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Carlsmed, Inc.(CARL)
NASDAQ
$14.53
-0.08 (-0.55%)

Carlsmed, Inc.(CARL)Risk Analysis & Market Sentiment
NASDAQ

Risk Analysis & Market Sentiment

Comprehensive risk, liquidity, and regime view for CARL

Data Quality: 76.37/100

Snapshot of your risk profile

  • Volatility Context: With 44.88% annualized volatility, expect typical daily moves of approximately 2.8% per day (1ฯƒ).
  • Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed -5.15%. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
  • Liquidity: High illiquidity risk means you may face slippage on larger market orders.
95% VaR
-5.15%
30d Vol
44.88%
Max DD
-39.40%
Liquidity
8.1
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
$515
(-5.1%)
95% CVaR
bad tail days
$710
(-7.1%)
Max Drawdown
historical worst case
$3940
(-39.4%)

Risk Analysis

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

Confidence
76.37%

Return Distribution (Loss vs Gain)

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Most daily moves cluster near 0%, with rarer large moves in the tails. Use this to gauge how often typical days versus shock days occur for CARL.

Volatility Structure (Trend vs Mean)

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Recent volatility (20 sessions, ~30 calendar days) is 52.8%, which is elevated compared with its long-term mean of 46.3%.

Tail & Distribution Risk (Shock Probability)

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

Over the sample, fat-tail days show a bias toward big upside days, with approximately 13 extreme loss buckets and 16 extreme gain buckets populated.

Drawdown Analytics (Depth of Loss)

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Over the 64 sessions shown here, the worst drawdown reached -20.6%. The current drawdown sits around -13.9%, helping you calibrate pain vs opportunity.

Value at Risk (VaR)
Conf: 75.00%

95% VaR
-5.15%
99% VaR
-8.12%
95% CVaR
-7.10%
99% CVaR
-9.14%
VaR Methodology
Method: Historical Simulation (Percentile)Sample Size: 25895% tail prob.: 5%99% tail prob.: 1%Period: 258dModel: Daily
CVaR Methodology
Method: Average of tail losses (Historical - Conditional)Tail 95%: 13Tail 99%: 3

Performance RatiosConf: 75.00%

Sharpe
0.59
Sortino
0.92
Ratio Methodology
Sharpe Period: 258dSortino Period: 258dRf Rate: 4.03%Daily Rf: 0.00016Source: ^IRX (13-week T-bill)Ann. Factor: 15.8745Downside: Only negative excess returns

Volatility & Drawdown
Conf: 75.00%

30d Annual Vol
44.88%
Hist. Annual Vol
53.87%
Max Drawdown
-39.40%
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: 258dDD Period: 259dTrading Days: 252

Market & Distribution

Beta
0.95
Correlation
0.19
Skewness
0.67
Kurtosis
3.03
Distrib Methodology
Beta Bench: S&P 500Beta Period: 258dCorr Bench: S&P 500Corr Period: 258dSkew Period: 258dKurt Period: 258dSkew Interpret: Negative = left tail risk

Liquidity Profile
Conf: 70.83%

8.1
Liquidity Score
Illiquidity Risk
High
Vol. Consistency0.70
Market Depth Score0.00
Liquidity Methodology
Method: Hasbrouck Modified Volume Model (2009)Period: 90dActual Sample: 65dVol Wgt: 60Vol Bench: 10000000Mcap Wgt: 15Est. Stability: 25Stability Metric: Volume Coefficient of VariationFreshness: Daily (updated with market close)Sufficient Data: Yes

Bankruptcy Risk
Conf: 85.00%

5.33
Altman Z-Score
Zone
Safe

Component Ratios

Work. Cap / Assets0.82
Ret. Earn / Assets-1.01
EBIT / Assets-0.09
Mkt Val / Liab9.82
Sales / Assets0.16
Altman Methodology
Calculation: Altman Z-Score (1968)Period: quarterlySource: SEC EDGAR via yfinanceFiling: 10-QData Age: 116dCoeffs: A=1.2, B=1.4, C=3.3, D=0.6, E=1Completeness: 100%Imputed: No

Market Regime

Current PhaseN/A
Regime Data CoverageN/A

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$24.00
Potential Change+65.2%
Base Scenario
Source: Analyst Mean / 1Y Forecast
Price Target$19.40
Potential Change+33.5%
Pessimistic Scenario
Source: Analyst Low / Forecast Min
Price Target$17.00
Potential Change+17.0%
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.

๐Ÿ“Š Beta Comparison

Stock Beta

0.95

Market (S&P 500)

1.00

๐Ÿ“Š Benchmark-Like
-5% vs benchmark

What This Means

Benchmark-Like Volatility - Moves in line with Market (S&P 500)

When Market (S&P 500) moves up 10%, this stock typically moves about 9.5% in the same direction. This stock tracks the benchmark closely.

๐Ÿ“ˆ Volatility in Historical Context

Current

44.9%

Percentile

32th

Avg

46.3%

Min: 33.7%Max: 54.6%
Low Volatility

What This Means

Current volatility of 44.9% is at the 32th percentile of its historical range. This is below the historical average of 46.3%, suggesting relatively stable price action.

Trading Implications:

Below average volatility - Good environment for trend following. Standard position sizing appropriate.

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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: 10/24/2026, 5:19:11 AM
ver: 1 | method: RiskAnalyzer.comprehensive_risk_profile_with_metadata

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