Talphera Stock Volatility

TLPH Stock

0.82 -0.08 -9.39%

The latest read on Talphera points to a minimal volatility profile over the designated window. Talphera continues to report a Sharpe Ratio (Efficiency) of -0.11, pointing to inconsistent risk-adjusted returns over the last 3 months. The latest risk read is supported by 23 technical indicators.

Sharpe Ratio = -0.1126

High Returns	Best Equity
Good Returns
Average Returns
Small Returns
Cash	Small Risk	Average Risk	High Risk	Huge Risk
Negative Returns			TLPH

For Talphera, recent data highlights a Market Risk Adjusted Performance of 0.4%, a Risk of 4.66, and a Risk Adjusted Performance of -0.1%. Based on monthly trends, Talphera is not achieving its full performance potential. A diversified well-diversified portfolio can help improve total return and lower risk.

Key indicators related to Talphera's volatility include:

90 Days Market Risk

High

Chance Of Distress

Risky

90 Days Economic Sensitivity

Moves totally opposite to the market

The volatility of Talphera is a critical input for portfolio construction. Assets with low correlation and moderate volatility - like Talphera in certain environments - can improve a portfolio's risk-adjusted return by adding diversification without excessive Talphera's price.

Build AI portfolio with Talphera Stock

Talphera Volatility Strategy

Talphera dispersion metrics describe how it interacts with cross-asset exposure. Current statistical measures show total volatility near 4.66% with a beta coefficient of -1.18, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.11, evaluates return per unit of total risk. An alpha value of -0.45 reflects performance relative to systematic market exposure. Expected return estimates near -0.52% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.

Main indicators related to Talphera's market risk premium analysis include:

Beta

-1.18

Alpha

-0.45

Risk

4.66

Sharpe Ratio

-0.11

Expected Return

-0.52

Moving together with Talphera Stock

0.62	NDEKY	Nitto Denko Corp	Pair Corr
0.86	HPQ	HP Inc	Pair Corr
0.65	AXP	American Express	Pair Corr
0.62	IBM	International Business	Pair Corr

Moving against Talphera Stock

0.91	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.88	MRK	Merck Company Sell-off Trend	Pair Corr
0.87	CVX	Chevron Corp	Pair Corr
0.87	KO	Coca Cola Sell-off Trend	Pair Corr
0.86	IMO	Imperial Oil	Pair Corr
0.85	NFPDF	Nissin Foods Holdings	Pair Corr
0.85	DAIUF	Daifuku Co	Pair Corr
0.85	CAT	Caterpillar	Pair Corr
0.84	DD	Dupont De Nemours	Pair Corr
0.83	FMCB	Farmers Merchants Bancorp	Pair Corr

Talphera Sensitivity To Market

Talphera'sTalphera beta coefficient, currently -1.18, measures relative volatility compared to the broader market index. It is calculated using regression slope methodology. Total risk is approximately 4.66%.Talphera has displayed return variability that can be compared across instruments using standard deviation (4.44%). Options markets imply a forward-looking volatility estimate near 342.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.

Check current 90 days Talphera correlation with market (Dow Jones Industrial)

-0.4483

-1.179

Competition

3 Months Beta |Analyze Talphera Demand Trend

Check current 90 days Talphera correlation with market (Dow Jones Industrial)

Talphera Downside Risk

Standard deviation for Talphera provides a statistical measure of daily price variability relative to the mean over a chosen period. High values mean high volatility; low values mean stability.

Standard Deviation

4.66

Investors analyzing Talphera should consider both total and downside risk. Standard deviation measures total price dispersion, while semi-deviation and downside deviation focus on the loss risk embedded in Talphera's returns. For Talphera, recent data highlights a Maximum Drawdown of 26.90.

Using Talphera Put Option to Manage Risk Based on 2026-06-18 Contracts

For Talphera, recent data highlights an Option Implied Volatility of 3.42. For investors concerned about Talphera's near-term downside, put options provide a practical hedging solution. A put written on Talphera Stock gives the holder the right to sell Talphera at the strike price during the option period.

Talphera's PUT expiring on 2026-06-18

Profit

Talphera Price At Expiration

Current Talphera Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	TLPH260618P00001500	-0.608084	0.558372	232	2026-06-18	0.35 - 1.1	0.0	View
Put	TLPH260618P00001000	-0.38821	0.523835	590	2026-06-18	0.0 - 0.35	0.0	View

View All Talphera Options

Talphera Stock Volatility Analysis

For traders and investors in Talphera, volatility is both a risk factor and a source of opportunity. Sudden spikes in Talphera's stock volatility can lead to rapid gains or steep losses. Long-term investors in Talphera often use volatility as a signal to accumulate or trim.

Transformation

The output start index for this execution was zero with a total number of output elements of sixty-one. Talphera 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.

Talphera Projected Return Density Against Market

Given the investment horizon of 90 days Talphera has a beta of -1.179 . This usually implies as returns on its benchmark rise, returns on Talphera are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Talphera is expected to outperform its benchmark.

The risk profile of Talphera includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. For Talphera, recent data highlights a Mean Deviation of 2.86, an Option Implied Volatility of 3.42, and a Standard Deviation of 4.44.

Talphera has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.

Predicted Return Density

Returns

Talphera's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how talphera stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Talphera 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.

Talphera Stock Risk Measures

Given the investment horizon of 90 days the coefficient of variation of Talphera is -888.09. The daily returns are distributed with a variance of 21.67 and standard deviation of 4.66. The mean deviation of Talphera is currently at 2.95. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77

α	Alpha over Dow Jones	-0.4483	Details
β	Beta against Dow Jones	-1.179	Details
σ	Overall volatility	4.66	Details
Ir	Information ratio	-0.0907	Details

Talphera Stock Return Volatility

Talphera historical daily return volatility represents how much of Talphera stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 4.6552% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7735% volatility on return distribution over a 90-day horizon.

Performance

Timeline

Related Correlations Analysis

	SCYX	APUS	MIRA	NTRB	IBIO	COSM	ITRM	PIII	INTS	RVP
SCYX		-0.53	-0.83	-0.45	0.46	-0.65	-0.64	-0.61	-0.62	-0.74	SCYX
APUS	-0.53		0.62	0.69	-0.51	0.65	0.85	0.66	0.82	0.67	APUS
MIRA	-0.83	0.62		0.5	-0.46	0.75	0.65	0.69	0.7	0.83	MIRA
NTRB	-0.45	0.69	0.5		-0.49	0.45	0.63	0.51	0.58	0.57	NTRB
IBIO	0.46	-0.51	-0.46	-0.49		-0.48	-0.55	-0.54	-0.42	-0.59	IBIO
COSM	-0.65	0.65	0.75	0.45	-0.48		0.61	0.36	0.62	0.56	COSM
ITRM	-0.64	0.85	0.65	0.63	-0.55	0.61		0.72	0.87	0.7	ITRM
PIII	-0.61	0.66	0.69	0.51	-0.54	0.36	0.72		0.77	0.89	PIII
INTS	-0.62	0.82	0.7	0.58	-0.42	0.62	0.87	0.77		0.74	INTS
RVP	-0.74	0.67	0.83	0.57	-0.59	0.56	0.7	0.89	0.74		RVP
	SCYX	APUS	MIRA	NTRB	IBIO	COSM	ITRM	PIII	INTS	RVP

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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

RVP	+ 0.89	PIII
INTS	+ 0.87	ITRM
ITRM	+ 0.85	APUS
RVP	+ 0.83	MIRA
INTS	+ 0.82	APUS
INTS	+ 0.77	PIII

High negative correlations

MIRA	- 0.83	SCYX
RVP	- 0.74	SCYX
COSM	- 0.65	SCYX
ITRM	- 0.64	SCYX
INTS	- 0.62	SCYX
PIII	- 0.61	SCYX

Risk-Adjusted Indicators

There is a big difference between Talphera Stock performing well and Talphera 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 Talphera'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
SCYX	2.92	0.52	0.15	0.54	2.65	-4.52	7.89	-4.17	23.56
APUS	5.69	-0.39	0.00	-0.16	0.00	0.00	11.82	-14.12	40.97
MIRA	2.26	-0.21	0.00	-1.36	0.00	0.00	5.17	-5.52	15.40
NTRB	3.17	-0.31	0.00	0.57	0.00	0.00	5.50	-5.80	32.02
IBIO	6.75	1.42	0.22	0.89	5.83	-9.32	16.19	-8.25	59.00
COSM	3.87	-0.34	0.00	3.25	0.00	0.00	8.16	-7.69	29.76
ITRM	5.16	-0.98	0.00	-0.39	0.00	0.00	12.50	-8.82	66.43
PIII	6.28	-0.36	0.00	-0.46	0.00	0.00	22.22	-14.23	48.13
INTS	4.17	-0.30	0.00	-0.32	0.00	0.00	9.86	-10.12	44.33
RVP	1.80	-0.14	0.00	-0.40	0.00	0.00	4.55	-4.23	14.25

About Talphera Volatility Analysis

Volatility for Talphera measures return dispersion and uncertainty over time. Dispersion trends provide context for structural risk posture. Talphera has a market cap of 41.3 M, ROE of -86.48%.

Unless otherwise specified, financial data for Talphera 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. Updates may occur throughout the day.

Talphera Stock is Curated By:

Ellen Johnson · Member of Macroaxis Editorial Board

Talphera Investment Opportunity

Measured over the selected horizon, Talphera carries roughly 6.05 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 Talphera to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It works best as a directional cue rather than as a standalone forecast. a very speculative upward sentiment. Check odds of Talphera to be traded at 0.7747 in 90 days.

Very good diversification

Across the chosen horizon, TLPH and DJI show a correlation of -0.5 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.

View Details

Talphera Additional Risk Indicators

Risk analysis around Talphera 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	-0.06
	Market Risk Adjusted Performance	0.3694
	Mean Deviation	2.86
	Coefficient Of Variation	-1,074
	Standard Deviation	4.44
	Variance	19.73
	Information Ratio	-0.09

Talphera Suggested Diversification Pairs

Pair trading with Talphera 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.

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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 Talphera 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. Talphera'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, Talphera'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 Talphera.

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