Fiscalnote Holdings Stock Volatility
| NOTE Stock | USD 1.00 0.04 4.17% |
FiscalNote Holdings retains a high volatility profile during the current observation window. Measured over the selected window, FiscalNote Holdings has a Sharpe Ratio (Efficiency) of -0.12, showing that returns did not compensate for risk over the last 3 months. We reviewed 23 technical indicators influencing the latest risk profile.
Sharpe Ratio = -0.1157
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NOTE |
For FiscalNote Holdings, recent data highlights a Market Risk Adjusted Performance of -0.2%, a Risk of 6.95, and a Risk Adjusted Performance of -0.1%. FiscalNote Holdings is not utilizing its full return potential based on monthly moving average. A well-constructed well-diversified portfolio can reduce volatility and improve total return.
Key indicators related to FiscalNote Holdings' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on FiscalNote Holdings' daily volatility and intraday price ranges, while long-term investors are more concerned with FiscalNote Holdings's annual return volatility and its impact on compound wealth accumulation over time.
FiscalNote | Build AI portfolio with FiscalNote Stock |
FiscalNote Holdings Volatility Strategy
FiscalNote Holdings price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 6.95% with a beta coefficient of 3.94, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.12, evaluates return per unit of total risk. An alpha value of -1.02 reflects performance relative to systematic market exposure. Expected return estimates near -0.8% 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 FiscalNote Holdings' market risk premium analysis include:
Beta 3.94 | Alpha -1.02 | Risk 6.95 | Sharpe Ratio -0.12 | Expected Return -0.80 |
Moving together with FiscalNote Stock
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| 0.89 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.88 | WAVE | Eco Wave Power | PairCorr |
| 0.89 | WDAY | Workday Tech Boost | PairCorr |
Moving against FiscalNote Stock
FiscalNote Holdings Sensitivity To Market
FiscalNote Holdings'With a beta of 3.94, FiscalNote Holdings shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 6.95%.FiscalNote Holdings return variability over the selected time horizon is summarized by standard deviation (6.78%) and semi-deviation (0.0%). Options markets imply a forward-looking volatility estimate near 317.0%. 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 | -1.0225 | β | 3.94 | Check current 90 days FiscalNote Holdings correlation with market (Dow Jones Industrial)
FiscalNote Holdings Downside Risk
The standard deviation of FiscalNote 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 | 6.95 |
Upside risk in FiscalNote Holdings is represented by standard deviation, which includes all price movements. Downside risk is better captured by downside deviation or semi-deviation of FiscalNote Holdings' daily returns. For FiscalNote Holdings, recent data highlights a Maximum Drawdown of 39.48.
Using FiscalNote Put Option to Manage Risk Based on 2026-04-17 Contracts
For FiscalNote Holdings, recent data highlights an Option Implied Volatility of 3.17 and an Option Max Pain Price of 1.50. Hedging a FiscalNote Holdings position using put options allows investors to cap their maximum loss. The put buyer on FiscalNote Stock has the contractual right to sell FiscalNote Holdings at the strike price before expiry.
FiscalNote Holdings' PUT expiring on 2026-04-17
Profit |
| FiscalNote Holdings Price At Expiration |
Current FiscalNote Holdings Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | NOTE260417P00001000 | -0.129704 | 0.096227 | 1 | 2026-04-17 | 0.0 - 0.75 | 0.0 | View |
Put | NOTE260417P00001500 | -0.796964 | 0.694579 | 1 | 2026-04-17 | 0.2 - 0.95 | 0.0 | View |
Put | NOTE260417P00002000 | 0.0 | 0.0 | 110 | 2026-04-17 | 0.65 - 1.4 | 0.0 | View |
Put | NOTE260417P00002500 | 0.0 | 0.0 | 38 | 2026-04-17 | 1.1 - 1.85 | 0.0 | View |
Put | NOTE260417P00005000 | 0.0 | 0.0 | 695 | 2026-04-17 | 3.5 - 4.5 | 0.0 | View |
FiscalNote Holdings Stock Volatility Analysis
Price volatility in FiscalNote Holdings measures the variation in FiscalNote Holdings' stock price over time. High volatility means greater uncertainty about FiscalNote Holdings' 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. FiscalNote Holdings 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.
FiscalNote Holdings Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 3.9375 . 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, FiscalNote Holdings will likely underperform.Systematic exposure aligns FiscalNote Holdings with overall stock market volatility, while unsystematic drivers reflect company or sector-specific developments. For FiscalNote Holdings, recent data highlights a Mean Deviation of 5.05, an Option Implied Volatility of 3.17, and a Standard Deviation of 6.78.
Predicted Return Density |
| Returns |
What Drives a FiscalNote Holdings 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.FiscalNote Holdings Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of FiscalNote Holdings is -864.63. The daily returns are distributed with a variance of 48.28 and standard deviation of 6.95. The mean deviation of FiscalNote Holdings is currently at 5.17. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | -1.0225 | |
β | Beta against Dow Jones | 3.94 | |
σ | Overall volatility | 6.95 | |
Ir | Information ratio | -0.1509 |
FiscalNote Holdings Stock Return Volatility
FiscalNote Holdings historical daily return volatility represents how much of FiscalNote Holdings stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 6.948% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7974% volatility on return distribution over the 90 days 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 FiscalNote Stock performing well and FiscalNote Holdings 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 FiscalNote Holdings' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| JFU | 5.88 | 0.37 | 0.05 | 0.18 | 7.19 | 17.56 | 48.78 | |||
| GMM | 4.00 | -0.15 | 0.00 | -0.09 | 0.00 | 10.00 | 50.34 | |||
| SURG | 4.06 | -1.08 | 0.00 | -8.38 | 0.00 | 11.49 | 52.00 | |||
| UPLD | 2.70 | -1.46 | 0.00 | -0.57 | 0.00 | 4.08 | 18.58 | |||
| KPLT | 2.36 | -0.04 | 0.00 | -0.03 | 0.00 | 4.33 | 24.35 | |||
| CMBM | 4.53 | -0.52 | 0.00 | -0.45 | 0.00 | 9.83 | 26.57 | |||
| QMCO | 4.01 | -0.44 | 0.00 | -0.12 | 0.00 | 6.99 | 31.20 | |||
| DSWL | 1.78 | -0.12 | 0.00 | 1.43 | 0.00 | 3.88 | 17.41 | |||
| NUKK | 5.67 | -1.43 | 0.00 | 1.26 | 0.00 | 13.02 | 38.98 | |||
| GAME | 3.77 | -0.61 | 0.00 | -0.19 | 0.00 | 10.71 | 30.47 |
How Volatile Is FiscalNote Holdings?
Volatility for FiscalNote Holdings measures return dispersion and uncertainty over time. Dispersion metrics refine allocation models across asset classes. Our framework examines whether FiscalNote Holdings complements diversified exposures over long horizons.
Methodology
Unless otherwise specified, financial data for FiscalNote Holdings is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. FiscalNote (USA Stocks:NOTE) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.
Assumptions
Macroaxis analytics incorporate public filings and market reference sources and official disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Data harmonization may result in minor timing offsets. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Analyst Sources
FiscalNote Holdings may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
FiscalNote Holdings Investment Opportunity
Measured over the selected horizon, FiscalNote Holdings carries roughly 8.69 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 FiscalNote Holdings to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a very speculative upward sentiment. Check odds of FiscalNote Holdings to be traded at $1.25 in 90 days.Excellent diversification
Across the chosen horizon, NOTE and DJI show a correlation of -0.54 and fall into the Excellent diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
FiscalNote Holdings Additional Risk Indicators
Risk analysis around FiscalNote Holdings 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 | -0.11 | |||
| Market Risk Adjusted Performance | -0.25 | |||
| Mean Deviation | 5.05 | |||
| Coefficient Of Variation | -669.13 | |||
| Standard Deviation | 6.78 | |||
| Variance | 45.99 | |||
| Information Ratio | -0.15 |
FiscalNote Holdings Suggested Diversification Pairs
Pair trading with FiscalNote Holdings 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 FiscalNote Holdings 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. FiscalNote Holdings' 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, FiscalNote Holdings' 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 FiscalNote Holdings.
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