World Kinect Stock Volatility
| WKC Stock | 22.97 0.08 0.35% |
World Kinect indicates a Sharpe ratio of -0.0108, capturing negative return efficiency over the last 3 months. The current setup includes 24 technical indicators relevant to risk behavior. World Kinect appears to hold relatively low price volatility across the last 3 months.
Sharpe Ratio = -0.0108
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| Negative Returns | WKC |
World Kinect posted a Market Risk Adjusted Performance of -0.2%, a Risk of 1.98, and a Total Risk Alpha of 0.10 for the reported period. Monthly moving average data shows World Kinect is underperforming relative to its full potential. Placing it within a well-diversified portfolio can reduce volatility and improve returns. Cross-asset correlation dynamics can improve World Kinect net contribution within a diversified structure.
Key indicators related to World Kinect's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for World Kinect can be decomposed into systematic risk and idiosyncratic risk. Elevated volatility often coincides with uncertainty about earnings, regulatory changes, or macro conditions. Volatility estimation for World Kinect uses multiple methodologies, including GARCH models that account for clustering.
Volatility Strategy
Price variability in World Kinect interacts with broader market movements. Current statistical measures show total volatility near 1.98% with a beta coefficient of 0.12, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0108, evaluates return per unit of total risk. An alpha value of -0.0232 reflects performance relative to systematic market exposure. Expected return estimates near -0.0214% 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 World Kinect's market risk premium analysis include:
Beta 0.12 | Alpha -0.02 | Risk 1.98 | Sharpe Ratio -0.01 | Expected Return -0.02 |
Moving together with World Stock
| 0.72 | EU | enCore Energy Corp | PairCorr |
| 0.83 | CDA | Canuc Resources Corp Split | PairCorr |
| 0.75 | WCAT | Wildcat Petroleum Plc | PairCorr |
| 0.67 | KEY | KEY Petroleum | PairCorr |
Moving against World Stock
| 0.68 | AR | Antero Resources Corp | PairCorr |
| 0.55 | SM | SM Energy | PairCorr |
| 0.44 | QEM | QEM | PairCorr |
| 0.43 | RBY | Rubellite Energy | PairCorr |
| 0.39 | VG | Venture Global Aggressive Push | PairCorr |
| 0.37 | PR | Permian Resources Aggressive Push | PairCorr |
Sensitivity To Market
World Kinect beta coefficient quantifies market-related volatility exposure. Calculated as the slope of returns versus benchmark returns, the current beta reading of 0.12 reflects its relative systematic risk. Observed volatility is approximately 1.98%.The recent volatility profile for World Kinect can be described using downside deviation (0.0%) and overall dispersion (1.91%). Options markets imply a forward-looking volatility estimate near 90.0%. 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.
3 Months Beta |Analyze World Kinect Demand TrendCheck current 90 days World Kinect correlation with market (Dow Jones Industrial)Downside Risk
World standard deviation measures daily price dispersion from the mean, providing a proxy for volatility. High values reflect high volatility; low values reflect a stable price pattern. For investors in World, standard deviation measures how widely daily prices vary around the mean.
Standard Deviation | 1.98 |
Upside and downside risks in World Kinect are not symmetric. Downside deviation measures only the risk of loss in World Kinect's returns, unlike standard deviation which includes all moves. The risk profile of World Kinect has two components: upside risk and downside risk. World Kinect posted a Maximum Drawdown of 11.51 for the reported period.
Using World Put Option to Manage Risk Based on 2026-04-17 Contracts
World Kinect posted an Option Implied Volatility of 0.90 and an Option Max Pain Price of -1 for the reported period. Purchasing a put option on World Kinect is one of the most straightforward ways to protect against a drop in World Kinect's price. By purchasing a put on World Stock, an investor guarantees a minimum exit price for World Kinect during the option period. The put gives the buyer the right to sell World Stock at the predetermined strike, locking in a minimum selling price.
World Kinect's PUT expiring on 2026-05-15
Profit |
| World Kinect Price At Expiration |
Current World Kinect Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | WKC260417P00025000 | -0.694615 | 0.110725 | 1 | 2026-04-17 | 1.15 - 3.8 | 0.0 | View |
Stock Volatility Analysis
Market participants monitor World Kinect volatility to assess the stock's price stability. Sharp price swings in World Kinect's stock often accompany major news events or earnings announcements. A wide deviation implies greater uncertainty and potential reward or loss for World Kinect.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. World Kinect 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
Considering the 90-day investment horizon World Kinect has a beta of 0.1158 . This entails as returns on the market go up, World Kinect's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding World Kinect is expected to be smaller as well.Exposure to the stock market introduces systematic volatility in World Kinect. In contrast, company or sector-specific developments represent asset-level risk that may be diversified away. World Kinect posted a Mean Deviation of 1.32, an Option Implied Volatility of 0.90, and a Standard Deviation of 1.91 for the reported period.
Predicted Return Distribution |
| Density |
What Drives World Kinect's Price Volatility?
Industry Dynamics
World Kinect's volatility can rise when competitive dynamics or demand conditions shift across the Oil, Gas & Consumable Fuels sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into World Kinect's trading.World Kinect's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in World Kinect.Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of World Kinect is -9256.63. The daily returns are distributed with a variance of 3.93 and standard deviation of 1.98. The mean deviation of World Kinect is currently at 1.38. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0232 | |
β | Beta against Dow Jones | 0.12 | |
σ | Overall volatility | 1.98 | |
Ir | Information ratio | 0.01 |
Stock Return Volatility
World Kinect return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 1.9823% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment 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
World Kinect Company can look attractive on recent price action while risk efficiency lags the peer group. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SOC | 6.63 | 1.60 | 0.23 | 4.94 | 6.58 | 15.06 | 52.20 | |||
| CLMT | 1.77 | 0.69 | 0.24 | 4.08 | 2.28 | 4.24 | 20.91 | |||
| FLNG | 1.32 | 0.31 | 0.21 | -3.48 | 1.43 | 3.56 | 9.67 | |||
| XPRO | 2.32 | 0.65 | 0.25 | 0.39 | 2.08 | 6.15 | 13.49 | |||
| DNOW | 2.04 | -0.05 | 0.00 | -0.11 | 0.00 | 2.95 | 23.47 | |||
| EFXT | 2.28 | 0.66 | 0.22 | 0.68 | 2.50 | 5.01 | 21.80 | |||
| KRP | 1.09 | 0.41 | 0.42 | 2.53 | 0.62 | 2.68 | 5.27 | |||
| GLP | 1.41 | 0.14 | 0.10 | 0.60 | 1.72 | 2.43 | 9.67 | |||
| FLOC | 2.06 | 0.32 | 0.13 | -0.36 | 2.84 | 4.46 | 20.67 | |||
| ARRY | 3.91 | 0.08 | 0.00 | -0.02 | 0.00 | 6.56 | 45.04 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for World Kinect defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Maximum drawdown depth often reveals risk that standard deviation alone does not capture. World Kinect has a market cap of 1.28 B, ROE of -37.48%.
Reported values for World Kinect are derived from periodic company reporting and market reference feeds and then standardized for analysis. Professional analyst research is incorporated when coverage is available. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorWorld Kinect Investment Opportunity
Recent data suggests that World Kinect is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.33x factor. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use World Kinect 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 most useful when combined with broader risk controls and position-sizing discipline. a normal upward fluctuation. Check odds of World Kinect to be traded at 24.12 in 90 days.Very poor diversification
The correlation between World Kinect and Dow Jones is 0.82, which Macroaxis classifies as Very poor diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
World Kinect Additional Risk Indicators
Secondary risk indicators for World Kinect can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.0027 | |||
| Market Risk Adjusted Performance | -0.25 | |||
| Mean Deviation | 1.32 | |||
| Coefficient Of Variation | -9,758 | |||
| Standard Deviation | 1.91 | |||
| Variance | 3.66 | |||
| Information Ratio | 0.0135 |
World Kinect Suggested Diversification Pairs
Using World Kinect in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around World Kinect, market-wide risk remains. What pair trading can address is World Kinect's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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