Cartesian Therapeutics Stock Volatility
| RNAC Stock | 8.52 -0.03 -0.35% |
Cartesian Therapeutics continues to exhibit a high volatility profile over the designated horizon. Cartesian Therapeutics is showing a Sharpe Ratio (Efficiency) of 0.031, indicating risk-adjusted returns over the last 3 months. Current volatility conditions are reflected in 27 technical indicators.
Sharpe Ratio = 0.031
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| Small Returns | RNAC | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Cartesian Therapeutics posted a Market Risk Adjusted Performance of 0.3%, a Risk of 6.22, and a Risk Adjusted Performance of 0.1% for the reported period. Based on monthly moving average positioning, Cartesian Therapeutics is operating near 2% of its observed historical performance range. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.
Key indicators related to Cartesian Therapeutics' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Cartesian Therapeutics Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Cartesian daily returns, and it is calculated using variance and standard deviation.
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Cartesian Therapeutics Volatility Strategy
Cartesian Therapeutics price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 6.22% with a beta coefficient of 2.1, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.031, evaluates return per unit of total risk. An alpha value of 0.59 reflects performance relative to systematic market exposure. Expected return estimates near 0.19% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Industry trends may alter price sensitivity.
Main indicators related to Cartesian Therapeutics' market risk premium analysis include:
Beta 2.1 | Alpha 0.59 | Risk 6.22 | Sharpe Ratio 0.031 | Expected Return 0.19 |
Moving together with Cartesian Stock
Cartesian Therapeutics Sensitivity To Market
Cartesian Therapeutics'Cartesian Therapeutics beta coefficient measures the volatility of Cartesian stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Cartesian returns against market returns. A beta of 2.1 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 6.22%.Cartesian Therapeutics has shown noticeable price swings over the selected period. Downside deviation is about 5.05% and standard deviation is about 6.43%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 255.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. This stock section uses plain language to describe measured variability and downside movement.
| α | 0.59 | β | 2.10 | Check current 90 days Cartesian Therapeutics correlation with market (Dow Jones Industrial)
Cartesian Therapeutics Downside Risk
Cartesian 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 | 6.22 |
It is essential to understand the difference between upside risk (as represented by Cartesian Therapeutics's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Cartesian Therapeutics' daily returns or price. Cartesian Therapeutics posted a Downside Deviation of 5.05, a Downside Variance of 25.55, and a Maximum Drawdown of 30.14 for the reported period.
Using Cartesian Put Option to Manage Risk Based on 2026-05-15 Contracts
Cartesian Therapeutics posted an Option Implied Volatility of 2.55 for the reported period. Put options written on Cartesian Therapeutics grant holders of the option the right to sell a specified amount of Cartesian Therapeutics at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Cartesian Stock cannot fall below.
Cartesian Therapeutics' PUT expiring on 2026-05-15
Profit |
| Cartesian Therapeutics Price At Expiration |
Current Cartesian Therapeutics Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | RNAC260515P00002500 | 0.0 | 0.0 | 1 | 2026-05-15 | 0.0 - 4.9 | 0.0 | View |
Put | RNAC260515P00005000 | -0.004685 | 3.23E-4 | 5 | 2026-05-15 | 0.0 - 4.9 | 0.0 | View |
Put | RNAC260515P00007500 | -0.166021 | 0.016322 | 3 | 2026-05-15 | 0.0 - 4.5 | 0.0 | View |
Put | RNAC260515P00010000 | -0.318349 | 0.034881 | 5 | 2026-05-15 | 0.0 - 4.9 | 0.0 | View |
Cartesian Therapeutics Stock Volatility Analysis
Volatility refers to the frequency at which Cartesian Therapeutics stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Cartesian Therapeutics' price changes.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Cartesian Therapeutics 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.
Cartesian Therapeutics Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 2.0995 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Cartesian Therapeutics will likely underperform.Cartesian Therapeutics is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Cartesian Therapeutics posted a Downside Deviation of 5.05, a Mean Deviation of 4.19, and an Option Implied Volatility of 2.55 for the reported period.
Predicted Return Density |
| Returns |
What Drives a Cartesian Therapeutics 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.Cartesian Therapeutics Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Cartesian Therapeutics is 3230.0. The daily returns are distributed with a variance of 38.71 and standard deviation of 6.22. The mean deviation of Cartesian Therapeutics is currently at 3.97. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.59 | |
β | Beta against Dow Jones | 2.10 | |
σ | Overall volatility | 6.22 | |
Ir | Information ratio | 0.09 |
Cartesian Therapeutics Stock Return Volatility
Cartesian Therapeutics historical daily return volatility represents how much of Cartesian Therapeutics stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 6.2218% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7724% volatility on return distribution over a 90-day horizon. Performance |
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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 Cartesian Stock performing well and Cartesian Therapeutics 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 Cartesian Therapeutics' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EPRX | 2.82 | 0.53 | 0.19 | 0.77 | 2.52 | 6.71 | 24.61 | |||
| IVA | 2.75 | 0.76 | 0.26 | -6.76 | 2.39 | 7.29 | 20.30 | |||
| NAUT | 3.98 | 0.39 | 0.08 | 8.57 | 4.44 | 9.29 | 39.09 | |||
| OBIO | 3.19 | 0.03 | 0.01 | 0.01 | 3.67 | 7.64 | 22.05 | |||
| MDWD | 1.82 | -0.01 | 0.00 | -0.03 | 0.00 | 3.47 | 12.56 | |||
| AARD | 4.21 | -0.57 | 0.00 | -0.24 | 0.00 | 9.35 | 68.25 | |||
| FENC | 1.95 | 0.09 | 0.04 | 0.15 | 2.34 | 4.19 | 10.44 | |||
| AVTX | 3.58 | 0.09 | 0.02 | 0.33 | 4.14 | 6.49 | 21.73 | |||
| NTHI | 4.06 | 0.24 | 0.04 | 0.10 | 5.26 | 8.56 | 26.02 | |||
| GNFT | 3.17 | 0.64 | 0.13 | 4.06 | 3.86 | 7.34 | 25.18 |
About Cartesian Therapeutics Volatility Analysis
Volatility for Cartesian Therapeutics measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Cartesian Therapeutics has market cap of 178.12 M, ROE of -70.29%.
Unless otherwise specified, financial data for Cartesian Therapeutics 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. Cartesian Therapeutics may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Cartesian Therapeutics Investment Opportunity
Measured over the selected horizon, Cartesian Therapeutics carries roughly 8.08 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 Cartesian Therapeutics 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 normal downward trend and little activity. Check odds of Cartesian Therapeutics to be traded at 8.43 in 90 days.Very good diversification
Across the chosen horizon, RNAC and DJI show a correlation of -0.24 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Cartesian Therapeutics Additional Risk Indicators
Risk analysis around Cartesian Therapeutics 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 | 0.0774 | |||
| Market Risk Adjusted Performance | 0.2781 | |||
| Mean Deviation | 4.19 | |||
| Semi Deviation | 4.7 | |||
| Downside Deviation | 5.05 | |||
| Coefficient Of Variation | 1122.79 | |||
| Standard Deviation | 6.43 |
Cartesian Therapeutics Suggested Diversification Pairs
Pair trading with Cartesian Therapeutics 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 Cartesian Therapeutics 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. Cartesian Therapeutics' 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, Cartesian Therapeutics' 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 Cartesian Therapeutics.
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