Science Applications International Stock Volatility
| SAIC Stock | USD 91.91 0.37 0.40% |
Recent trading patterns suggest Science Applications International maintains a minimal volatility profile. Its Sharpe Ratio (Efficiency) stands at -0.0371, showing negative reward per unit of risk over the last 3 months. We identified 22 technical indicators influencing current risk dynamics.
Sharpe Ratio = -0.0371
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SAIC |
Science Applications International posted a Market Risk Adjusted Performance of -0.1%, a Risk of 3.01, and a Risk Adjusted Performance of -0.01% for the reported period. Moving average data indicates Science Applications is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to Science Applications' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Science Applications draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of Science Applications' risk profile.
Volatility Strategy
Observed trading dispersion in Science Applications International can affect long-term allocation structure. Current statistical measures show total volatility near 3.01% with a beta coefficient of 0.7, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0371, evaluates return per unit of total risk. An alpha value of -0.0407 reflects performance relative to systematic market exposure. Expected return estimates near -0.11% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to Science Applications' market risk premium analysis include:
Beta 0.7 | Alpha -0.04 | Risk 3.01 | Sharpe Ratio -0.04 | Expected Return -0.11 |
Moving together with Science Stock
| 0.82 | EPAM | EPAM Systems | PairCorr |
| 0.87 | ACN | Accenture plc Earnings Call This Week | PairCorr |
| 0.76 | IBM | International Business | PairCorr |
| 0.75 | WIT | Wipro Limited ADR | PairCorr |
| 0.8 | INFY | Infosys Ltd ADR | PairCorr |
| 0.86 | CTSH | Cognizant Technology | PairCorr |
Moving against Science Stock
| 0.82 | WF | Woori Financial Group | PairCorr |
| 0.79 | KB | KB Financial Group | PairCorr |
| 0.78 | SHG | Shinhan Financial | PairCorr |
| 0.75 | MSM | MSC Industrial Direct | PairCorr |
| 0.66 | BTI | British American Tobacco | PairCorr |
| 0.63 | NXMR | Nextmart | PairCorr |
| 0.53 | ORKT | Orangekloud Technology | PairCorr |
| 0.49 | KPTI | Karyopharm Therapeutics | PairCorr |
| 0.48 | RYSKF | Reysas Tasimacilik | PairCorr |
| 0.48 | VRTX | Vertex Pharmaceuticals | PairCorr |
Sensitivity To Market
Science Applications'Science Applications systematic risk exposure is reflected in a beta value of 0.7. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 3.01%.Over the current lookback period, Science Applications International shows a minimal volatility profile, using downside deviation (0.0%) as a primary reference. Options markets imply a forward-looking volatility estimate near 49.0%. This indicates expectations for moderate future movement relative to historical averages. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
| α | -0.0407 | β | 0.70 | Check current 90 days Science Applications correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation for Science expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 3.01 |
For Science Applications investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in Science Applications' daily returns. Science Applications International posted a Maximum Drawdown of 21.96 for the reported period.
Using Science Put Option to Manage Risk Based on 2026-05-15 Contracts
Science Applications International posted an Option Implied Volatility of 0.49 and an Option Max Pain Price of 95 for the reported period. One of the most common ways to protect a Science Applications investment is to purchase a put option. A put on Science Stock gives the buyer the contractual right to sell Science Applications shares at the strike price before expiration.
Science Applications' PUT expiring on 2026-05-15
Profit |
| Science Applications Price At Expiration |
Current Science Applications Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | SAIC260515P00060000 | -0.106549 | 0.004821 | 16 | 2026-05-15 | 0.0 - 2.35 | 0.0 | View |
Put | SAIC260515P00070000 | -0.154812 | 0.00802 | 50 | 2026-05-15 | 0.0 - 2.8 | 0.0 | View |
Put | SAIC260515P00075000 | -0.194497 | 0.01038 | 16 | 2026-05-15 | 0.0 - 3.3 | 0.0 | View |
Put | SAIC260515P00080000 | -0.19913 | 0.01602 | 41 | 2026-05-15 | 1.3 - 2.95 | 0.0 | View |
Put | SAIC260515P00085000 | -0.296517 | 0.02042 | 27 | 2026-05-15 | 3.1 - 4.0 | 0.0 | View |
Put | SAIC260515P00090000 | -0.41152 | 0.022894 | 47 | 2026-05-15 | 4.3 - 7.0 | 0.0 | View |
Put | SAIC260515P00095000 | -0.531123 | 0.024194 | 22 | 2026-05-15 | 6.7 - 9.6 | 0.0 | View |
Put | SAIC260515P00100000 | -0.636968 | 0.022214 | 23 | 2026-05-15 | 10.5 - 12.7 | 0.0 | View |
Put | SAIC260515P00105000 | -0.72878 | 0.019442 | 2 | 2026-05-15 | 14.2 - 16.6 | 0.0 | View |
Put | SAIC260515P00110000 | -0.851336 | 0.015992 | 2 | 2026-05-15 | 16.5 - 21.3 | 0.0 | View |
Stock Volatility Analysis
Volatility describes the degree to which Science Applications stock price fluctuates in either direction. Highly volatile stocks like Science Applications can offer significant profit opportunities, but also come with heightened risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Science Applications 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.
Science Applications Projected Return Density Against Market
Given the investment horizon of 90 days Science Applications has a beta of 0.697 . This usually implies as returns on the market go up, Science Applications's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Science Applications International is expected to be smaller as well.Systematic risk links Science Applications to overall stock market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Science Applications International posted a Mean Deviation of 1.81, an Option Implied Volatility of 0.49, and a Standard Deviation of 2.94 for the reported period.
Predicted Return Density |
| Returns |
What Drives a Science Applications 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 Science Applications is -2694.03. The daily returns are distributed with a variance of 9.05 and standard deviation of 3.01. The mean deviation of Science Applications International is currently at 1.84. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0407 | |
β | Beta against Dow Jones | 0.70 | |
σ | Overall volatility | 3.01 | |
Ir | Information ratio | -0.0092 |
Stock Return Volatility
Science Applications historical daily return volatility represents how much of Science Applications stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 3.0081% 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
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 Science Stock performing well and Science Applications 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 Science Applications' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PSFE | 2.82 | -0.05 | 0.00 | -0.07 | 0.00 | 6.66 | 24.64 | |||
| AVT | 1.41 | 0.36 | 0.29 | 0.29 | 1.00 | 3.60 | 17.63 | |||
| NIQ | 2.61 | -0.34 | 0.00 | -1.44 | 0.00 | 4.92 | 25.33 | |||
| VRRM | 1.41 | -0.49 | 0.00 | -1.41 | 0.00 | 2.71 | 17.39 | |||
| INGM | 2.15 | 0.11 | 0.02 | 0.02 | 3.77 | 4.02 | 30.64 | |||
| PAY | 2.13 | -0.47 | 0.00 | -0.49 | 0.00 | 3.60 | 13.36 | |||
| VICR | 3.47 | 1.08 | 0.20 | 0.34 | 4.18 | 7.88 | 24.94 | |||
| DLO | 2.08 | -0.15 | 0.00 | -0.12 | 0.00 | 3.30 | 12.55 | |||
| SLAB | 2.23 | 0.79 | 0.43 | 0.45 | 1.24 | 4.49 | 49.65 | |||
| CNXC | 3.25 | -0.07 | 0.00 | -0.07 | 0.00 | 5.72 | 19.57 |
Risk Metrics, Assumptions & Methodology
Volatility for Science Applications measures return dispersion and uncertainty over time. Range expansion increases sensitivity to market stress conditions. Science Applications has a market cap of 4.21 B, P/E of 30.77, ROE of 23.75%.
Inputs for Science Applications International come from periodic company reporting and market reference feeds and are mapped into a consistent schema for analysis. Analyst inputs may be included when coverage is available. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsScience Applications Investment Opportunity
Measured over the selected horizon, Science Applications International carries roughly 3.81 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 Science Applications International 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 normal upward fluctuation. Check odds of Science Applications to be traded at $96.51 in 90 days.Significant diversification
Across the chosen horizon, SAIC and DJI show a correlation of 0.08 and fall into the Significant diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Science Applications Additional Risk Indicators
Risk analysis around Science Applications International 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 | -0.01 | |||
| Market Risk Adjusted Performance | -0.09 | |||
| Mean Deviation | 1.81 | |||
| Coefficient Of Variation | -4,742 | |||
| Standard Deviation | 2.94 | |||
| Variance | 8.62 | |||
| Information Ratio | -0.01 |
Science Applications Suggested Diversification Pairs
Pair trading with Science Applications 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 Science Applications 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. Science Applications' 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, Science Applications' 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 Science Applications International.
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