Dividend 15 Split Stock Volatility
| DFN Stock | CAD 7.16 -0.11 -1.51% |
Dividend 15 Split remains associated with low price volatility over the last 3 months. Dividend 15 Split indicates a Sharpe ratio of 0.0097, demonstrating favorable reward-to-risk behavior over the last 3 months. This risk assessment is based on 30 technical indicators.
Sharpe Ratio = 0.0097
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| Negative Returns | DFN |
Estimated Market Risk
| 1.7 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Dividend 15 Split's financial profile includes a Market Risk Adjusted Performance of 0.1%, a Risk of 1.70, and a Risk Adjusted Performance of 0.03%. Based on monthly moving average, Dividend is not performing at its full potential. A well-diversified portfolio allocation may improve risk-adjusted returns for Dividend. Risk reduction through diversification often compensates for individual position underperformance.
Key indicators related to Dividend's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Dividend Stock volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about Dividend's future price, while lower volatility suggests more predictable behavior. The volatility of Dividend is a critical input for portfolio construction and diversification.
Dividend |
Volatility Strategy
Dividend 15 Split return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 1.7% with a beta coefficient of 0.8, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0097, evaluates return per unit of total risk. An alpha value of 0.12 reflects performance relative to systematic market exposure. Expected return estimates near 0.0166% 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 Dividend's market risk premium analysis include:
Beta 0.8 | Alpha 0.12 | Risk 1.7 | Sharpe Ratio 0.0097 | Expected Return 0.0166 |
Moving together with Dividend Stock
| 0.76 | LUXR | Luxor Metals | PairCorr |
| 0.64 | TGO | TeraGo Inc Earnings Call This Week | PairCorr |
| 0.77 | ETG | Entree Resources | PairCorr |
| 0.78 | MPCT-UN | Dream Impact Trust | PairCorr |
Moving against Dividend Stock
Sensitivity To Market
Dividend 15 Split market-relative volatility is reflected in its beta of 0.8. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 1.7%.Dividend 15 Split has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 1.64%. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze Dividend 15 Split Demand TrendCheck current 90 days Dividend correlation with market (Dow Jones Industrial)Downside Risk
Dividend standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Standard deviation for Dividend provides a statistical measure of daily price variability relative to the mean.
Standard Deviation | 1.7 |
It is essential to understand the difference between upside risk and downside risk for Dividend. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in Dividend's daily returns. Investors analyzing Dividend should consider both total and downside risk metrics. Dividend 15 Split's financial profile includes a Downside Deviation of 1.93, a Downside Variance of 3.74, and a Maximum Drawdown of 10.29.
Stock Volatility Analysis
Volatility refers to the frequency at which Dividend stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock. A stock with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Dividend 15 Split 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.
Projected Return Density Against Market
Assuming the 90-day trading horizon Dividend has a beta of 0.7961 suggesting as returns on the market go up, Dividend's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Dividend 15 Split is expected to be smaller as well.Both systematic and unsystematic risks influence Dividend. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. Dividend 15 Split's financial profile includes a Downside Deviation of 1.93, a Mean Deviation of 1.06, and a Semi Deviation of 1.81.
Predicted Return Density |
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What Drives Dividend's Price Volatility?
Several factors can influence Dividend's market volatility:Industry Dynamics
Sector-level events can directly affect Dividend's price stability. Regulatory changes, supply disruptions, or shifts in demand within Dividend's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Dividend.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Dividend's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Dividend. During periods of economic expansion, Dividend's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Dividend's Company-Specific Factors
Volatility can also stem from events unique to Dividend. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Dividend's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Dividend's share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Dividend is 10276.55. The daily returns are distributed with a variance of 2.9 and standard deviation of 1.7. The mean deviation of Dividend 15 Split is currently at 1.11. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.12 | |
β | Beta against Dow Jones | 0.80 | |
σ | Overall volatility | 1.70 | |
Ir | Information ratio | 0.08 |
Stock Return Volatility
Dividend historical daily return volatility represents how much of Dividend stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 1.7042% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8242% on return distribution over a 90-day investment horizon. Performance |
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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 Dividend Stock performing well and Dividend Company doing well as a business compared to the competition. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CGI | 0.89 | 0.02 | 0.00 | -0.06 | 0.00 | 1.64 | 7.02 | |||
| FTN | 1.15 | 0.00 | 0.00 | -0.10 | 0.00 | 2.44 | 12.29 | |||
| SEC | 0.55 | -0.14 | 0.00 | -0.79 | 0.00 | 0.40 | 12.56 | |||
| AGF-B | 1.27 | 0.30 | 0.21 | 0.41 | 1.34 | 2.55 | 10.56 | |||
| CVG | 0.64 | 0.04 | 0.10 | -0.40 | 0.82 | 1.98 | 6.94 | |||
| FFN | 1.52 | -0.01 | 0.00 | -0.10 | 0.00 | 3.11 | 12.74 | |||
| BK | 0.93 | 0.01 | 0.00 | -0.09 | 0.00 | 1.76 | 8.64 | |||
| DGS | 1.06 | 0.09 | 0.06 | 0.03 | 1.79 | 2.08 | 6.73 | |||
| LBS | 1.09 | -0.02 | 0.00 | -0.12 | 0.00 | 1.99 | 8.71 |
Risk Metrics, Assumptions & Methodology
Volatility for Dividend measures return dispersion and uncertainty over time. Volatility contraction can precede expansion under certain regimes. Dividend has a market cap of 1.07 B, P/E of 13.02, ROE of 26.53%.
For Dividend 15 Split, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardDividend Investment Opportunity
Recent data suggests that Dividend 15 Split is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.07x factor. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Dividend 15 Split to protect the portfolio against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Dividend to be traded at C$6.95 in 90 days.Weak diversification
Dividend currently posts a 0.59 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Dividend Additional Risk Indicators
Looking at additional risk metrics for Dividend 15 Split frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0283 | |||
| Market Risk Adjusted Performance | 0.0572 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.81 | |||
| Downside Deviation | 1.93 | |||
| Coefficient Of Variation | 3454.74 | |||
| Standard Deviation | 1.64 |
Dividend Suggested Diversification Pairs
Pair trading with Dividend can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
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 Dividend 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. Dividend'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, Dividend'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 Dividend 15 Split.
More Resources for Dividend Stock Analysis
Other Information on Investing in Dividend Stock
Financial ratios represent how different financial values are linked for Dividend. All values are presented as reference data based on the latest available reporting.