LightPath Technologies Stock Volatility
| LPTH Stock | USD 10.51 -0.46 -4.19% |
LightPath Technologies retains a high volatility profile during the current observation window. Measured over the selected window, LightPath Technologies has a Sharpe Ratio (Efficiency) of 0.11, showing that returns compensated for risk over the last 3 months. We reviewed 29 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.1075
| High Returns | Best Equity | |||
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| Small Returns | LPTH | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
LightPath Technologies's financial profile includes a Market Risk Adjusted Performance of 2.2%, a Risk of 7.85, and a Risk Adjusted Performance of 0.1%. LightPath Technologies is currently reflecting about 8% of its established moving-average range. Risk-adjusted metrics at the portfolio level depend on weighting and covariance.
Key indicators related to LightPath Technologies' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on LightPath Technologies' daily volatility and intraday price ranges, while long-term investors are more concerned with LightPath Technologies's annual return volatility and its impact on compound wealth accumulation over time.
LightPath | Build AI portfolio with LightPath Stock |
Volatility Strategy
LightPath Technologies price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 7.85% with a beta coefficient of 0.26, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.11, evaluates return per unit of total risk. An alpha value of 0.58 reflects performance relative to systematic market exposure. Expected return estimates near 0.84% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Balance-sheet changes can affect risk perception.
Main indicators related to LightPath Technologies' market risk premium analysis include:
Beta 0.26 | Alpha 0.58 | Risk 7.85 | Sharpe Ratio 0.11 | Expected Return 0.84 |
Moving together with LightPath Stock
| 0.7 | VRME | VerifyMe Earnings Call Tomorrow | PairCorr |
| 0.71 | SCE | Schweizer Electronic | PairCorr |
| 0.7 | VEM | Venture Limited | PairCorr |
Moving against LightPath Stock
Sensitivity To Market
LightPath Technologies'With a beta of 0.26, LightPath Technologies shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 7.85%.LightPath Technologies return variability over the selected time horizon is summarized by standard deviation (7.82%) and semi-deviation (6.18%). Options markets imply a forward-looking volatility estimate near 130.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Sector rotation can change stock volatility even without company-specific events.
| α | 0.58 | β | 0.26 | Check current 90 days LightPath Technologies correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation of LightPath measures the day-to-day variability of its price relative to the historical mean. A high standard deviation indicates a volatile instrument; a low one indicates stability.
Standard Deviation | 7.85 |
Upside risk in LightPath Technologies is represented by standard deviation, which includes all price movements. Downside risk is better captured by downside deviation or semi-deviation of LightPath Technologies' daily returns. LightPath Technologies's financial profile includes a Downside Deviation of 6.68, a Downside Variance of 44.59, and a Maximum Drawdown of 33.28.
Using LightPath Put Option to Manage Risk Based on 2026-06-18 Contracts
LightPath Technologies's financial profile includes an Option Implied Volatility of 1.30 and an Option Max Pain Price of 7.50. Hedging a LightPath Technologies position using put options allows investors to cap their maximum loss. The put buyer on LightPath Stock has the contractual right to sell LightPath Technologies at the strike price before expiry.
LightPath Technologies' PUT expiring on 2026-06-18
Profit |
| LightPath Technologies Price At Expiration |
Current LightPath Technologies Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | LPTH260618P00002500 | -0.042101 | 0.006014 | 1 | 2026-06-18 | 0.0 - 0.5 | 0.0 | View |
Put | LPTH260618P00005000 | -0.065743 | 0.019338 | 5741 | 2026-06-18 | 0.1 - 0.4 | 0.0 | View |
Put | LPTH260618P00007500 | -0.185141 | 0.045278 | 829 | 2026-06-18 | 0.65 - 1.0 | 0.0 | View |
Put | LPTH260618P00010000 | -0.351254 | 0.063182 | 215 | 2026-06-18 | 1.95 - 2.3 | 0.0 | View |
Put | LPTH260618P00012500 | -0.505808 | 0.067616 | 118 | 2026-06-18 | 3.1 - 4.1 | 0.0 | View |
Put | LPTH260618P00015000 | -0.636556 | 0.064384 | 113 | 2026-06-18 | 5.0 - 6.0 | 0.0 | View |
Put | LPTH260618P00017500 | -0.730218 | 0.05614 | 1 | 2026-06-18 | 7.1 - 8.2 | 0.0 | View |
Put | LPTH260618P00020000 | -0.817146 | 0.046843 | 15 | 2026-06-18 | 9.3 - 10.4 | 0.0 | View |
Stock Volatility Analysis
Price volatility in LightPath Technologies measures the variation in LightPath Technologies' stock price over time. High volatility means greater uncertainty about LightPath Technologies' short-term price direction. Low volatility means the stock is more likely to trade within a narrow range.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. LightPath Technologies 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.
LightPath Technologies Projected Return Density Against Market
Given the investment horizon of 90 days LightPath Technologies has a beta of 0.2635 . This indicates as returns on the market go up, LightPath Technologies's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding LightPath Technologies is expected to be smaller as well.Systematic exposure aligns LightPath Technologies with overall stock market volatility, while unsystematic drivers reflect company or sector-specific developments. LightPath Technologies's financial profile includes a Downside Deviation of 6.68, a Mean Deviation of 5.73, and an Option Implied Volatility of 1.30.
Predicted Return Density |
| Returns |
What Drives a LightPath Technologies 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.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of LightPath Technologies is 930.34. The daily returns are distributed with a variance of 61.55 and standard deviation of 7.85. The mean deviation of LightPath Technologies is currently at 5.8. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.58 | |
β | Beta against Dow Jones | 0.26 | |
σ | Overall volatility | 7.85 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
LightPath Technologies historical daily return volatility represents how much of LightPath Technologies stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 7.8452% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day 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 LightPath Stock performing well and LightPath Technologies 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 LightPath Technologies' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MVIS | 3.94 | -0.52 | 0.00 | -0.20 | 0.00 | 7.14 | 44.41 | |||
| CMRC | 2.44 | -0.65 | 0.00 | -0.41 | 0.00 | 4.96 | 22.54 | |||
| NNDM | 2.54 | 0.04 | 0.00 | -0.02 | 0.00 | 5.62 | 14.80 | |||
| LSAK | 1.80 | 0.30 | 0.18 | 0.64 | 1.62 | 4.46 | 13.92 | |||
| FEIM | 4.27 | 0.84 | 0.15 | 0.37 | 4.89 | 8.80 | 44.47 | |||
| DDD | 4.35 | 0.54 | 0.09 | 0.10 | 4.43 | 11.30 | 31.30 | |||
| VERI | 3.27 | -0.81 | 0.00 | -0.38 | 0.00 | 4.03 | 17.73 | |||
| AXTI | 8.17 | 2.71 | 0.34 | 0.66 | 6.45 | 21.00 | 41.23 | |||
| MLAB | 2.22 | 0.12 | 0.03 | 0.04 | 3.74 | 5.45 | 26.33 | |||
| RMNI | 1.92 | -0.22 | 0.00 | -0.20 | 0.00 | 3.38 | 26.17 |
Risk Metrics, Assumptions & Methodology
Volatility for LightPath Technologies measures return dispersion and uncertainty over time. Dispersion metrics refine allocation models across asset classes. LightPath Technologies has a market cap of 606.52 M, P/E of 25.96, ROE of -33.03%.
Unless otherwise specified, data for LightPath Technologies is compiled from periodic company reporting and market reference feeds and standardized for comparability. Analyst inputs may be included when coverage is available. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardLightPath Technologies Investment Opportunity
Measured over the selected horizon, LightPath Technologies carries roughly 9.94 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use LightPath Technologies to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative upward sentiment. Check odds of LightPath Technologies to be traded at $9.98 in 90 days.Very weak diversification
Across the chosen horizon, LPTH and DJI show a correlation of 0.4 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
LightPath Technologies Additional Risk Indicators
Risk analysis around LightPath Technologies 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 | 0.0674 | |||
| Market Risk Adjusted Performance | 2.15 | |||
| Mean Deviation | 5.73 | |||
| Semi Deviation | 6.18 | |||
| Downside Deviation | 6.68 | |||
| Coefficient Of Variation | 1361.7 | |||
| Standard Deviation | 7.82 |
LightPath Technologies Suggested Diversification Pairs
Pair trading with LightPath Technologies 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.
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 LightPath Technologies 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. LightPath Technologies' 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, LightPath Technologies' 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 LightPath Technologies.
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