Standard Biotools Stock Volatility
| LAB Stock | USD 0.97 0.0041 0.42% |
Standard Biotools continues to exhibit a minimal volatility profile over the designated horizon. Standard Biotools reports a Sharpe Ratio (Efficiency) of -0.18, indicating negative risk-adjusted returns over the last 3 months. The present risk profile is informed by 21 technical indicators.
Sharpe Ratio = -0.1758
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| Negative Returns | LAB |
Standard Biotools (LAB) recorded a Market Risk Adjusted Performance of -0.3%, a Risk of 4.29, and a Risk Adjusted Performance of -0.1%. Based on monthly moving average Standard Biotools is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to Standard Biotools' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Standard Biotools 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 Standard daily returns, and it is calculated using variance and standard deviation.
Standard | Build portfolio with Standard Stock |
Volatility Strategy
Standard Biotools 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 4.29% with a beta coefficient of 1.82, 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 -0.4 reflects performance relative to systematic market exposure. Expected return estimates near -0.75% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Analyst revisions may increase short-term dispersion.
Main indicators related to Standard Biotools' market risk premium analysis include:
Beta 1.82 | Alpha -0.40 | Risk 4.29 | Sharpe Ratio -0.18 | Expected Return -0.75 |
Moving together with Standard Stock
| 0.87 | A | Agilent Technologies | PairCorr |
| 0.86 | TEM | Tempus AI Class | PairCorr |
| 0.74 | ILMN | Illumina | PairCorr |
| 0.84 | MEDP | Medpace Holdings | PairCorr |
| 0.62 | SIGL | Signal Advance | PairCorr |
| 0.83 | DIS | Walt Disney | PairCorr |
Moving against Standard Stock
| 0.82 | CVX | Chevron Corp | PairCorr |
| 0.78 | NVSEF | Novartis AG | PairCorr |
| 0.73 | NIHK | Video River Networks | PairCorr |
| 0.69 | SLF | Sun Life Financial | PairCorr |
| 0.6 | TATT | Tat Techno | PairCorr |
| 0.6 | CWQXF | Castellum AB | PairCorr |
| 0.58 | SUNFF | Sun Life Financial | PairCorr |
| 0.42 | 20030NCM1 | COMCAST P NEW | PairCorr |
| 0.41 | AA | Alcoa Corp | PairCorr |
Sensitivity To Market
Standard Biotools beta coefficient measures the volatility of Standard stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Standard returns against market returns. A beta of 1.82 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 4.29%.Standard Biotools has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 4.31%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 278.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For stocks, volatility is commonly tied to sentiment shifts and revisions in forward expectations.
| α | -0.4032 | β | 1.82 | Check current 90 days Standard Biotools correlation with market (Dow Jones Industrial)
Downside Risk
Standard 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 | 4.29 |
It is essential to understand the difference between upside risk (as represented by Standard Biotools's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Standard Biotools' daily returns or price. Standard Biotools (LAB) recorded a Maximum Drawdown of 27.04.
Using Standard Put Option to Manage Risk Based on 2026-05-15 Contracts
Standard Biotools (LAB) recorded an Option Implied Volatility of 2.78 and an Option Max Pain Price of -1. Put options written on Standard Biotools grant holders of the option the right to sell a specified amount of Standard Biotools 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 Standard Stock cannot fall below.
Standard Biotools' PUT expiring on 2026-05-15
Profit |
| Standard Biotools Price At Expiration |
Current Standard Biotools Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | LAB260515P00001000 | 0.0 | 0.0 | 1 | 2026-05-15 | 0.0 - 1.0 | 0.0 | View |
Put | LAB260515P00001500 | 0.0 | 0.0 | 1 | 2026-05-15 | 0.1 - 0.75 | 0.0 | View |
Put | LAB260515P00002000 | 0.0 | 0.0 | 13 | 2026-05-15 | 0.55 - 1.5 | 0.0 | View |
Stock Volatility Analysis
Volatility refers to the frequency at which Standard Biotools stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Standard Biotools' price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Standard Biotools 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 Standard Biotools has a beta of 1.8226 . 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, Standard Biotools will likely underperform.Standard Biotools 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. Standard Biotools (LAB) recorded a Mean Deviation of 2.91, an Option Implied Volatility of 2.78, and a Standard Deviation of 4.31.
Predicted Return Density |
| Returns |
What Drives Standard Biotools' Price Volatility?
Several factors can influence Standard Biotools' market volatility:Industry Dynamics
Sector-level events can directly affect Standard Biotools' price stability. Regulatory changes, supply disruptions, or shifts in demand within Standard Biotools' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Standard Biotools.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Standard Biotools' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Standard Biotools. During periods of economic expansion, Standard Biotools' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Standard Biotools' Company-Specific Factors
Volatility can also stem from events unique to Standard Biotools. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Standard Biotools' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Standard Biotools' share price.Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Standard Biotools is -568.7. The daily returns are distributed with a variance of 18.37 and standard deviation of 4.29. The mean deviation of Standard Biotools is currently at 2.81. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.4032 | |
β | Beta against Dow Jones | 1.82 | |
σ | Overall volatility | 4.29 | |
Ir | Information ratio | -0.1099 |
Stock Return Volatility
Standard Biotools historical daily return volatility represents how much of Standard Biotools stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 4.286% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8255% 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
There is a big difference between Standard Stock performing well and Standard Biotools 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 Standard Biotools' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VREX | 1.58 | 0.07 | 0.00 | -0.04 | 0.00 | 3.53 | 14.01 | |||
| CBLL | 1.84 | -0.02 | 0.00 | -0.11 | 0.00 | 4.19 | 11.18 | |||
| CGEM | 3.27 | 0.23 | 0.07 | 0.18 | 3.63 | 6.82 | 15.87 | |||
| AVNS | 1.75 | 0.31 | 0.12 | 0.19 | 2.25 | 4.13 | 15.78 | |||
| SY | 2.96 | 0.28 | 0.04 | 0.04 | 3.97 | 5.54 | 25.73 | |||
| ADCT | 2.92 | 0.12 | 0.02 | 0.00 | 3.48 | 6.44 | 24.34 | |||
| TMCI | 3.68 | -0.84 | 0.00 | -0.44 | 0.00 | 8.15 | 25.69 | |||
| KIDS | 1.98 | -0.03 | 0.00 | -0.12 | 0.00 | 4.04 | 16.89 | |||
| CTKB | 2.02 | -0.06 | 0.00 | -0.13 | 0.00 | 3.95 | 15.14 | |||
| BVS | 1.70 | 0.36 | 0.15 | 0.41 | 2.23 | 3.76 | 15.02 |
Risk Metrics, Assumptions & Methodology
Volatility for Standard Biotools measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Standard Biotools has a market cap of 371.11 M, ROE of -13.13%.
Unless otherwise specified, data for Standard Biotools is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardStandard Biotools Investment Opportunity
Recent data suggests that Standard Biotools is meaningfully more volatile than Dow Jones Industrial, by roughly a 5.17x factor. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use Standard Biotools 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 Standard Biotools to be traded at $1.0228 in 90 days.Weak diversification
For the present investment horizon, the measured correlation between LAB and DJI stands at 0.36, or Weak diversification. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Standard Biotools Additional Risk Indicators
A broader risk-indicator set for Standard Biotools can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.09 | |||
| Market Risk Adjusted Performance | -0.30 | |||
| Mean Deviation | 2.91 | |||
| Coefficient Of Variation | -784.47 | |||
| Standard Deviation | 4.31 | |||
| Variance | 18.61 | |||
| Information Ratio | -0.11 |
Standard Biotools Suggested Diversification Pairs
Pair analysis around Standard Biotools matters because it can turn one security idea into a more market-neutral structure. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Salesforce vs. Standard Biotools | ||
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| Alphabet vs. Standard Biotools | ||
| Ford vs. Standard Biotools |
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 Standard Biotools 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. Standard Biotools' 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, Standard Biotools' 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 Standard Biotools.
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