TechTarget Common Stock Stock Volatility
| TTGT Stock | USD 3.58 -0.14 -3.76% |
TechTarget Common Stock shows a minimal volatility profile over the current evaluation window. TechTarget Common Stock indicates a Sharpe Ratio (Efficiency) of -0.21, reflecting negative risk-adjusted performance over the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.2104
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TTGT |
TechTarget Common Stock posted a Market Risk Adjusted Performance of -0.8%, a Risk of 3.52, and a Risk Adjusted Performance of -0.1% for the reported period. Based on recent moving average trends, TechTarget Common has not achieved its theoretical performance maximum. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to TechTarget Common's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of TechTarget Common determines how much TechTarget Common'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 TechTarget Common exposure.
TechTarget | Build AI portfolio with TechTarget Stock |
TechTarget Common Volatility Strategy
Volatility in TechTarget Common Stock reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 3.52% with a beta coefficient of 0.66, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.21, evaluates return per unit of total risk. An alpha value of -0.54 reflects performance relative to systematic market exposure. Expected return estimates near -0.74% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to TechTarget Common's market risk premium analysis include:
Beta 0.66 | Alpha -0.54 | Risk 3.52 | Sharpe Ratio -0.21 | Expected Return -0.74 |
Moving together with TechTarget Stock
| 0.63 | HHS | Harte Hanks Earnings Call Tomorrow | PairCorr |
| 0.62 | FTRK | FAST TRACK GROUP | PairCorr |
| 0.68 | WPP | WPP PLC ADR | PairCorr |
| 0.73 | DKUPL | Dekuple | PairCorr |
| 0.92 | TAT | Tartana Minerals Earnings Call Tomorrow | PairCorr |
| 0.84 | ALFUM | Fill Up Media | PairCorr |
| 0.63 | IS3 | I Synergy Group Split | PairCorr |
Moving against TechTarget Stock
TechTarget Common Sensitivity To Market
TechTarget Common'sThe beta coefficient of 0.66 for TechTarget Common Stock 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 3.52%.TechTarget Common Stock return patterns over the selected horizon reflect a forward elevated level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 600.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Stock volatility often clusters, meaning high-volatility periods can come in waves.
| α | -0.5377 | β | 0.66 | Check current 90 days TechTarget Common correlation with market (Dow Jones Industrial)
TechTarget Common Downside Risk
TechTarget 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 | 3.52 |
The difference between upside risk and downside risk is meaningful for TechTarget Common investors. Upside risk is measured by TechTarget Common's standard deviation, while downside risk is captured by semi-deviation or downside deviation of TechTarget Common's daily returns. TechTarget Common Stock posted a Maximum Drawdown of 26.88 for the reported period.
Using TechTarget Put Option to Manage Risk Based on 2026-03-20 Contracts
TechTarget Common Stock posted an Option Max Pain Price of -1 for the reported period. Investors holding TechTarget Common can use put options to hedge against potential price declines. A put option on TechTarget Stock gives the buyer the right to sell TechTarget Common at the strike price until expiration.
TechTarget Common's PUT expiring on 2026-06-18
Profit |
| TechTarget Common Price At Expiration |
Current TechTarget Common Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | TTGT260320P00002500 | -0.152229 | 0.040975 | 1 | 2026-03-20 | 0.0 - 1.25 | 0.0 | View |
Put | TTGT260320P00005000 | 0.0 | 0.0 | 85 | 2026-03-20 | 0.65 - 2.0 | 0.0 | View |
Put | TTGT260320P00007500 | -0.774805 | 0.124096 | 6 | 2026-03-20 | 3.1 - 5.2 | 0.0 | View |
TechTarget Common Stock Stock Volatility Analysis
When measuring the risk of TechTarget Common stock, volatility is a critical metric. It indicates how dramatically TechTarget Common'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. TechTarget Common Stock 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.
TechTarget Common Projected Return Density Against Market
Given the investment horizon of 90 days TechTarget Common has a beta of 0.6568 . This usually implies as returns on the market go up, TechTarget Common's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding TechTarget Common Stock is expected to be smaller as well.TechTarget Common 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. TechTarget Common Stock posted a Mean Deviation of 2.35 and a Standard Deviation of 3.63 for the reported period.
Predicted Return Density |
| Returns |
What Drives a TechTarget Common 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.TechTarget Common Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of TechTarget Common is -475.18. The daily returns are distributed with a variance of 12.42 and standard deviation of 3.52. The mean deviation of TechTarget Common Stock is currently at 2.3. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.5377 | |
β | Beta against Dow Jones | 0.66 | |
σ | Overall volatility | 3.52 | |
Ir | Information ratio | -0.147 |
TechTarget Common Stock Return Volatility
TechTarget Common historical daily return volatility represents how much of TechTarget Common stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 3.5249% 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 TechTarget Stock performing well and TechTarget Common 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 TechTarget Common'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PERI | 1.35 | -0.22 | 0.00 | -0.38 | 0.00 | 2.78 | 9.06 | |||
| UPXI | 7.26 | -1.14 | 0.00 | -0.24 | 0.00 | 18.85 | 49.22 | |||
| ZH | 2.20 | -0.13 | 0.00 | -0.16 | 0.00 | 3.62 | 22.47 | |||
| NCMI | 1.63 | -0.26 | 0.00 | -0.22 | 0.00 | 3.07 | 11.52 | |||
| ATEX | 2.51 | 1.08 | 0.38 | 1.35 | 2.13 | 7.64 | 15.03 | |||
| THRY | 4.10 | -0.64 | 0.00 | -0.68 | 0.00 | 8.50 | 52.77 | |||
| IHRT | 3.16 | -0.20 | 0.00 | -0.14 | 0.00 | 7.49 | 21.61 | |||
| MCS | 1.28 | 0.13 | 0.08 | 0.26 | 1.60 | 2.60 | 7.02 | |||
| GTN | 2.86 | 0.26 | 0.07 | 0.13 | 3.21 | 5.93 | 35.52 | |||
| BOC | 1.05 | -0.09 | 0.00 | -0.16 | 0.00 | 1.54 | 8.04 |
About TechTarget Common Volatility Analysis
Volatility for TechTarget Common measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. TechTarget Common has market cap of 258.33 M, P/E of 74.46, ROE of -2.75%.
Unless otherwise specified, financial data for TechTarget Common Stock 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.
TechTarget Common Investment Opportunity
Measured over the selected horizon, TechTarget Common Stock carries roughly 4.57 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 TechTarget Common Stock to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of TechTarget Common to be traded at $3.44 in 90 days.Significant diversification
Across the chosen horizon, TTGT and DJI show a correlation of 0.09 and fall into the Significant diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
TechTarget Common Additional Risk Indicators
Risk analysis around TechTarget Common Stock 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 | -0.11 | |||
| Market Risk Adjusted Performance | -0.82 | |||
| Mean Deviation | 2.35 | |||
| Coefficient Of Variation | -677.08 | |||
| Standard Deviation | 3.63 | |||
| Variance | 13.17 | |||
| Information Ratio | -0.15 |
TechTarget Common Suggested Diversification Pairs
Pair trading with TechTarget Common 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 TechTarget Common 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. TechTarget Common'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, TechTarget Common'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 TechTarget Common Stock.
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