | INMD260515P00011000 | -0.106149 | 0.067753 | 229 | 2026-05-15 | 0.0 - 0.15 | 0.0 | View |
| Put | INMD260515P00012000 | -0.16471 | 0.116498 | 234 | 2026-05-15 | 0.1 - 0.4 | 0.0 | View |
| Put | INMD260515P00013000 | -0.3544 | 0.119785 | 406 | 2026-05-15 | 0.0 - 0.85 | 0.0 | View |
| Put | INMD260515P00014000 | -0.475411 | 0.117143 | 539 | 2026-05-15 | 0.9 - 2.05 | 0.0 | View |
| Put | INMD260515P00015000 | -0.681736 | 0.168517 | 1281 | 2026-05-15 | 0.55 - 2.7 | 0.0 | View |
| Put | INMD260515P00016000 | -0.728907 | 0.115562 | 148 | 2026-05-15 | 0.7 - 4.6 | 0.0 | View |
| Put | INMD260515P00017000 | -0.85601 | 0.090664 | 52 | 2026-05-15 | 2.2 - 4.6 | 0.0 | View |
| Put | INMD260515P00018000 | -0.971733 | 0.032017 | 3 | 2026-05-15 | 2.25 - 6.3 | 0.0 | View |
| Put | INMD260515P00021000 | 0.0 | 0.0 | 1 | 2026-05-15 | 5.2 - 9.3 | 0.0 | View |
Stock Volatility Analysis
When measuring the risk of InMode stock, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with InMode's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. InMode 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 InMode has a beta of -0.4093 . This usually indicates that as returns on the benchmark increase, returns on InMode tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, InMode is likely to outperform the market.Risk assessment for InMode separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. InMode's financial profile includes a Mean Deviation of 1.85, an Option Implied Volatility of 0.66, and a Standard Deviation of 2.83.
Predicted Return Distribution |
| Density |
What Drives InMode's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Health Care Equipment & Supplies sector often set the baseline volatility regime for InMode.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.InMode's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for InMode's.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of InMode is -4253.6. The daily returns are distributed with a variance of 8.7 and standard deviation of 2.95. The mean deviation of InMode is currently at 1.92. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0855 | |
β | Beta against Dow Jones | -0.4093 | |
σ | Overall volatility | 2.95 | |
Ir | Information ratio | 0.0036 |
Stock Return Volatility
InMode daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 2.9501% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8483% 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
Return momentum in InMode Stock is more useful when tested against peer-relative fundamentals and risk. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TNDM | 3.01 | 0.34 | 0.12 | 0.28 | 2.89 | 7.42 | 39.25 | |||
| IRMD | 1.37 | 0.11 | 0.06 | 0.07 | 1.83 | 2.46 | 14.34 | |||
| AXGN | 2.24 | 0.18 | 0.07 | 0.40 | 2.91 | 5.21 | 15.09 | |||
| IART | 2.12 | -0.60 | 0.00 | 6.37 | 0.00 | 4.58 | 13.75 | |||
| CTEV | 4.81 | -1.04 | 0.00 | 5.96 | 0.00 | 9.21 | 56.65 | |||
| AHCO | 2.03 | 0.07 | 0.03 | 0.08 | 3.30 | 4.64 | 18.48 | |||
| OPK | 1.49 | -0.11 | 0.00 | -0.18 | 0.00 | 3.03 | 11.25 | |||
| OCS | 2.16 | 0.42 | 0.16 | 0.39 | 2.26 | 5.05 | 15.41 | |||
| ANAB | 2.80 | 0.63 | 0.18 | 0.67 | 3.03 | 7.74 | 20.01 | |||
| XNCR | 2.77 | -0.27 | 0.00 | -0.31 | 0.00 | 5.99 | 25.51 |
Risk Metrics, Assumptions & Methodology
Volatility for InMode measures return dispersion and uncertainty over time. Swing amplitude frames exposure planning and risk limits. InMode has a market cap of 857.24 M, P/E of 20.78, ROE of 13.53%.
Data shown for InMode is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardInMode Investment Opportunity
InMode is about 3.47 times more volatile than Dow Jones Industrial based on recent return behavior. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use InMode to protect the portfolio against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of InMode to be traded at $13.12 in 90 days.Weak diversification
Across the chosen horizon, InMode and Dow Jones show a correlation of 0.57 and fall into the Weak diversification bucket. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding InMode alone.
InMode Additional Risk Indicators
A broader risk-indicator set for InMode can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | 0.151 | |||
| Mean Deviation | 1.85 | |||
| Coefficient Of Variation | -5,942 | |||
| Standard Deviation | 2.83 | |||
| Variance | 8.03 | |||
| Information Ratio | 0.0036 |
InMode Suggested Diversification Pairs
Pair analysis around InMode matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for InMode persists even in a well-constructed pair. The benefit is in offsetting InMode's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of InMode.
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