Chart & Technical · SYK
Risk Snapshot for SYK
AI-generated plain-English read of risk snapshot for SYK. Updated daily.
Moderate-vol but sharp drawdown: watch downside
highModerate day-to-day vol but a sharp 1-year max drawdown (30-50%). The risk is more episodic than constant: the stock has proven it can fall hard on negative catalysts. Size-conscious positioning is warranted.
What will probably happen
- Low beta (<0.6): defensive profile. The stock is less sensitive to market swings, making it a natural portfolio stabilizer.
- 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
- 32.7%
- Drawdown tier
- Sharp
- Max drawdown (1y)
- -30.4%
- Current drawdown
- -19.4%
- Recovery status
- Mid Drawdown
- Beta profile
- Low Beta
- Beta vs S&P 500
- 0.24
- VaR 95% (daily)
- -3.0%
- VaR 99% (daily)
- -6.4%
- Tail risk
- Fat Tails
- Skewness
- 0.01
- Kurtosis
- 6.30
- Downside deviation
- --
- Sortino ratio
- --
- Sharpe ratio
- --
Key levels
| Level | Value |
|---|---|
| annualized volatility | 0.327 |
| max drawdown 1y | -0.304 |
| current drawdown | -0.194 |
| beta vs market | 0.24 |
| var 95 daily | -0.03 |
| var 99 daily | -0.064 |
| skewness | 0.01 |
| kurtosis | 6.296 |
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.