AAPL vs XLK

Sector Analysis Report
Generated: 2025-12-03 01:56:16
Sector Size: 63 stocks | Sector ETF: XLK

Executive Summary

NEUTRALLOW CONFIDENCE
+0.5 / 10
Bullish Factors: 0 | Bearish Factors: 0
Stock Recommendation: HOLD
Mixed signals - no clear directional bias

Stock Analysis Factors:

○ Neutral price levels (Z-Score: 1.66, RSI: 54.0)
○ In-line relative performance: +0.0%
✓ Above-average 3M: 20.1% vs sector 6.0%
○ Options fairly valued vs sector (Z=-0.04)
✓ Low IV environment (13th %ile) - calm/complacent
ℹ Moderate beta (0.92)

1. Volatility Dispersion Analysis

Implied Volatility (3M ATM)

AAPL Implied Volatility
24.56%
Percentile: 12.7th | Z-Score: -1.23		Sector Average IV
38.37%
Median: 37.82% | StdDev: 11.23%
AAPL: 24.56%
Min: 19.64%Median: 37.82%Max: 67.45%

Realized Volatility (3M)

AAPL Realized Volatility
22.85%
Percentile: 20.6th | Z-Score: -0.85		 Sector Average RV
36.30%
Median: 34.45% | StdDev: 15.88%
AAPL: 22.85%
Min: 16.60% Median: 34.45% Max: 104.82%
Sector Volatility Dispersion Coefficient: 29.27%
Moderate dispersion

2. Implied vs Realized Volatility (Cheap/Expensive)

Implied Volatility
24.56%		 Realized Volatility
22.85% 		IV - RV Spread
+1.71%		 IV / RV Ratio
1.07x

Valuation vs Peers

IV-RV Spread Percentile
41.3th 		Z-Score vs Sector
-0.04

FAIR - IV in line with peers

Sector Mean Spread: 2.07% +/- 10.16%

3. Price Dynamics vs Sector

Period Stock Return Sector Avg Outperformance Percentile Z-Score
1 Week+2.71%+4.93%-2.22%40th-0.42
1 Month+3.39%-2.78%+6.17%74th+0.67
3 Months+20.12%+6.03%+14.09%77th+0.49

Risk & Momentum Indicators

3M Beta
0.92
Sector Avg: 1.34 | Pctl: 34th		 RSI (2 Week)
54.0
Neutral | Sector Avg: 49.0 		Price Z-Score (2M)
1.66
Sector Avg: -0.01		 Beta-Adj Rel Perf (1M)
+0.04%
Percentile: 76th

4. Peer Rankings

AAPL Rankings within XLK Sector

MetricValueRankPercentile
Implied Volatility (3M)24.5656/6313th
Realized Volatility (3M)22.8551/6321th
3 Month Return20.1215/6277th
1 Month Return3.3917/6274th
RSI (2 Week) 54.01 20/63 70th
Beta (3 Month)0.9242/6234th
IV - RV Spread1.7138/6341th
Price Z-Score (2M)1.668/6389th
IV 1W Change-2.7033/6349th

Top 3 Sector Performers (3M)

TickerCompanyReturn
WDC Western Digital Corporation +103.30%
MUMicron Technology Inc.+98.71%
INTCIntel Corporation+66.57%

Bottom 3 Sector Performers (3M)

TickerCompanyReturn
SNPSSynopsys Inc.-30.74%
PAYC Paycom Software Inc. -28.75%
FFIVF5 Networks Inc.-23.63%

Cheapest Options (IV/RV)

Ticker Company IV-RV Spread
SNPSSynopsys Inc.-56.20%
AMDAdvanced Micro Devices Inc.-16.43%
TERTeradyne Inc.-10.66%

Most Expensive Options (IV/RV)

TickerCompanyIV-RV Spread
FISVFiserv Inc.+35.31%
NOW ServiceNow Inc. +15.29%
FTNTFortinet Inc.+12.42%

Report generated on 2025-12-03 01:56:16

Disclaimer: This analysis is for informational purposes only and does not constitute investment advice.

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