D2L Inc Stock Volatility
| DTOL Stock | 8.90 -0.37 -3.99% |
D2L Inc continues to trade with a minimal volatility profile through the current horizon. It exhibits a Sharpe Ratio (Efficiency) of -0.31, supporting negative efficiency readings over the last 3 months. We found 22 technical indicators contributing to the current risk picture.
Sharpe Ratio = -0.3131
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DTOL |
Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.68 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.31 actual daily | 0 Most of other assets perform better |
For D2L Inc, recent data highlights a Market Risk Adjusted Performance of -1.2%, a Risk of 2.19, and a Risk Adjusted Performance of -0.3%. D2L has not reached its return potential based on moving average analysis. Including it in a well-diversified portfolio can reduce portfolio-level risk.
Key indicators related to D2L's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Investors holding D2L should monitor D2L's rolling volatility as part of ongoing risk management. A sudden spike in D2L volatility, even without a directional price move, can signal increased uncertainty and potential for larger price swings ahead.
D2L |
Volatility Strategy
Volatility clustering in D2L Inc may influence portfolio rebalancing frequency. Current statistical measures show total volatility near 2.19% with a beta coefficient of 0.78, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.31, evaluates return per unit of total risk. An alpha value of -0.87 reflects performance relative to systematic market exposure. Expected return estimates near -0.68% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.
Main indicators related to D2L's market risk premium analysis include:
Beta 0.78 | Alpha -0.87 | Risk 2.19 | Sharpe Ratio -0.31 | Expected Return -0.68 |
Moving together with D2L Stock
| 0.85 | ZMSF | MICROSOFT BMO CDR | PairCorr |
| 0.88 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.88 | MSFT | Microsoft CDR | PairCorr |
Moving against D2L Stock
| 0.9 | BCE-PR | BCE Inc Pref | PairCorr |
| 0.87 | PGDC | Patagonia Gold Corp | PairCorr |
| 0.84 | OXY | Occidental Petroleum CDR | PairCorr |
| 0.78 | AME | Abacus Mining | PairCorr |
| 0.77 | ROCK | Rockridge Resources | PairCorr |
| 0.7 | WHN | Westhaven Ventures | PairCorr |
| 0.65 | ARA | Aclara Resources Earnings Call This Week | PairCorr |
| 0.57 | FPX | FPX Nickel Corp | PairCorr |
| 0.51 | QTRH | Quarterhill Earnings Call This Week | PairCorr |
Sensitivity To Market
D2L'sThe systematic risk of D2L Inc is captured by a beta reading of 0.78, indicating responsiveness to overall market fluctuations. Observed volatility is near 2.19%.Volatility measures for D2L Inc summarize how wide the trading range has been over time. Downside deviation is about 0.0%. For D2L Inc, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Analyze D2L Inc Demand TrendCheck current 90 days D2L correlation with market (Dow Jones Industrial)Downside Risk
D2L standard deviation is a volatility measure that captures how far daily prices deviate from their mean over the selected period. Volatile instruments have high standard deviations; stable instruments have low.
Standard Deviation | 2.19 |
Standard deviation captures D2L's total volatility, including favorable price movements that most investors don't consider risky. Downside deviation isolates the true loss risk in D2L's daily returns. For D2L Inc, recent data highlights a Maximum Drawdown of 12.70.
Stock Volatility Analysis
Volatility in D2L reflects the degree of uncertainty around D2L's stock price. When D2L experiences high volatility, its stock price can shift dramatically in a short period. Conversely, low D2L's volatility suggests price stability and predictability.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. D2L Inc 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.
D2L Projected Return Density Against Market
Assuming the 90-day trading horizon D2L has a beta of 0.7781 suggesting as returns on the market go up, D2L's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding D2L Inc is expected to be smaller as well.D2L volatility reflects broader stock market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. For D2L Inc, recent data highlights a Mean Deviation of 1.79 and a Standard Deviation of 2.48.
Predicted Return Density |
| Returns |
What Drives a D2L 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
Assuming the 90-day trading horizon the coefficient of variation of D2L is -319.41. The daily returns are distributed with a variance of 4.78 and standard deviation of 2.19. The mean deviation of D2L Inc is currently at 1.64. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.868 | |
β | Beta against Dow Jones | 0.78 | |
σ | Overall volatility | 2.19 | |
Ir | Information ratio | -0.3461 |
Stock Return Volatility
D2L historical daily return volatility represents how much of D2L stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 2.1868% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day 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 D2L Stock performing well and D2L 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 D2L'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RSI | 0.62 | 0.16 | 0.27 | -0.51 | 0.47 | 1.43 | 5.58 | |||
| SOY | 2.11 | 1.01 | 0.62 | 0.40 | 0.68 | 4.85 | 32.00 | |||
| ELL | 4.38 | 1.32 | 0.00 | 26.40 | 0.00 | 12.50 | 111.11 | |||
| JWEL | 1.06 | 0.03 | 0.05 | 0.06 | 1.19 | 2.55 | 6.18 | |||
| HLF | 0.78 | 0.20 | 0.29 | 1.52 | 0.60 | 2.50 | 6.23 | |||
| CSW-A | 0.79 | 0.04 | 0.09 | -0.22 | 0.94 | 1.72 | 4.99 | |||
| LAS-A | 1.05 | 0.03 | 0.04 | 0.07 | 1.42 | 2.12 | 7.94 | |||
| ADW-A | 0.72 | 0.02 | 0.07 | -0.16 | 0.88 | 1.92 | 5.01 | |||
| KPT | 0.57 | 0.08 | 0.16 | 0.49 | 0.60 | 1.38 | 4.24 |
Risk Metrics, Assumptions & Methodology
Volatility for D2L measures return dispersion and uncertainty over time. Market stress typically elevates dispersion and correlation risk. D2L has a market cap of 506.76 M, ROE of 40.21%.
This section for D2L Inc 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:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardD2L Investment Opportunity
Measured over the selected horizon, D2L Inc carries roughly 2.77 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 D2L Inc to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of D2L to be traded at 8.54 in 90 days.Good diversification
Across the chosen horizon, DTOL and DJI show a correlation of -0.13 and fall into the Good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
D2L Additional Risk Indicators
Risk analysis around D2L Inc 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 | -0.28 | |||
| Market Risk Adjusted Performance | -1.15 | |||
| Mean Deviation | 1.79 | |||
| Coefficient Of Variation | -277.67 | |||
| Standard Deviation | 2.48 | |||
| Variance | 6.15 | |||
| Information Ratio | -0.35 |
D2L Suggested Diversification Pairs
Pair trading with D2L 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.
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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 D2L 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. D2L'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, D2L'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 D2L Inc.
More Resources for D2L Stock Analysis
Other Information on Investing in D2L Stock
Financial ratios for D2L provide valuation context across profits, cash flow, and enterprise value. They help compare D2L across valuation measures in a consistent way.