Amcon Distributing Stock Volatility
| DIT Stock | USD 111.86 -0.08 -0.07% |
Recent trading patterns suggest AMCON Distributing maintains a moderate volatility profile. AMCON Distributing reports a Sharpe Ratio (Efficiency) of -0.0179, showing negative reward per unit of risk over the last 3 months. The present risk profile is informed by 26 technical indicators.
Sharpe Ratio = -0.0179
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DIT |
Latest disclosures for AMCON Distributing show a Market Risk Adjusted Performance of 0.03%, a Risk of 1.92, and a Risk Adjusted Performance of 0.01%. Moving average data indicates AMCON Distributing is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to AMCON Distributing's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for AMCON Distributing draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of AMCON Distributing's risk profile.
AMCON Distributing Volatility Strategy
Observed trading dispersion in AMCON Distributing can affect long-term allocation structure. Current statistical measures show total volatility near 1.92% with a beta coefficient of -0.11, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0179, evaluates return per unit of total risk. An alpha value of -0.002108 reflects performance relative to systematic market exposure. Expected return estimates near -0.0345% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Analyst revisions may increase short-term dispersion.
Main indicators related to AMCON Distributing's market risk premium analysis include:
Beta -0.11 | Alpha -0.0021 | Risk 1.92 | Sharpe Ratio -0.02 | Expected Return -0.03 |
Moving against AMCON Stock
AMCON Distributing Sensitivity To Market
AMCON Distributing'sAMCON Distributing systematic risk exposure is reflected in a beta value of -0.11. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 1.92%.Over the current lookback period, AMCON Distributing shows a moderate volatility profile, using downside deviation (2.21%) as a primary reference. For stocks, volatility is commonly tied to sentiment shifts and revisions in forward expectations.
| α | -0.0021 | β | -0.1132 | Check current 90 days AMCON Distributing correlation with market (Dow Jones Industrial)
AMCON Distributing Downside Risk
Standard deviation for AMCON expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 1.92 |
For AMCON Distributing investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in AMCON Distributing's daily returns. Latest disclosures for AMCON Distributing show a Downside Deviation of 2.21, a Downside Variance of 4.88, and a Maximum Drawdown of 9.25.
AMCON Distributing Stock Volatility Analysis
Volatility describes the degree to which AMCON Distributing stock price fluctuates in either direction. Highly volatile stocks like AMCON Distributing can offer significant profit opportunities, but also come with heightened risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. AMCON Distributing 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.
AMCON Distributing Projected Return Density Against Market
Considering the 90-day investment horizon AMCON Distributing has a beta of -0.1132 suggesting as returns on the benchmark increase, returns on holding AMCON Distributing are expected to decrease at a much lower rate. During a bear market, however, AMCON Distributing is likely to outperform the market.Systematic risk links AMCON Distributing to overall stock market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Latest disclosures for AMCON Distributing show a Downside Deviation of 2.21, a Mean Deviation of 1.18, and a Semi Deviation of 1.62.
Predicted Return Density |
| Returns |
What Drives an AMCON Distributing 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.AMCON Distributing Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of AMCON Distributing is -5576.05. The daily returns are distributed with a variance of 3.7 and standard deviation of 1.92. The mean deviation of AMCON Distributing is currently at 1.23. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | -0.0021 | |
β | Beta against Dow Jones | -0.1132 | |
σ | Overall volatility | 1.92 | |
Ir | Information ratio | -0.002 |
AMCON Distributing Stock Return Volatility
AMCON Distributing historical daily return volatility represents how much of AMCON Distributing stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 1.9235% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7925% volatility on return distribution over the 90 days 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
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between AMCON Stock performing well and AMCON Distributing 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 AMCON Distributing'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LFS | 6.64 | -0.58 | 0.00 | -0.19 | 0.00 | 21.84 | 54.93 | |||
| BRID | 1.80 | -0.09 | 0.00 | 1.36 | 0.00 | 5.07 | 12.93 | |||
| BRLS | 8.69 | 0.97 | 0.12 | 8.18 | 7.91 | 20.41 | 154.33 | |||
| GNS | 3.69 | -0.64 | 0.00 | -0.27 | 0.00 | 9.52 | 22.88 | |||
| DTCK | 8.97 | -0.63 | 0.00 | -0.18 | 0.00 | 15.43 | 97.15 | |||
| STG | 2.10 | -0.24 | 0.00 | -0.43 | 0.00 | 4.18 | 15.84 | |||
| ATPC | 12.24 | -0.36 | 0.00 | -0.10 | 0.00 | 13.95 | 190.33 | |||
| DDC | 6.36 | 0.15 | 0.02 | 0.03 | 7.72 | 14.22 | 46.68 | |||
| HFFG | 2.70 | -0.22 | 0.00 | -0.20 | 0.00 | 4.94 | 19.98 | |||
| LFVN | 3.01 | -0.36 | 0.00 | 4.35 | 0.00 | 4.51 | 21.51 |
AMCON Distributing Downside and Variability Context
Volatility for AMCON Distributing measures return dispersion and uncertainty over time. Range expansion increases sensitivity to market stress conditions. The review considers how AMCON Distributing may influence portfolio-level risk dispersion.
Methodology
Unless otherwise specified, financial data for AMCON Distributing is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. AMCON (USA Stocks:DIT) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions.
Assumptions
The data underlying this report is sourced from public filings and market reference sources, including filings and releases published by U.S. Securities and Exchange Commission (SEC) via EDGAR. Some updates may be delayed based on publication cadence. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Analyst Sources
AMCON Distributing may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
AMCON Distributing Investment Opportunity
Measured over the selected horizon, AMCON Distributing carries roughly 2.43 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 AMCON Distributing 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 is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of AMCON Distributing to be traded at $110.74 in 90 days.Very good diversification
Across the chosen horizon, DIT and DJI show a correlation of -0.22 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
AMCON Distributing Additional Risk Indicators
Risk analysis around AMCON Distributing 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 | 0.0091 | |||
| Market Risk Adjusted Performance | 0.0301 | |||
| Mean Deviation | 1.18 | |||
| Semi Deviation | 1.62 | |||
| Downside Deviation | 2.21 | |||
| Coefficient Of Variation | 24208.03 | |||
| Standard Deviation | 1.87 |
AMCON Distributing Suggested Diversification Pairs
Pair trading with AMCON Distributing 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 AMCON Distributing 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. AMCON Distributing'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, AMCON Distributing'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 AMCON Distributing.
Additional Tools for AMCON Stock Analysis
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Stocks Directory Find actively traded stocks across global markets | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |