Sturm Ruger Stock Volatility
| RGR Stock | USD 38.45 0.43 1.13% |
Sturm Ruger shows a low volatility profile over the current evaluation window. Sturm Ruger currently reflects a Sharpe Ratio (Efficiency) of 0.2, reflecting risk-adjusted gains over the last 3 months. 29 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = 0.1979
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Sturm Ruger reported a Market Risk Adjusted Performance of 0.5%, a Risk of 1.50, and a Risk Adjusted Performance of 0.2%. Recent moving average trends suggest Sturm Ruger is tracking at about 15% of its historical return corridor. Portfolio-level outcomes depend on how the asset interacts with other holdings.
Key indicators related to Sturm Ruger's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of Sturm Ruger determines how much Sturm Ruger's price can move in either direction over a given time frame. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Sturm Ruger exposure.
Sturm Ruger Volatility Strategy
Volatility in Sturm Ruger reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 1.5% with a beta coefficient of 0.81, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.2, evaluates return per unit of total risk. An alpha value of 0.38 reflects performance relative to systematic market exposure. Expected return estimates near 0.3% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Macro developments can affect sector-level volatility.
Main indicators related to Sturm Ruger's market risk premium analysis include:
Beta 0.81 | Alpha 0.38 | Risk 1.5 | Sharpe Ratio 0.2 | Expected Return 0.3 |
Moving together with Sturm Stock
| 0.83 | BC | Brunswick | PairCorr |
| 0.72 | BKRKY | Bank Rakyat | PairCorr |
| 0.66 | KB | KB Financial Group | PairCorr |
| 0.64 | SHG | Shinhan Financial | PairCorr |
| 0.79 | NVS | Novartis AG ADR | PairCorr |
| 0.74 | ALGN | Align Technology | PairCorr |
| 0.87 | COST | Costco Wholesale Corp | PairCorr |
| 0.63 | PLD | Prologis | PairCorr |
| 0.91 | CSTM | Constellium Nv | PairCorr |
| 0.79 | SCVL | Shoe Carnival | PairCorr |
Moving against Sturm Stock
| 0.84 | GAW | Games Workshop Group | PairCorr |
| 0.76 | PBCRY | Bank Central Asia | PairCorr |
| 0.64 | PBCRF | PT Bank Central | PairCorr |
| 0.61 | 9GY | USWE SPORTS AB | PairCorr |
Sturm Ruger Sensitivity To Market
Sturm Ruger'sThe beta coefficient of 0.81 for Sturm Ruger 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 1.5%.Sturm Ruger return patterns over the selected horizon reflect a moderate level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 54.0%. This indicates expectations for moderate future movement relative to historical averages. For stocks, measured downside deviation helps describe the intensity of negative return periods.
3 Months Beta |Analyze Sturm Ruger Demand TrendCheck current 90 days Sturm Ruger correlation with market (Dow Jones Industrial)Sturm Ruger Downside Risk
Sturm standard deviation quantifies the typical daily price movement relative to its average over your selected period. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 1.5 |
The difference between upside risk and downside risk is meaningful for Sturm Ruger investors. Upside risk is measured by Sturm Ruger's standard deviation, while downside risk is captured by semi-deviation or downside deviation of Sturm Ruger's daily returns. Sturm Ruger reported a Downside Deviation of 1.54, a Downside Variance of 2.39, and a Maximum Drawdown of 7.29.
Using Sturm Put Option to Manage Risk Based on 2026-04-17 Contracts
Sturm Ruger reported an Option Implied Volatility of 0.54 and an Option Max Pain Price of 40. Investors holding Sturm Ruger can use put options to hedge against potential price declines. A put option on Sturm Stock gives the buyer the right to sell Sturm Ruger at the strike price until expiration.
Sturm Ruger's PUT expiring on 2026-04-17
Profit |
| Sturm Ruger Price At Expiration |
Current Sturm Ruger Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | RGR260417P00050000 | -0.91757 | 0.021825 | 1 | 2026-04-17 | 11.5 - 12.8 | 0.0 | View |
Put | RGR260417P00040000 | -0.653792 | 0.090643 | 13 | 2026-04-17 | 2.05 - 3.5 | 0.0 | View |
Put | RGR260417P00035000 | -0.242886 | 0.06027 | 51 | 2026-04-17 | 0.45 - 1.15 | 0.0 | View |
Put | RGR260417P00030000 | -0.066272 | 0.020002 | 178 | 2026-04-17 | 0.05 - 0.25 | 0.0 | View |
Put | RGR260417P00025000 | -0.087967 | 0.011658 | 63 | 2026-04-17 | 0.0 - 0.65 | 0.0 | View |
Put | RGR260417P00022500 | -0.071018 | 0.008511 | 25 | 2026-04-17 | 0.0 - 0.6 | 0.0 | View |
Sturm Ruger Stock Volatility Analysis
When measuring the risk of Sturm Ruger stock, volatility is a critical metric. It indicates how dramatically Sturm Ruger's price swings over a specific time horizon. A stock with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Sturm Ruger 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.
Sturm Ruger Projected Return Density Against Market
Considering the 90-day investment horizon Sturm Ruger has a beta of 0.8094 indicating as returns on the market go up, Sturm Ruger average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Sturm Ruger will be expected to be much smaller as well.Sturm Ruger 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. Sturm Ruger reported a Downside Deviation of 1.54, a Mean Deviation of 1.31, and an Option Implied Volatility of 0.54.
Predicted Return Density |
| Returns |
What Drives a Sturm Ruger 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.Sturm Ruger Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Sturm Ruger is 505.27. The daily returns are distributed with a variance of 2.26 and standard deviation of 1.5. The mean deviation of Sturm Ruger is currently at 1.17. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.38 | |
β | Beta against Dow Jones | 0.81 | |
σ | Overall volatility | 1.50 | |
Ir | Information ratio | 0.23 |
Sturm Ruger Stock Return Volatility
Sturm Ruger historical daily return volatility represents how much of Sturm Ruger stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The enterprise has volatility of 1.5039% on return distribution over 90 days investment 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 Sturm Stock performing well and Sturm Ruger 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 Sturm Ruger'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EH | 2.26 | -0.25 | 0.00 | -0.14 | 0.00 | 5.77 | 18.73 | |||
| SKYH | 1.94 | -0.04 | 0.00 | -0.03 | 0.00 | 4.47 | 11.69 | |||
| NPK | 1.42 | 0.62 | 0.35 | 0.91 | 1.24 | 3.05 | 10.38 | |||
| TATT | 2.27 | 0.63 | 0.30 | 0.49 | 1.68 | 6.54 | 13.83 | |||
| SNCY | 2.15 | 0.31 | 0.11 | 0.13 | 2.27 | 4.54 | 20.41 | |||
| VSTS | 2.93 | 0.31 | 0.08 | 0.23 | 3.85 | 5.71 | 22.56 | |||
| GHM | 2.70 | 0.64 | 0.20 | 0.24 | 2.84 | 5.74 | 17.84 | |||
| TRNS | 2.37 | 0.43 | 0.19 | 0.20 | 2.09 | 8.42 | 17.43 | |||
| LGMK | 6.91 | -0.10 | 0.00 | 0.05 | 0.00 | 17.14 | 44.45 | |||
| LTBR | 4.30 | -0.28 | 0.00 | -0.10 | 0.00 | 10.58 | 27.21 |
Sturm Ruger Beta and Volatility Metrics
Volatility for Sturm Ruger measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. The evaluation considers diversification impact when Sturm Ruger is incorporated into a multi-asset framework.
Methodology
Unless otherwise specified, financial data for Sturm Ruger 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. Sturm (USA Stocks:RGR) 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
This report references public filings and market reference sources and institutional disclosures, including U.S. Securities and Exchange Commission (SEC) via EDGAR. Certain datasets may update with delay depending on source availability. 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
Sturm Ruger may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Sturm Ruger Investment Opportunity
Measured over the selected horizon, Sturm Ruger carries roughly 1.88 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 Sturm Ruger 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 is intended to separate routine noise from more speculative bursts in price action. a large bullish trend. Check odds of Sturm Ruger to be traded at $42.3 in 90 days.Poor diversification
Across the chosen horizon, RGR and DJI show a correlation of 0.75 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Sturm Ruger Additional Risk Indicators
Risk analysis around Sturm Ruger 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 | 0.1867 | |||
| Market Risk Adjusted Performance | 0.4769 | |||
| Mean Deviation | 1.31 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.54 | |||
| Coefficient Of Variation | 427.97 | |||
| Standard Deviation | 1.66 |
Sturm Ruger Suggested Diversification Pairs
Pair trading with Sturm Ruger 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 Sturm Ruger 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. Sturm Ruger'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, Sturm Ruger'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 Sturm Ruger.
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