TickzenTickzen

Axcelis Technologies, Inc.(ACLS)
NASDAQ

Risk Analysis & Market Sentiment

$122.40
2.04 (1.69%)

Risk Analysis & Market Sentiment

Comprehensive risk, liquidity, and regime view for ACLS

Data Quality: 58.08/100

Snapshot of your risk profile

  • Volatility Context: With 49.18% annualized volatility, expect typical daily moves of approximately 3.1% percentage.
  • Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed -5.22%. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
  • Liquidity: High liquidity suggests you may face slippage on larger market orders.
95% VaR
-5.22%
30d Vol
49.18%
Max DD
-41.52%
Liquidity
18.0
Time horizon:

Position Risk Calculator

Estimate potential losses for a specific position size and holding period using VaR, CVaR, and historical drawdowns.

$
95% VaR
over horizon
$522
(-5.2%)
95% CVaR
bad tail days
$744
(-7.4%)
Max Drawdown
historical worst case
$4152
(-41.5%)

Risk Analysis

Value at Risk, risk-adjusted returns, and volatility measures

Confidence
58.08%

Return Distribution (Loss vs Gain)

Volatility Structure (Trend vs Mean)

Tail & Distribution Risk (Shock Probability)

Fat Tail (<-2%)
Fat Tail (>2%)

Drawdown Analytics (Depth of Loss)

Value at Risk (VaR)
Conf: 75.00%

95% VaR
-5.22%
99% VaR
-7.56%
95% CVaR
-7.44%
99% CVaR
-12.03%
VaR Methodology
Method: Historical Simulation (Percentile)Sample Size: 529Conf 95%: 0.05Conf 99%: 0.01Period: 529dModel: Daily
CVaR Methodology
Method: Average of tail losses (Historical - Conditional)Tail 95%: 27Tail 99%: 6

Performance RatiosConf: 75.00%

Sharpe
0.86
Sortino
1.22
Ratio Methodology
Sharpe Period: 529dSortino Period: 529dRf Rate: 3.68%Daily Rf: 0.00015Source: ^IRX (13-week T-bill)Ann. Factor: 15.8745Downside: Only negative excess returns

Volatility & Drawdown
Conf: 75.00%

30d Annual Vol
49.18%
Hist. Annual Vol
53.47%
Max Drawdown
-41.52%
Vol/DD Methodology
30d Method: Log Returns Std Dev * sqrt(252) - 20 sessions (~30 calendar days)30d Sample: 20dAnn. Factor: 15.8745Hist Method: Std Dev * sqrt(252)Hist Sample: 529dDD Period: 530dTrading Days: 252

Market & Distribution

Beta
2.07
Correlation
0.54
Skewness
0.26
Kurtosis
7.42
Distrib Methodology
Beta Bench: S&P 500Beta Period: 529dCorr Bench: S&P 500Corr Period: 529dSkew Period: 529dKurt Period: 529dSkew Interpret: Negative = left tail risk

Liquidity Profile
Conf: 62.18%

18.0
Liquidity Score
Illiquidity Risk
High
Vol. Consistency4.00
Market Depth Score0.00
Liquidity Methodology
Method: Hasbrouck Modified Volume Model (2009)Period: 90dActual Sample: 64dVol Wgt: 60Vol Bench: 10000000Mcap Wgt: 15Est. Stability: 25Stability Metric: Volume Coefficient of VariationFreshness: Daily (updated with market close)Sufficient Data: True

Bankruptcy Risk
0

9.64
Altman Z-Score
Zone
Safe

Component Ratios

Work. Cap / Assets0.56
Ret. Earn / Assets0.39
EBIT / Assets0.02
Mkt Val / Liab13.68
Sales / Assets0.15
Altman Methodology
Coeffs: A=null, B=null, C=null, D=null, E=nullImputed: No

Market Regime

Current PhaseDefensive
Regime Data Coverage100.00%
Bull Volatility
0.57
Corr. Volatility
0.59
Downside Cap
1.23

Analyst & Forecast Scenarios

Price targets from analyst estimates and forecast models - shown for educational reference only.

NOT FINANCIAL ADVICE: These scenarios reflect third-party analyst targets and forecast model outputs. They are provided for educational purposes only and should not be used as the sole basis for investment decisions. Past performance and forecasts do not guarantee future results.
Optimistic Scenario
Source: Analyst High / Forecast Max
Price Target$180.00
Potential Change+47.1%
Base Scenario
Source: Analyst Mean / 1Y Forecast
Price Target$169.67
Potential Change+38.6%
Pessimistic Scenario
Source: Analyst Low / Forecast Min
Price Target$156.00
Potential Change+27.5%
Data Sources & Methodology:
  • Optimistic: Based on analyst high target prices and maximum forecast values from monthly projections
  • Base: Uses analyst consensus (mean) target or 1-year forecast from predictive models
  • Pessimistic: Derived from analyst low targets and minimum forecast values
  • These are third-party estimates and model outputs, not guarantees. Actual prices may differ significantly.

Risk Regime Matrix – Regime × Volatility × Liquidity

Qualitative summary of the current environment with actionable trading guidance based on regime, volatility and liquidity metrics.

Regime
Defensive
Volatility
high (49.2%)
Liquidity Level
high

Mixed or transitional regime - combine technical and fundamental analysis.

Recommended Risk Parameters

Stop Loss: 2x ATR
Position Size: 85%

Action Items:

✓ Use standard risk management (2x ATR stops)

✓ Reduce size if uncertain (80-90% of normal)

✓ Monitor key support/resistance for direction

✓ Diversify across multiple setups

📊 Beta Comparison

Stock Beta

2.07

Market (S&P 500)

1.00

🚀 Aggressive
+107% vs benchmark

What This Means

Aggressive - Significantly more volatile (107% above Market (S&P 500)), higher risk/reward

When Market (S&P 500) moves up 10%, this stock typically moves 20.7% in the same direction. Higher beta means amplified gains in bull markets but also amplified losses in downturns.

Explore More Analysis for ACLS

Additional research, tools, and technical breakdowns

Stock Analyzer Report

Deep-dive automated research and stock rating report.

DCF Fair Value Calculator

Discounted cash flow model and intrinsic value projection.

AI Price Predictions

Multi-scenario price predictions and consensus targets.

Insider Activity Tracker

Track buying/selling behavior of corporate insiders.

Earnings Calendar

Track upcoming and historical corporate earnings reports.

Market Insights & Research

Read the latest analysis articles and expert research.

Risk Disclaimer: All risk metrics and sentiment indicators are based on historical data and should not be considered as investment advice. Risk measures may not predict future performance, and sentiment can change rapidly. Please consult with a financial advisor before making investment decisions.
Calculated: 8/30/2026, 11:03:16 AM
ver: 1 | method: RiskAnalyzer.comprehensive_risk_profile_with_metadata

Analysis Tools

→ Run ACLS Stock Analyzer→ ACLS DCF Fair Value Calculator→ ACLS Algorithmic Stock Forecast→ Earnings Calendar→ Insider Activity Tracker

Insights & Resources

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