NET Power Stock Volatility

NPWR Stock

1.71 -0.16 -8.56%

NET Power operates with a minimal volatility profile across the current review period. NET Power posts a Sharpe Ratio (Efficiency) of -0.12, summarizing negative risk-adjusted returns over the last 3 months. There are 22 technical indicators affecting the current volatility pattern.

Sharpe Ratio = -0.1234

High Returns	Best Equity
Good Returns
Average Returns
Small Returns
Cash	Small Risk	Average Risk	High Risk	Huge Risk
Negative Returns			NPWR

NET Power posted a Market Risk Adjusted Performance of -0.4%, a Risk of 4.22, and a Risk Adjusted Performance of -0.1% for the reported period. NET Power is not performing at its full potential based on monthly moving average. Adding it to a well-diversified portfolio can enhance total return and reduce market risk.

Key indicators related to NET Power's volatility include:

90 Days Market Risk

Elevated

Chance Of Distress

Low

90 Days Economic Sensitivity

Responds to the market

NET Power volatility measures the statistical dispersion of NET Power's daily returns using variance and standard deviation. Combined with NET's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.

Build AI portfolio with NET Stock

Volatility Strategy

Historical price movement in NET Power provides context for allocation sensitivity. Current statistical measures show total volatility near 4.22% with a beta coefficient of 1.58, 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 -0.57 reflects performance relative to systematic market exposure. Expected return estimates near -0.52% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Valuation adjustments may drive price swings.

Main indicators related to NET Power's market risk premium analysis include:

Beta

1.58

Alpha

-0.57

Risk

4.22

Sharpe Ratio

-0.12

Expected Return

-0.52

Moving together with NET Stock

0.81	PBCRF	PT Bank Central	Pair Corr
0.77	PBCRY	Bank Central Asia	Pair Corr
0.79	IBM	International Business	Pair Corr
0.77	MSFT	Microsoft	Pair Corr

Moving against NET Stock

0.8	AIQUY	Air Liquide SA	Pair Corr
0.65	AXTI	AXT Inc Trending	Pair Corr
0.6	IEX	IDEX	Pair Corr
0.59	NDSN	Nordson	Pair Corr
0.47	BKRKF	PT Bank Rakyat	Pair Corr
0.47	PPERY	Bank Mandiri Persero	Pair Corr

Sensitivity To Market

NET Power'sBeta modeling for NET Power results in a coefficient of 1.58, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 4.22%.NET Power volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 4.14%. Options markets imply a forward-looking volatility estimate near 220.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.

Check current 90 days NET Power correlation with market (Dow Jones Industrial)

-0.5717

1.58

Competition

3 Months Beta |Analyze NET Power Demand Trend

Check current 90 days NET Power correlation with market (Dow Jones Industrial)

Downside Risk

NET 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

4.22

It is essential to understand the difference between upside risk (as represented by NET Power's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of NET Power's daily returns or price. NET Power posted a Maximum Drawdown of 19.77 for the reported period.

Using NET Put Option to Manage Risk Based on 2026-05-15 Contracts

NET Power posted an Option Implied Volatility of 2.20 and an Option Max Pain Price of -1 for the reported period. Put options on NET Power grant holders the right to sell NET Stock at a specified price before expiration. Investors holding NET Power often use put options as insurance against a decline in NET Power's price.

NET Power's PUT expiring on 2026-05-15

Profit

NET Power Price At Expiration

Current NET Power Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	NPWR260515P00001000	-0.142492	0.100307	19	2026-05-15	0.0 - 0.35	0.0	View
Put	NPWR260515P00001500	-0.297306	0.31824	99	2026-05-15	0.0 - 0.3	0.0	View
Put	NPWR260515P00002000	-0.558951	0.546765	40	2026-05-15	0.3 - 0.85	0.0	View
Put	NPWR260515P00002500	-0.915058	0.359337	149	2026-05-15	0.45 - 1.15	0.0	View
Put	NPWR260515P00005000	0.0	0.0	107	2026-05-15	2.7 - 3.7	0.0	View
Put	NPWR260515P00007500	0.0	0.0	1	2026-05-15	5.2 - 6.2	0.0	View

View All NET Power Options

Stock Volatility Analysis

Volatility refers to the frequency at which NET Power stock price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with NET Power's.

Transformation

The output start index for this execution was zero with a total number of output elements of sixty-one. NET Power 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.

NET Power Projected Return Density Against Market

Given the investment horizon of 90 days the stock has the beta coefficient of 1.5842 . 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, NET Power will likely underperform.

NET Power reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. NET Power posted a Mean Deviation of 3.13, an Option Implied Volatility of 2.20, and a Standard Deviation of 4.14 for the reported period.

NET Power has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.

Predicted Return Density

Returns

NET Power's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how net stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a NET Power 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 NET Power is -810.6. The daily returns are distributed with a variance of 17.77 and standard deviation of 4.22. The mean deviation of NET Power is currently at 3.15. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8

α	Alpha over Dow Jones	-0.5717	Details
β	Beta against Dow Jones	1.58	Details
σ	Overall volatility	4.22	Details
Ir	Information ratio	-0.1444	Details

Stock Return Volatility

NET Power historical daily return volatility represents how much of NET Power stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise inherits 4.2158% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day horizon.

Performance

Timeline

Related Correlations Analysis

	FELE	AME	FLS	DCI	IEX	ITT	IR	CR	PH	PNR
FELE		0.39	0.33	0.58	0.48	0.34	0.52	0.34	0.38	0.09	FELE
AME	0.39		0.92	0.63	0.96	0.91	0.91	0.42	0.94	-0.4	AME
FLS	0.33	0.92		0.72	0.92	0.95	0.92	0.52	0.97	-0.3	FLS
DCI	0.58	0.63	0.72		0.73	0.67	0.82	0.45	0.7	0.12	DCI
IEX	0.48	0.96	0.92	0.73		0.9	0.96	0.47	0.94	-0.37	IEX
ITT	0.34	0.91	0.95	0.67	0.9		0.91	0.47	0.94	-0.41	ITT
IR	0.52	0.91	0.92	0.82	0.96	0.91		0.53	0.94	-0.29	IR
CR	0.34	0.42	0.52	0.45	0.47	0.47	0.53		0.6	0.19	CR
PH	0.38	0.94	0.97	0.7	0.94	0.94	0.94	0.6		-0.29	PH
PNR	0.09	-0.4	-0.3	0.12	-0.37	-0.41	-0.29	0.19	-0.29		PNR
	FELE	AME	FLS	DCI	IEX	ITT	IR	CR	PH	PNR

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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

PH	+ 0.97	FLS
IEX	+ 0.96	AME
IR	+ 0.96	IEX
ITT	+ 0.95	FLS
PH	+ 0.94	AME
PH	+ 0.94	IEX

High negative correlations

PNR	- 0.41	ITT
PNR	- 0.4	AME
PNR	- 0.37	IEX
PNR	- 0.3	FLS
PNR	- 0.29	PH
PNR	- 0.29	IR

Risk-Adjusted Indicators

There is a big difference between NET Stock performing well and NET Power 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 NET Power's 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
FELE	1.41	0.03	0.00	-0.02	0.00	0.00	2.86	-2.53	18.18
AME	1.08	0.16	0.10	0.10	1.40	-1.08	1.87	-2.57	7.31
FLS	1.38	0.15	0.06	0.05	1.87	-1.43	2.46	-3.11	14.52
DCI	1.28	-0.05	0.00	-0.09	0.00	0.00	2.24	-2.30	15.48
IEX	1.11	0.15	0.12	0.11	1.14	-1.43	2.57	-2.57	8.55
ITT	1.27	0.21	0.13	0.17	1.42	-1.26	2.77	-2.48	12.69
IR	1.70	0.15	0.06	0.04	1.87	-2.01	4.25	-3.13	10.17
CR	1.56	-0.04	0.00	-0.07	0.00	0.00	2.71	-3.77	15.15
PH	1.16	0.08	0.04	0.02	1.60	-1.13	1.99	-2.25	7.83
PNR	1.37	-0.18	0.00	-0.19	0.00	0.00	2.70	-2.82	13.49

Risk Metrics, Assumptions & Methodology

Volatility for NET Power measures return dispersion and uncertainty over time. Risk-adjusted exposure depends on dispersion and liquidity discipline. NET Power has a market cap of 156.93 M, ROE of -124.08%.

This section for NET Power is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.

This content is curated and reviewed by:

Vlad Skutelnik - Macroaxis Contributor

NET Power Investment Opportunity

Measured over the selected horizon, NET Power carries roughly 5.34 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 NET Power 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 is most useful when combined with broader risk controls and position-sizing discipline. a very speculative upward sentiment. Check odds of NET Power to be traded at 1.6245 in 90 days.

Average diversification

Across the chosen horizon, NPWR and DJI show a correlation of 0.13 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

View Details

NET Power Additional Risk Indicators

Risk analysis around NET Power 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	-0.40
	Mean Deviation	3.13
	Coefficient Of Variation	-654.44
	Standard Deviation	4.14
	Variance	17.15
	Information Ratio	-0.14

NET Power Suggested Diversification Pairs

Pair trading with NET Power 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.

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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 NET Power 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. NET Power'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, NET Power'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 NET Power.

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