Chart & Technical · BAC
Risk Snapshot for BAC
AI-generated plain-English read of risk snapshot for BAC. Updated daily.
Moderate-vol, standard-shape drawdown
highModerate volatility with a standard drawdown profile. Risk is in line with a typical equity: expect occasional 15-30% pullbacks as part of normal operation.
What will probably happen
- Fat-tail risk detected: the return distribution has heavier-than-normal tails. Losses beyond 2 or 3 standard deviations occur more often than a normal model predicts. Size accordingly and avoid maximum leverage.
What to do
- If you HOLD this stock
- Risk is in the moderate-to-elevated range. Hold at current size; resist adding until vol or drawdown conditions improve.
- If you're EVALUATING this stock
- Risk profile is acceptable for entry. Size per your normal framework; no unusual risk flags beyond the drawdown history.
- If you trade OPTIONS
- Vol regime is moderate: balanced options landscape. Favor defined-risk structures (verticals, spreads) over naked positions. Let directional thesis drive strike/expiry selection.
All four key fields (volatility, max drawdown, beta, skewness) are populated.
Technical details
Technical analysis
- Vol regime
- Moderate Vol
- Annualized volatility
- 22.5%
- Drawdown tier
- Standard
- Max drawdown (1y)
- -23.7%
- Current drawdown
- -21.3%
- Recovery status
- Mid Drawdown
- Beta profile
- Index Like
- Beta vs S&P 500
- 0.80
- VaR 95% (daily)
- -2.6%
- VaR 99% (daily)
- -4.2%
- Tail risk
- Fat Tails
- Skewness
- -0.62
- Kurtosis
- 4.20
- Downside deviation
- --
- Sortino ratio
- --
- Sharpe ratio
- --
Key levels
| Level | Value |
|---|---|
| annualized volatility | 0.225 |
| max drawdown 1y | -0.237 |
| current drawdown | -0.213 |
| beta vs market | 0.802 |
| var 95 daily | -0.026 |
| var 99 daily | -0.042 |
| skewness | -0.618 |
| kurtosis | 4.196 |
Caveats
- Risk metrics are historical; tail events outside the lookback window can dwarf observed risk.
- Fat-tail readings warn of bigger-than-normal-distribution moves; size accordingly.