PDF Solutions Stock Volatility
| PDFS Stock | USD 34.65 1.89 5.77% |
PDF Solutions shows above-average price volatility over the last 3 months. On a risk-adjusted basis, PDF Solutions records a Sharpe ratio of 0.0835, reflecting risk-adjusted gains over the last 3 months. The current volatility backdrop is described by 30 technical indicators.
Sharpe Ratio = 0.0835
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | PDFS | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
PDF Solutions (PDFS) recorded a Market Risk Adjusted Performance of -0.3%, a Risk of 3.23, and a Risk Adjusted Performance of 0.1%. PDF Solutions is currently trading at approximately 6% of its recent trend range according to monthly moving averages. Diversification may change its marginal risk-adjusted impact within a broader allocation.
Key indicators related to PDF Solutions' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for PDF Solutions measures the dispersion of its stock returns around their average. High-volatility stocks offer greater return potential but require more active risk management.
Volatility Strategy
Volatility in PDF Solutions reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 3.23% with a beta coefficient of -0.61, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0835, evaluates return per unit of total risk. An alpha value of 0.14 reflects performance relative to systematic market exposure. Expected return estimates near 0.27% 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 PDF Solutions' market risk premium analysis include:
Beta -0.61 | Alpha 0.14 | Risk 3.23 | Sharpe Ratio 0.0835 | Expected Return 0.27 |
Moving together with PDF Stock
| 0.64 | MU | Micron Technology | PairCorr |
| 0.83 | IMOS | ChipMOS Technologies | PairCorr |
| 0.65 | LRCX | Lam Research Corp Aggressive Push | PairCorr |
| 0.67 | AMAT | Applied Materials | PairCorr |
| 0.71 | SKYT | Skywater Technology | PairCorr |
| 0.64 | EC | Ecopetrol SA ADR | PairCorr |
Moving against PDF Stock
Sensitivity To Market
The beta coefficient of -0.61 for PDF Solutions measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 3.23%.PDF Solutions return patterns over the selected horizon reflect a forward elevated level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 139.0%. 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 PDF Solutions Demand TrendCheck current 90 days PDF Solutions correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of PDF quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 3.23 |
Understanding the asymmetry between upside and downside risk is critical for investors in PDF Solutions. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in PDF Solutions' returns. PDF Solutions (PDFS) recorded a Downside Deviation of 3.08, a Downside Variance of 9.47, and a Maximum Drawdown of 12.12.
Using PDF Put Option to Manage Risk Based on 2026-05-15 Contracts
PDF Solutions (PDFS) recorded an Option Implied Volatility of 1.39 and an Option Max Pain Price of 35. A put option on PDF Solutions gives the holder the right, but not the obligation, to sell PDF Solutions shares at a predetermined strike. The put holder retains the right to sell a fixed amount of PDF Stock at the agreed strike within the option's life.
PDF Solutions' PUT expiring on 2026-05-15
Profit |
| PDF Solutions Price At Expiration |
Current PDF Solutions Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | PDFS260515P00017500 | -0.096587 | 0.007196 | 2 | 2026-05-15 | 0.0 - 1.5 | 0.0 | View |
| Put | PDFS260515P00020000 | -0.115687 | 0.009719 | 2 | 2026-05-15 | 0.0 - 1.5 | 0.0 | View |
| Put | PDFS260515P00022500 | -0.138572 | 0.013181 | 5 | 2026-05-15 | 0.0 - 1.5 | 0.0 | View |
| Put | PDFS260515P00025000 | -0.195729 | 0.015742 | 1 | 2026-05-15 | 0.0 - 2.5 | 0.0 | View |
| Put | PDFS260515P00030000 | -0.241049 | 0.04306 | 9 | 2026-05-15 | 0.05 - 2.25 | 0.0 | View |
| Put | PDFS260515P00035000 | -0.500639 | 0.050694 | 8 | 2026-05-15 | 1.95 - 5.4 | 0.0 | View |
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of PDF Solutions stock returns over a given period of time. Volatility measures how much PDF Solutions' stock price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. PDF Solutions 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 PDF Solutions has a beta of -0.6139 indicating that as returns on the benchmark increase, returns on PDF Solutions tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, PDF Solutions is likely to outperform the market.PDF Solutions carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. PDF Solutions (PDFS) recorded a Downside Deviation of 3.08, a Mean Deviation of 2.54, and an Option Implied Volatility of 1.39.
Predicted Return Distribution |
| Density |
What Drives PDF Solutions' Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Semiconductors & Semiconductor Equipment sector can alter PDF Solutions' day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for PDF Solutions.PDF Solutions' Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in PDF Solutions' stock.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of PDF Solutions is 1197.63. The daily returns are distributed with a variance of 10.43 and standard deviation of 3.23. The mean deviation of PDF Solutions is currently at 2.53. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.14 | |
β | Beta against Dow Jones | -0.6139 | |
σ | Overall volatility | 3.23 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Volatility for PDF Solutions quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 3.229% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8483% 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
| High negative correlations
|
Risk-Adjusted Indicators
Headline performance for PDF Stock may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| UPBD | 2.10 | 0.23 | 0.07 | 0.06 | 2.35 | 4.60 | 12.56 | |||
| HKD | 2.48 | 0.25 | 0.07 | 1.62 | 3.64 | 6.21 | 28.34 | |||
| YALA | 1.37 | -0.09 | 0.00 | -0.17 | 0.00 | 2.27 | 14.57 | |||
| PRO | 1.57 | 0.75 | 0.54 | 1.31 | 0.29 | 3.23 | 41.02 | |||
| FSLY | 4.99 | 1.86 | 0.58 | -1.52 | 2.70 | 11.17 | 79.57 | |||
| SEMR | 0.11 | 0.00 | 0.39 | -0.30 | 0.07 | 0.25 | 1.27 | |||
| VMEO | 2.12 | 1.11 | 2.74 | -1.40 | 0.00 | 3.00 | 61.43 | |||
| AMPL | 2.71 | -0.49 | 0.00 | -0.45 | 0.00 | 5.08 | 21.44 | |||
| NTSK | 3.51 | -0.91 | 0.00 | -0.56 | 0.00 | 7.34 | 31.73 | |||
| SUPX | 5.81 | -0.64 | 0.00 | 0.37 | 0.00 | 11.44 | 44.74 |
Risk Metrics, Assumptions & Methodology
Volatility for PDF Solutions measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. PDF Solutions has a market cap of 1.35 B, P/E of 105.5, ROE of -0.25%.
This section for PDF Solutions is built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Sell-side coverage, where present, supplements the data shown. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardPDF Solutions Investment Opportunity
Recent data suggests that PDF Solutions is meaningfully more volatile than Dow Jones Industrial, by roughly a 3.8x factor. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use PDF Solutions to enhance the returns of the portfolio. 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. a very speculative upward sentiment. Check odds of PDF Solutions to be traded at $43.31 in 90 days.Excellent diversification
PDF Solutions currently posts a -0.06 correlation with Dow Jones, indicating a Excellent diversification relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
PDF Solutions Additional Risk Indicators
Looking at additional risk metrics for PDF Solutions frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0553 | |||
| Market Risk Adjusted Performance | -0.28 | |||
| Mean Deviation | 2.54 | |||
| Semi Deviation | 3.0 | |||
| Downside Deviation | 3.08 | |||
| Coefficient Of Variation | 1712.48 | |||
| Standard Deviation | 3.22 |
PDF Solutions Suggested Diversification Pairs
Pair trading with PDF Solutions 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.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. PDF Solutions' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing PDF Solutions' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
Additional Tools for PDF Stock Analysis
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |