Chart & Technical · CI
Risk Snapshot for CI
AI-generated plain-English read of risk snapshot for CI. Updated daily.
Moderate Vol, Mild drawdown, Recovering
highModerate Vol volatility with mild drawdown history and recovering recovery status.
What will probably happen
- Low beta (<0.6): defensive profile. The stock is less sensitive to market swings, making it a natural portfolio stabilizer.
- Thin-tail distribution: returns cluster near the mean with fewer extreme outliers than average. This reduces tail-event risk, though it does not eliminate it.
What to do
- If you HOLD this stock
- Drawdown is mild and the trend is recovering: hold and monitor. No immediate action required; let the recovery play out.
- 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
- 26.6%
- Drawdown tier
- Mild
- Max drawdown (1y)
- -12.8%
- Current drawdown
- -6.0%
- Recovery status
- Recovering
- Beta profile
- Low Beta
- Beta vs S&P 500
- 0.09
- VaR 95% (daily)
- -2.6%
- VaR 99% (daily)
- -3.6%
- Tail risk
- Thin Tails
- Skewness
- 0.12
- Kurtosis
- 2.82
- Downside deviation
- --
- Sortino ratio
- --
- Sharpe ratio
- --
Key levels
| Level | Value |
|---|---|
| annualized volatility | 0.266 |
| max drawdown 1y | -0.128 |
| current drawdown | -0.06 |
| beta vs market | 0.085 |
| var 95 daily | -0.026 |
| var 99 daily | -0.036 |
| skewness | 0.116 |
| kurtosis | 2.819 |
Caveats
- Risk metrics are historical; tail events outside the lookback window can dwarf observed risk.