Jet2 Plc Stock Volatility
| DRTGF Stock | USD 15.41 -0.56 -3.51% |
Jet2 plc shows a minimal volatility profile over the current evaluation window. On a risk-adjusted basis, Jet2 plc records a Sharpe Ratio (Efficiency) of -0.0991, reflecting negative risk-adjusted performance over the last 3 months. We observed 24 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = -0.0991
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DRTGF |
For Jet2 plc, recent data highlights a Market Risk Adjusted Performance of -0.4%, a Risk of 2.11, and a Risk Adjusted Performance of -0.1%. Based on recent moving average trends, Jet2 Plc has not achieved its theoretical performance maximum. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to Jet2 Plc's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of Jet2 Plc determines how much Jet2 Plc'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 Jet2 Plc exposure.
Jet2 |
Jet2 Plc Volatility Strategy
Volatility in Jet2 plc reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 2.11% with a beta coefficient of 0.53, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0991, evaluates return per unit of total risk. An alpha value of -0.22 reflects performance relative to systematic market exposure. Expected return estimates near -0.21% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to Jet2 Plc's market risk premium analysis include:
Beta 0.53 | Alpha -0.22 | Risk 2.11 | Sharpe Ratio -0.1 | Expected Return -0.21 |
Moving together with Jet2 Pink Sheet
| 0.74 | TCOM | Trip Group | PairCorr |
| 0.81 | TRPCF | Trip Group Limited | PairCorr |
| 0.72 | HWGG | HWGG Entertainment | PairCorr |
Moving against Jet2 Pink Sheet
| 0.34 | CYCC | Cyclacel Pharmaceuticals Symbol Change | PairCorr |
Jet2 Plc Sensitivity To Market
Jet2 Plc'sThe beta coefficient of 0.53 for Jet2 plc 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 2.11%.Jet2 plc return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze Jet2 plc Demand TrendCheck current 90 days Jet2 Plc correlation with market (Dow Jones Industrial)Jet2 Plc Downside Risk
Jet2 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 | 2.11 |
The difference between upside risk and downside risk is meaningful for Jet2 Plc investors. Upside risk is measured by Jet2 Plc's standard deviation, while downside risk is captured by semi-deviation or downside deviation of Jet2 Plc's daily returns. For Jet2 plc, recent data highlights a Maximum Drawdown of 15.56.
Jet2 plc Pink Sheet Volatility Analysis
When measuring the risk of Jet2 Plc pink sheet, volatility is a critical metric. It indicates how dramatically Jet2 Plc's price swings over a specific time horizon. A pink sheet 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. Jet2 plc 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.
Jet2 Plc Projected Return Density Against Market
Assuming the 90 days horizon Jet2 Plc has a beta of 0.5286 suggesting as returns on the market go up, Jet2 Plc average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Jet2 plc will be expected to be much smaller as well.Jet2 Plc 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. For Jet2 plc, recent data highlights a Mean Deviation of 0.80 and a Standard Deviation of 2.03.
Predicted Return Density |
| Returns |
What Drives a Jet2 Plc Price Volatility?
Several factors can influence a pink sheet'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.Jet2 Plc Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Jet2 Plc is -1009.0. The daily returns are distributed with a variance of 4.46 and standard deviation of 2.11. The mean deviation of Jet2 plc is currently at 0.83. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | -0.2184 | |
β | Beta against Dow Jones | 0.53 | |
σ | Overall volatility | 2.11 | |
Ir | Information ratio | -0.1073 |
Jet2 Plc Pink Sheet Return Volatility
Jet2 Plc historical daily return volatility represents how much of Jet2 Plc pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 2.1116% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7974% 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 Jet2 Pink Sheet performing well and Jet2 Plc 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 Jet2 Plc'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TUIFF | 1.15 | -0.03 | 0.00 | -0.23 | 0.00 | 4.50 | 28.01 | |||
| SDIPF | 0.18 | 0.08 | 0.00 | -1.52 | 0.00 | 0.00 | 6.00 | |||
| YORUF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HISEF | 0.54 | -0.12 | 0.00 | 1.09 | 0.00 | 0.00 | 9.77 | |||
| PNDXF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MZDAY | 2.03 | 0.03 | 0.01 | 0.02 | 2.59 | 4.40 | 20.62 | |||
| BKGFF | 0.57 | 0.20 | 0.00 | 0.40 | 0.00 | 0.00 | 24.16 | |||
| ZHSHF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MNOIY | 0.55 | -0.05 | 0.00 | 3.26 | 0.00 | 2.21 | 16.82 | |||
| BLWYF | 0.04 | 0.01 | 0.00 | 0.82 | 0.00 | 0.00 | 1.40 |
Jet2 Plc Risk and Return Dispersion
Volatility for Jet2 Plc measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. Our framework considers the implications of including Jet2 Plc in diversified allocations across regimes.
Methodology
Unless otherwise specified, financial data for Jet2 plc 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. Jet2 (USA Stocks:DRTGF) 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
Underlying inputs rely on public filings and market reference sources, including disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Values may reflect publication timing differences. 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
Jet2 plc may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Jet2 Plc Investment Opportunity
Measured over the selected horizon, Jet2 plc carries roughly 2.64 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 Jet2 plc 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Jet2 Plc to be traded at $14.79 in 90 days.Good diversification
Across the chosen horizon, DRTGF and DJI show a correlation of -0.18 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Jet2 Plc Additional Risk Indicators
Risk analysis around Jet2 plc 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 | -0.07 | |||
| Market Risk Adjusted Performance | -0.40 | |||
| Mean Deviation | 0.8035 | |||
| Coefficient Of Variation | -975.45 | |||
| Standard Deviation | 2.03 | |||
| Variance | 4.14 | |||
| Information Ratio | -0.11 |
Jet2 Plc Suggested Diversification Pairs
Pair trading with Jet2 Plc 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.
| Microsoft vs. Jet2 Plc | ||
| Ford vs. Jet2 Plc | ||
| Citigroup vs. Jet2 Plc | ||
| Bank of America vs. Jet2 Plc | ||
| Salesforce vs. Jet2 Plc | ||
| Dupont De vs. Jet2 Plc | ||
| Visa vs. Jet2 Plc | ||
| Alphabet vs. Jet2 Plc | ||
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 Jet2 Plc 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. Jet2 Plc'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, Jet2 Plc'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 Jet2 plc.
Popular Tools for Jet2 Pink Sheet analysis
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |