Shell PLC ADR Stock Volatility
| SHEL Stock | USD 90.71 0.27 0.30% |
Shell PLC ADR shows low price volatility over the last 3 months. The current Sharpe ratio for Shell PLC ADR is 0.23, reflecting risk-adjusted gains over the last 3 months. Current volatility conditions are reflected in 29 technical indicators.
Sharpe Ratio = 0.2332
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | SHEL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
For Shell PLC ADR, recent data highlights a Market Risk Adjusted Performance of 4.2%, a Risk of 1.70, and a Risk Adjusted Performance of 0.2%. Shell PLC is currently trading at approximately 18% 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 Shell PLC's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Shell PLC 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 Shell PLC ADR reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 1.7% with a beta coefficient of 0.0949, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.23, evaluates return per unit of total risk. An alpha value of 0.41 reflects performance relative to systematic market exposure. Expected return estimates near 0.4% 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 Shell PLC's market risk premium analysis include:
Beta 0.0949 | Alpha 0.41 | Risk 1.7 | Sharpe Ratio 0.23 | Expected Return 0.4 |
Moving together with Shell Stock
| 0.89 | JP9 | Japan Petroleum | PairCorr |
| 0.9 | AR | Antero Resources Corp | PairCorr |
| 0.95 | PR | Permian Resources Aggressive Push | PairCorr |
| 0.76 | SD | SandRidge Energy | PairCorr |
| 0.95 | SM | SM Energy | PairCorr |
| 0.91 | VG | Venture Global Trending | PairCorr |
| 0.96 | RBY | Rubellite Energy | PairCorr |
| 0.92 | DMLP | Dorchester Minerals | PairCorr |
| 0.85 | QEM | QEM | PairCorr |
| 0.94 | SDE | Spartan Delta Corp | PairCorr |
| 0.91 | VIST | Vista Oil Gas Downward Rally | PairCorr |
| 0.96 | 1PZ | Panoro Energy ASA | PairCorr |
| 0.91 | SEPL | Seplat Petroleum | PairCorr |
| 0.89 | VNOM | Viper Energy Ut | PairCorr |
| 0.69 | LGN | Logan Energy Corp | PairCorr |
| 0.9 | EFXT | Enerflex | PairCorr |
| 0.91 | OBE | Obsidian Energy | PairCorr |
| 0.93 | PXK | Peyto Exploration | PairCorr |
| 0.81 | EONR | EON Resources | PairCorr |
Moving against Shell Stock
| 0.65 | EU | enCore Energy Corp | PairCorr |
| 0.64 | JGH | Jade Gas Holdings | PairCorr |
| 0.41 | CDA | Canuc Resources Corp Split | PairCorr |
Sensitivity To Market
The beta coefficient of 0.0949 for Shell PLC ADR 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 1.7%.Shell PLC ADR return patterns over the selected horizon reflect a low level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 34.0%. This reflects comparatively contained forward-looking volatility expectations. This stock section uses plain language to describe measured variability and downside movement.
3 Months Beta |Analyze Shell PLC ADR Demand TrendCheck current 90 days Shell PLC correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Shell 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 | 1.7 |
Understanding the asymmetry between upside and downside risk is critical for investors in Shell PLC. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in Shell PLC's returns. For Shell PLC ADR, recent data highlights a Downside Deviation of 1.85, a Downside Variance of 3.44, and a Maximum Drawdown of 8.28.
Using Shell Put Option to Manage Risk Based on 2026-04-24 Contracts
For Shell PLC ADR, recent data highlights an Option Implied Volatility of 0.34 and an Option Max Pain Price of 86. A put option on Shell PLC gives the holder the right, but not the obligation, to sell Shell PLC shares at a predetermined strike. The put holder retains the right to sell a fixed amount of Shell Stock at the agreed strike within the option's life.
Shell PLC's PUT expiring on 2026-06-18
Profit |
| Shell PLC Price At Expiration |
Current Shell PLC Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | SHEL260424P00070000 | -0.021426 | 0.004264 | 5 | 2026-04-24 | 0.0 - 0.3 | 0.0 | View |
| Put | SHEL260424P00076000 | -0.152395 | 0.013602 | 45 | 2026-04-24 | 0.0 - 1.5 | 0.0 | View |
| Put | SHEL260424P00080000 | -0.146268 | 0.019783 | 12 | 2026-04-24 | 0.15 - 1.7 | 0.0 | View |
| Put | SHEL260424P00083000 | -0.172062 | 0.028169 | 1 | 2026-04-24 | 0.45 - 1.3 | 0.0 | View |
| Put | SHEL260424P00085000 | -0.236692 | 0.034615 | 19 | 2026-04-24 | 0.85 - 1.75 | 0.0 | View |
| Put | SHEL260424P00086000 | -0.239495 | 0.042409 | 1 | 2026-04-24 | 0.35 - 1.8 | 0.0 | View |
| Put | SHEL260424P00087000 | -0.312557 | 0.040591 | 6 | 2026-04-24 | 1.55 - 2.2 | 0.0 | View |
| Put | SHEL260424P00089000 | -0.395891 | 0.047482 | 6 | 2026-04-24 | 2.1 - 2.7 | 0.0 | View |
| Put | SHEL260424P00091000 | -0.494866 | 0.050889 | 4 | 2026-04-24 | 2.8 - 3.7 | 0.0 | View |
| Put | SHEL260424P00092000 | -0.546652 | 0.051439 | 8 | 2026-04-24 | 3.3 - 4.2 | 0.0 | View |
| Put | SHEL260424P00093000 | -0.603709 | 0.052796 | 32 | 2026-04-24 | 3.7 - 4.7 | 0.0 | View |
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of Shell PLC stock returns over a given period of time. Volatility measures how much Shell PLC's stock price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Shell PLC ADR 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 Shell PLC has a beta of 0.0949 . This usually implies as returns on the market go up, Shell PLC's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Shell PLC ADR is expected to be smaller as well.Shell PLC 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. For Shell PLC ADR, recent data highlights a Downside Deviation of 1.85, a Mean Deviation of 1.26, and an Option Implied Volatility of 0.34.
Predicted Return Distribution |
| Density |
What Drives Shell PLC's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Oil, Gas & Consumable Fuels sector can alter Shell PLC's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Shell PLC.Shell PLC's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Shell PLC's stock.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Shell PLC is 428.82. The daily returns are distributed with a variance of 2.88 and standard deviation of 1.7. The mean deviation of Shell PLC ADR is currently at 1.32. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.41 | |
β | Beta against Dow Jones | 0.09 | |
σ | Overall volatility | 1.70 | |
Ir | Information ratio | 0.29 |
Stock Return Volatility
Volatility for Shell PLC quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 1.6983% 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
Risk-Adjusted Indicators
Headline performance for Shell 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TTE | 1.18 | 0.53 | 0.38 | -7.68 | 1.04 | 3.53 | 7.51 | |||
| CVX | 1.06 | 0.52 | 0.44 | -81.91 | 0.71 | 2.70 | 9.56 | |||
| IMO | 1.44 | 0.65 | 0.41 | 1.21 | 1.09 | 3.84 | 8.06 | |||
| COP | 1.56 | 0.54 | 0.35 | 11.17 | 1.37 | 4.02 | 7.89 | |||
| SU | 1.12 | 0.61 | 0.68 | -4.40 | 0.40 | 2.54 | 5.08 | |||
| EQNR | 1.95 | 0.86 | 0.40 | -1.59 | 1.67 | 4.30 | 10.96 | |||
| E | 1.23 | 0.59 | 0.43 | 4.32 | 0.99 | 3.07 | 6.47 | |||
| PBR | 1.65 | 0.81 | 0.53 | 12.53 | 0.98 | 4.74 | 10.51 | |||
| PBR-A | 1.59 | 0.72 | 0.50 | 3.30 | 0.97 | 4.47 | 9.89 | |||
| CVE | 1.88 | 0.62 | 0.32 | 4.14 | 1.73 | 4.51 | 9.12 |
Risk Metrics, Assumptions & Methodology
Volatility for Shell PLC measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. Shell PLC has a market cap of 254.34 B, P/E of 4.91, ROE of 10.19%.
This section for Shell PLC ADR 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 BoardShell PLC Investment Opportunity
Shell PLC ADR is about 2.0 times more volatile than Dow Jones Industrial based on recent return behavior. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Shell PLC ADR to enhance the returns of the portfolio. 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 normal upward fluctuation. Check odds of Shell PLC to be traded at $95.25 in 90 days.Very strong inverse diversification
Across the chosen horizon, Shell PLC and Dow Jones show a correlation of -0.64 and fall into the Very strong inverse diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Shell PLC Additional Risk Indicators
A broader risk-indicator set for Shell PLC ADR can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.2113 | |||
| Market Risk Adjusted Performance | 4.23 | |||
| Mean Deviation | 1.26 | |||
| Semi Deviation | 1.5 | |||
| Downside Deviation | 1.85 | |||
| Coefficient Of Variation | 397.27 | |||
| Standard Deviation | 1.63 |
Shell PLC Suggested Diversification Pairs
Pair analysis around Shell PLC ADR matters because it can turn one security idea into a more market-neutral structure. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Shell PLC's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Shell PLC's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.