Knightscope Stock Volatility
| KSCP Stock | USD 3.93 -0.18 -4.38% |
Over the designated horizon, Knightscope maintains a minimal volatility profile. At this stage, Knightscope shows a Sharpe Ratio (Efficiency) of 0.0426, suggesting positive return efficiency over the last 3 months. We detected 22 technical indicators affecting the current volatility setup.
Sharpe Ratio = 0.0426
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Knightscope reported a Market Risk Adjusted Performance of -0.02%, a Risk of 5.33, and a Total Risk Alpha of 0.55. Monthly moving average analysis places Knightscope at roughly 3% of its prior performance bandwidth. Its effect inside a well-diversified portfolio would be influenced by cross-asset correlation.
Key indicators related to Knightscope's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Knightscope's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Knightscope's typical price swings and is a primary input in options pricing models.
Knightscope | Build portfolio with Knightscope Stock |
Volatility Strategy
Knightscope 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 5.33% with a beta coefficient of 2.47, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0426, evaluates return per unit of total risk. An alpha value of 0.14 reflects performance relative to systematic market exposure. Expected return estimates near 0.23% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Revenue outlook adjustments can impact price movement.
Main indicators related to Knightscope's market risk premium analysis include:
Beta 2.47 | Alpha 0.14 | Risk 5.33 | Sharpe Ratio 0.0426 | Expected Return 0.23 |
Moving against Knightscope Stock
Sensitivity To Market
Knightscope exhibits a beta of 2.47, 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 5.33%.Volatility metrics for Knightscope describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Stock dispersion can change materially during earnings seasons and macro data releases.
3 Months Beta |Analyze Knightscope Demand TrendCheck current 90 days Knightscope correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Knightscope 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 | 5.33 |
Standard deviation captures both upside and downside movement in Knightscope. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Knightscope's returns. Knightscope reported a Maximum Drawdown of 31.13.
Stock Volatility Analysis
Knightscope stock volatility is a measure of the speed and extent of Knightscope's price movements. High volatility generally means the stock price moves dramatically up or down in a short period of time. Low volatility means Knightscope'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. Knightscope 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 Knightscope has a beta of 2.468 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Knightscope will likely underperform.Investors in Knightscope 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. Knightscope reported a Mean Deviation of 4.00 and a Standard Deviation of 5.78.
Predicted Return Density |
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What Drives Knightscope's Price Volatility?
Several factors can influence Knightscope's market volatility:Industry Dynamics
Sector-level events can directly affect Knightscope's price stability. Regulatory changes, supply disruptions, or shifts in demand within Knightscope'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 Knightscope.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Knightscope's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Knightscope. During periods of economic expansion, Knightscope's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Knightscope's Company-Specific Factors
Volatility can also stem from events unique to Knightscope. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Knightscope's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Knightscope's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Knightscope is 2347.72. The daily returns are distributed with a variance of 28.45 and standard deviation of 5.33. The mean deviation of Knightscope is currently at 3.81. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.14 | |
β | Beta against Dow Jones | 2.47 | |
σ | Overall volatility | 5.33 | |
Ir | Information ratio | 0.0027 |
Stock Return Volatility
Knightscope return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The company has volatility of 5.3342% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon. Performance |
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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 Knightscope 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CSTE | 5.30 | -0.65 | 0.00 | -0.93 | 0.00 | 9.31 | 39.75 | |||
| SPCB | 3.13 | -0.05 | 0.00 | -0.14 | 0.00 | 6.32 | 14.80 | |||
| BGSF | 1.83 | 0.63 | 0.27 | 0.37 | 1.75 | 5.35 | 13.59 | |||
| GPUS | 5.62 | -0.07 | 0.00 | -0.12 | 0.00 | 11.76 | 62.50 | |||
| FLYY | 9.21 | -2.16 | 0.00 | 0.62 | 0.00 | 14.29 | 90.07 | |||
| APWC | 1.59 | -0.30 | 0.00 | -2.76 | 0.00 | 2.60 | 12.69 | |||
| SDST | 3.78 | -0.35 | 0.00 | -0.23 | 0.00 | 7.14 | 28.23 | |||
| SKYH | 1.84 | 0.09 | 0.03 | -0.01 | 2.34 | 3.67 | 9.69 | |||
| XOS | 3.30 | -0.01 | 0.00 | -0.09 | 0.00 | 5.14 | 38.89 | |||
| EDRY | 3.02 | 0.64 | 0.20 | 0.76 | 3.03 | 7.30 | 22.92 |
Risk Metrics, Assumptions & Methodology
Volatility for Knightscope measures return dispersion and uncertainty over time. Observed drawdowns appear relatively moderate compared with broader market swings. Knightscope has a market cap of 61.11 M, ROE of -1.64%.
For Knightscope, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Sell-side coverage, where present, supplements the data shown. 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 BoardKnightscope Investment Opportunity
Measured over the selected horizon, Knightscope carries roughly 6.5 times the return volatility of Dow Jones Industrial. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use Knightscope to protect your portfolios against small market fluctuations. 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 very speculative upward sentiment. Check odds of Knightscope to be traded at $3.73 in 90 days.Good diversification
KSCP currently posts a -0.1 correlation with DJI, indicating a Good diversification relationship for the active sample. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Knightscope Additional Risk Indicators
Looking at additional risk metrics for Knightscope frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 5.0E-4 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 4.0 | |||
| Coefficient Of Variation | -9,726 | |||
| Standard Deviation | 5.78 | |||
| Variance | 33.4 | |||
| Information Ratio | 0.0027 |
Knightscope Suggested Diversification Pairs
Pair trading with Knightscope 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.
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 Knightscope, market-wide risk remains. What pair trading can address is Knightscope's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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