MACOM Technology Solutions Stock Volatility
| MTSI Stock | USD 218.96 -5.58 -2.49% |
Across the designated horizon, MACOM Technology Solutions continues to post an above-average volatility profile. At this stage, MACOM Technology Solutions shows a Sharpe Ratio (Efficiency) of 0.13, reflecting healthy reward-to-volatility behavior over the last 3 months. We observed 28 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = 0.1261
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MACOM Technology Solutions posted a Market Risk Adjusted Performance of 0.4%, a Risk of 3.33, and a Risk Adjusted Performance of 0.1% for the reported period. Monthly data indicates MACOM Technology is positioned around 10% of its historical movement range. In a well-diversified portfolio, overall dispersion would reflect cross-asset dynamics.
Key indicators related to MACOM Technology's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
MACOM Technology's beta measures how much MACOM Technology's price moves relative to the broad market. Combined with total volatility, beta provides context forunderstand whether MACOM Technology's risk is primarily market-driven or company-specific.
Volatility Strategy
Volatility in MACOM Technology Solutions contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 3.33% with a beta coefficient of 1.05, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.13, evaluates return per unit of total risk. An alpha value of 0.48 reflects performance relative to systematic market exposure. Expected return estimates near 0.42% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to MACOM Technology's market risk premium analysis include:
Beta 1.05 | Alpha 0.48 | Risk 3.33 | Sharpe Ratio 0.13 | Expected Return 0.42 |
Moving together with MACOM Stock
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| 0.83 | BESI | BE Semiconductor | PairCorr |
| 0.86 | TYGO | Tigo Energy Tech Boost | PairCorr |
| 0.79 | DTNOY | DNO ASA ADR | PairCorr |
| 0.72 | IRDM | Iridium Communications | PairCorr |
| 0.85 | BSM | Black Stone Minerals | PairCorr |
| 0.61 | ISOU | IsoEnergy Downward Rally | PairCorr |
| 0.84 | MRBK | Meridian Bank | PairCorr |
| 0.87 | KO | Coca Cola | PairCorr |
Moving against MACOM Stock
Sensitivity To Market
MACOM Technology Solutions relative market sensitivity is quantified by its beta value of 1.05. This regression-derived coefficient reflects systematic risk. Total return variability is about 3.33%.This summary describes how MACOM Technology Solutions has moved rather than why it moved. Standard deviation is near 3.26% and downside deviation is near 3.25%. Options markets imply a forward-looking volatility estimate near 76.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze MACOM Technology Demand TrendCheck current 90 days MACOM Technology correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of MACOM is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 3.33 |
For investors in MACOM Technology, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in MACOM Technology's returns. MACOM Technology Solutions posted a Downside Deviation of 3.25, a Downside Variance of 10.57, and a Maximum Drawdown of 22.35 for the reported period.
Using MACOM Put Option to Manage Risk Based on 2026-05-15 Contracts
MACOM Technology Solutions posted an Option Implied Volatility of 0.76 and an Option Max Pain Price of 220 for the reported period. Put options on MACOM Technology are commonly used by institutional and retail investors to hedge long positions. A put gives the holder the right to sell a fixed quantity of MACOM Stock at the agreed strike price.
MACOM Technology's PUT expiring on 2026-05-15
Profit |
| MACOM Technology Price At Expiration |
Current MACOM Technology Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | MTSI260515P00100000 | -0.040334 | 7.44E-4 | 3 | 2026-05-15 | 0.0 - 2.35 | 0.0 | View |
Put | MTSI260515P00110000 | -0.046952 | 9.26E-4 | 2 | 2026-05-15 | 0.0 - 2.5 | 0.0 | View |
Put | MTSI260515P00130000 | -0.068202 | 0.001467 | 1 | 2026-05-15 | 0.0 - 3.2 | 0.0 | View |
Put | MTSI260515P00135000 | -0.050512 | 0.001433 | 3 | 2026-05-15 | 0.1 - 3.4 | 0.0 | View |
Put | MTSI260515P00145000 | -0.063462 | 0.001873 | 1 | 2026-05-15 | 0.05 - 4.1 | 0.0 | View |
Put | MTSI260515P00150000 | -0.0755 | 0.002183 | 1 | 2026-05-15 | 0.5 - 4.5 | 0.0 | View |
Put | MTSI260515P00175000 | -0.170394 | 0.004105 | 4 | 2026-05-15 | 4.4 - 8.5 | 0.0 | View |
Put | MTSI260515P00180000 | -0.195229 | 0.004519 | 3 | 2026-05-15 | 5.6 - 9.6 | 0.0 | View |
Put | MTSI260515P00185000 | -0.222016 | 0.004925 | 4 | 2026-05-15 | 6.9 - 10.9 | 0.0 | View |
Put | MTSI260515P00190000 | -0.251256 | 0.005299 | 12 | 2026-05-15 | 8.5 - 12.4 | 0.0 | View |
Put | MTSI260515P00195000 | -0.283986 | 0.005545 | 6 | 2026-05-15 | 11.2 - 14.0 | 0.0 | View |
Stock Volatility Analysis
Analyzing MACOM Technology volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in MACOM Technology's stock price during volatile periods can trigger margin calls or forced exits.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. MACOM Technology 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 MACOM Technology has a beta of 1.0527 . This indicates MACOM Technology Solutions market returns are responsive to returns on the market. As the market goes up or down, MACOM Technology is expected to follow.MACOM Technology remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. MACOM Technology Solutions posted a Downside Deviation of 3.25, a Mean Deviation of 2.19, and an Option Implied Volatility of 0.76 for the reported period.
Predicted Return Density |
| Returns |
What Drives MACOM Technology's Price Volatility?
Several factors can influence MACOM Technology's market volatility:Industry Dynamics
Sector-level events can directly affect MACOM Technology's price stability. Regulatory changes, supply disruptions, or shifts in demand within MACOM Technology'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 MACOM Technology.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for MACOM Technology's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward MACOM Technology. During periods of economic expansion, MACOM Technology's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.MACOM Technology's Company-Specific Factors
Volatility can also stem from events unique to MACOM Technology. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in MACOM Technology's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on MACOM Technology's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of MACOM Technology is 793.14. The daily returns are distributed with a variance of 11.11 and standard deviation of 3.33. The mean deviation of MACOM Technology Solutions is currently at 2.24. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.48 | |
β | Beta against Dow Jones | 1.05 | |
σ | Overall volatility | 3.33 | |
Ir | Information ratio | 0.15 |
Stock Return Volatility
MACOM Technology historical daily return volatility represents how much of MACOM Technology stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 3.3329% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8248% 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 MACOM Stock performing well and MACOM Technology Company doing well as a business compared to the competition. A thorough review of MACOM Technology's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SWKS | 1.51 | -0.18 | 0.00 | -0.29 | 0.00 | 2.25 | 11.42 | |||
| RMBS | 3.20 | 0.28 | 0.03 | 0.01 | 4.28 | 7.54 | 27.80 | |||
| NVMI | 2.48 | 0.79 | 0.19 | 0.31 | 3.04 | 5.28 | 18.23 | |||
| TSEM | 3.12 | 0.66 | 0.19 | 0.72 | 3.33 | 7.72 | 20.41 | |||
| AMKR | 3.32 | 0.44 | 0.06 | 0.05 | 4.12 | 8.73 | 20.29 | |||
| LSCC | 2.58 | 0.49 | 0.13 | 0.14 | 2.65 | 6.02 | 23.48 | |||
| PCOR | 2.16 | -0.19 | 0.00 | -0.28 | 0.00 | 4.15 | 15.96 | |||
| DAY | 0.15 | 0.02 | 0.77 | 3.68 | 0.00 | 0.29 | 0.93 | |||
| QBTS | 4.48 | -0.15 | 0.00 | -0.14 | 0.00 | 7.75 | 34.44 | |||
| QRVO | 1.23 | -0.10 | 0.00 | -0.24 | 0.00 | 2.08 | 9.61 |
Risk Metrics, Assumptions & Methodology
Volatility for MACOM Technology measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. MACOM Technology has a market cap of 16.84 B, P/E of 11.17, ROE of 12.95%.
The analytics block for MACOM Technology Solutions 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:
Rifka Kats - Member of Macroaxis Editorial BoardMACOM Technology Investment Opportunity
Measured over the selected horizon, MACOM Technology Solutions carries roughly 4.06 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 MACOM Technology Solutions to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of MACOM Technology to be traded at $210.2 in 90 days.Modest diversification
The correlation between MTSI and DJI is 0.2, which Macroaxis classifies as Modest diversification for the selected horizon. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
MACOM Technology Additional Risk Indicators
Risk analysis around MACOM Technology Solutions becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.1033 | |||
| Market Risk Adjusted Performance | 0.3704 | |||
| Mean Deviation | 2.19 | |||
| Semi Deviation | 3.01 | |||
| Downside Deviation | 3.25 | |||
| Coefficient Of Variation | 837.71 | |||
| Standard Deviation | 3.26 |
MACOM Technology Suggested Diversification Pairs
Using MACOM Technology in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
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 MACOM Technology 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. MACOM Technology's 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, MACOM Technology's 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 MACOM Technology Solutions.
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