Clearfield Stock Volatility
| CLFD Stock | USD 28.69 -0.72 -2.45% |
Clearfield shows a moderate volatility profile over the current evaluation window. It exhibits a Sharpe Ratio (Efficiency) of 0.0029, reflecting risk-adjusted gains over the last 3 months. We identified 29 technical indicators influencing current risk dynamics.
Sharpe Ratio = 0.0029
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CLFD |
Latest disclosures for Clearfield show a Market Risk Adjusted Performance of 0.02%, a Risk of 2.61, and a Risk Adjusted Performance of 0.02%. Based on recent moving average trends, Clearfield has not achieved its theoretical performance maximum. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to Clearfield's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of Clearfield determines how much Clearfield's price can move in either direction over a given time frame. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Clearfield exposure.
Clearfield | Build AI portfolio with Clearfield Stock |
Volatility Strategy
Volatility in Clearfield reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 2.61% with a beta coefficient of 1.84, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0029, evaluates return per unit of total risk. An alpha value of 0.11 reflects performance relative to systematic market exposure. Expected return estimates near 0.0075% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to Clearfield's market risk premium analysis include:
Beta 1.84 | Alpha 0.11 | Risk 2.61 | Sharpe Ratio 0.0029 | Expected Return 0.0075 |
Moving together with Clearfield Stock
| 0.64 | RBGPF | Reckitt Benckiser | PairCorr |
| 0.69 | HLIO | Helios Technologies | PairCorr |
| 0.71 | ZIJMF | Zijin Mining Group Earnings Call This Week | PairCorr |
Moving against Clearfield Stock
| 0.52 | BKNG | Booking Holdings | PairCorr |
| 0.48 | NTGR | NETGEAR | PairCorr |
| 0.33 | CNTA | Centessa Pharmaceuticals | PairCorr |
Sensitivity To Market
Clearfield'sThe beta coefficient of 1.84 for Clearfield measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 2.61%.Clearfield return patterns over the selected horizon reflect a moderate level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 58.0%. This indicates expectations for moderate future movement relative to historical averages. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze Clearfield Demand TrendCheck current 90 days Clearfield correlation with market (Dow Jones Industrial)Downside Risk
Clearfield standard deviation quantifies the typical daily price movement relative to its average over your selected period. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 2.61 |
The difference between upside risk and downside risk is meaningful for Clearfield investors. Upside risk is measured by Clearfield's standard deviation, while downside risk is captured by semi-deviation or downside deviation of Clearfield's daily returns. Latest disclosures for Clearfield show a Downside Deviation of 2.57, a Downside Variance of 6.61, and a Maximum Drawdown of 10.51.
Using Clearfield Put Option to Manage Risk Based on 2026-06-18 Contracts
Latest disclosures for Clearfield show an Option Implied Volatility of 0.58 and an Option Max Pain Price of 25. Investors holding Clearfield can use put options to hedge against potential price declines. A put option on Clearfield Stock gives the buyer the right to sell Clearfield at the strike price until expiration.
Clearfield's PUT expiring on 2026-06-18
Profit |
| Clearfield Price At Expiration |
Current Clearfield Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | CLFD260618P00015000 | -0.013811 | 0.003817 | 41 | 2026-06-18 | 0.0 - 0.1 | 0.0 | View |
Put | CLFD260618P00017500 | -0.037544 | 0.009214 | 190 | 2026-06-18 | 0.1 - 0.25 | 0.0 | View |
Put | CLFD260618P00020000 | -0.105294 | 0.018598 | 51 | 2026-06-18 | 0.05 - 1.1 | 0.0 | View |
Put | CLFD260618P00022500 | -0.143775 | 0.029182 | 11 | 2026-06-18 | 0.05 - 1.25 | 0.0 | View |
Put | CLFD260618P00025000 | -0.250925 | 0.040867 | 6 | 2026-06-18 | 0.25 - 2.45 | 0.0 | View |
Put | CLFD260618P00030000 | -0.508452 | 0.05472 | 7 | 2026-06-18 | 2.3 - 4.8 | 0.0 | View |
Put | CLFD260618P00035000 | -0.738195 | 0.044927 | 7 | 2026-06-18 | 5.9 - 8.4 | 0.0 | View |
Stock Volatility Analysis
When measuring the risk of Clearfield stock, volatility is a critical metric. It indicates how dramatically Clearfield's price swings over a specific time horizon. A stock with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Clearfield Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Clearfield Projected Return Density Against Market
Given the investment horizon of 90 days the stock has the beta coefficient of 1.8428 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Clearfield will likely underperform.Clearfield carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Latest disclosures for Clearfield show a Downside Deviation of 2.57, a Mean Deviation of 2.05, and an Option Implied Volatility of 0.58.
Predicted Return Density |
| Returns |
What Drives a Clearfield Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Clearfield is 35003.52. The daily returns are distributed with a variance of 6.81 and standard deviation of 2.61. The mean deviation of Clearfield is currently at 2.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | 1.84 | |
σ | Overall volatility | 2.61 | |
Ir | Information ratio | 0.03 |
Stock Return Volatility
Clearfield historical daily return volatility represents how much of Clearfield stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 2.6089% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between Clearfield Stock performing well and Clearfield Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Clearfield's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TSAT | 4.05 | 0.48 | 0.07 | 0.19 | 5.91 | 7.30 | 33.88 | |||
| CRNC | 3.03 | -0.66 | 0.00 | -0.35 | 0.00 | 4.57 | 37.78 | |||
| OSPN | 1.88 | -0.13 | 0.00 | -0.15 | 0.00 | 3.82 | 10.77 | |||
| VPG | 2.62 | 0.27 | 0.06 | 0.07 | 3.60 | 6.84 | 26.91 | |||
| BAND | 2.09 | 0.11 | 0.05 | 0.13 | 2.73 | 5.08 | 19.60 | |||
| TLS | 2.73 | -0.25 | 0.00 | -0.18 | 0.00 | 5.86 | 16.80 | |||
| LZMH | 4.37 | -0.72 | 0.00 | -2.25 | 0.00 | 9.09 | 34.48 | |||
| TSSI | 4.79 | 0.48 | 0.11 | -0.54 | 4.96 | 10.61 | 23.36 | |||
| FEIM | 4.29 | 0.87 | 0.16 | 0.39 | 4.89 | 8.80 | 38.17 | |||
| HCKT | 1.93 | -0.39 | 0.00 | -0.39 | 0.00 | 3.55 | 17.07 |
Risk Metrics, Assumptions & Methodology
Volatility for Clearfield measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. Clearfield has a market cap of 397.26 M, P/E of 36.81, ROE of 2.47%.
This section for Clearfield is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardClearfield Investment Opportunity
Measured over the selected horizon, Clearfield carries roughly 3.26 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Clearfield to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Clearfield to be traded at $27.54 in 90 days.Poor diversification
Across the chosen horizon, CLFD and DJI show a correlation of 0.7 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Clearfield Additional Risk Indicators
Risk analysis around Clearfield becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0162 | |||
| Market Risk Adjusted Performance | 0.0208 | |||
| Mean Deviation | 2.05 | |||
| Semi Deviation | 2.53 | |||
| Downside Deviation | 2.57 | |||
| Coefficient Of Variation | 8609.85 | |||
| Standard Deviation | 2.57 |
Clearfield Suggested Diversification Pairs
Pair trading with Clearfield can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Clearfield as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Clearfield's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Clearfield's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Clearfield.
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