Ryder System Stock Volatility
| R Stock | USD 192.47 -1.01 -0.52% |
Ryder System exhibits a moderate volatility profile over the current measurement period. Ryder System indicates a Sharpe Ratio (Efficiency) of 0.0032, indicating measured return efficiency over the last 3 months. The current setup includes 29 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.0032
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | R |
Ryder System reported a Market Risk Adjusted Performance of 0.04%, a Risk of 2.17, and a Risk Adjusted Performance of 0.03%. Ryder System is below full potential per monthly moving average. Adding it to a well-diversified portfolio can optimize the risk-return balance.
Key indicators related to Ryder System's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for Ryder System positions requires understanding whether Ryder System's elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for Ryder System tends to persist longer than sentiment-driven spikes.
Volatility Strategy
Ryder System return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 2.17% with a beta coefficient of 1.55, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0032, evaluates return per unit of total risk. An alpha value of 0.17 reflects performance relative to systematic market exposure. Expected return estimates near 0.0071% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to Ryder System's market risk premium analysis include:
Beta 1.55 | Alpha 0.17 | Risk 2.17 | Sharpe Ratio 0.0032 | Expected Return 0.0071 |
Moving together with Ryder Stock
| 0.72 | NMM | Navios Maritime Partners | PairCorr |
| 0.76 | HTLD | Heartland Express | PairCorr |
| 0.9 | JBHT | JB Hunt Transport | PairCorr |
| 0.8 | ODFL | Old Dominion Freight Sell-off Trend | PairCorr |
| 0.83 | ARCB | ArcBest Corp | PairCorr |
| 0.81 | TFII | TFI International | PairCorr |
| 0.8 | CVLG | Covenant Logistics | PairCorr |
| 0.78 | TNGZF | TNG Limited | PairCorr |
| 0.68 | SOME | Somerset Trust Holding | PairCorr |
| 0.75 | RBSFY | Rubis SCA ADR | PairCorr |
Moving against Ryder Stock
| 0.53 | BTOC | Armlogi Holding Corp | PairCorr |
| 0.39 | PAL | Proficient Auto Logistics | PairCorr |
| 0.34 | YGMZ | Mingzhu Logistics | PairCorr |
Sensitivity To Market
Ryder System demonstrates a beta of 1.55, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 2.17%.Ryder System volatility can be described using downside deviation (2.34%), which captures negative-return intensity over the selected horizon. Options markets imply a forward-looking volatility estimate near 44.0%. This indicates expectations for moderate future movement relative to historical averages. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze Ryder System Demand TrendCheck current 90 days Ryder System correlation with market (Dow Jones Industrial)Downside Risk
Ryder standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 2.17 |
Standard deviation of Ryder System captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of Ryder System's return distribution. Ryder System reported a Downside Deviation of 2.34, a Downside Variance of 5.48, and a Maximum Drawdown of 11.64.
Using Ryder Put Option to Manage Risk Based on 2026-05-15 Contracts
Ryder System reported an Option Implied Volatility of 0.44 and an Option Max Pain Price of 195. A put option on Ryder System functions as an insurance policy for investors holding Ryder System's shares. It grants the holder the right to sell Ryder Stock at the strike price before the expiration date.
Ryder System's PUT expiring on 2026-05-15
Profit |
| Ryder System Price At Expiration |
Current Ryder System Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | R260515P00125000 | -0.071383 | 0.002074 | 17 | 2026-05-15 | 0.0 - 2.4 | 0.0 | View |
Put | R260515P00130000 | -0.078382 | 0.002371 | 2 | 2026-05-15 | 0.0 - 2.5 | 0.0 | View |
Put | R260515P00135000 | -0.058454 | 0.002396 | 1 | 2026-05-15 | 0.05 - 2.65 | 0.0 | View |
Put | R260515P00140000 | -0.066788 | 0.002831 | 3 | 2026-05-15 | 0.05 - 2.9 | 0.0 | View |
Put | R260515P00145000 | -0.07686 | 0.003364 | 2 | 2026-05-15 | 0.05 - 3.2 | 0.0 | View |
Put | R260515P00150000 | -0.086798 | 0.003991 | 17 | 2026-05-15 | 0.05 - 3.4 | 0.0 | View |
Put | R260515P00155000 | -0.106267 | 0.004845 | 2 | 2026-05-15 | 0.5 - 3.7 | 0.0 | View |
Put | R260515P00160000 | -0.148979 | 0.00583 | 10 | 2026-05-15 | 2.15 - 4.6 | 0.0 | View |
Put | R260515P00165000 | -0.153276 | 0.007056 | 1 | 2026-05-15 | 1.3 - 4.5 | 0.0 | View |
Put | R260515P00175000 | -0.251888 | 0.009253 | 13 | 2026-05-15 | 4.6 - 6.8 | 0.0 | View |
Put | R260515P00180000 | -0.300378 | 0.010484 | 8 | 2026-05-15 | 5.9 - 8.0 | 0.0 | View |
Stock Volatility Analysis
Volatility is a core concept when evaluating Ryder System as part of a diversified portfolio. The stock's historical price swings give investors a sense of how much risk Ryder System's adds. Combining Ryder System with lower-volatility assets can reduce overall portfolio risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Ryder System 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
Taking into account the 90-day investment horizon Ryder System has a beta of 1.5469 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Ryder System will likely underperform.Market risk ties Ryder System to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Ryder System reported a Downside Deviation of 2.34, a Mean Deviation of 1.56, and an Option Implied Volatility of 0.44.
Predicted Return Density |
| Returns |
What Drives Ryder System's Price Volatility?
Several factors can influence Ryder System's market volatility:Industry Dynamics
Sector-level events can directly affect Ryder System's price stability. Regulatory changes, supply disruptions, or shifts in demand within Ryder System'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 Ryder System.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Ryder System's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Ryder System. During periods of economic expansion, Ryder System's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Ryder System's Company-Specific Factors
Volatility can also stem from events unique to Ryder System. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Ryder System's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Ryder System's share price.Stock Risk Measures
Taking into account the 90-day investment horizon the coefficient of variation of Ryder System is 30819.94. The daily returns are distributed with a variance of 4.72 and standard deviation of 2.17. The mean deviation of Ryder System is currently at 1.62. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.17 | |
β | Beta against Dow Jones | 1.55 | |
σ | Overall volatility | 2.17 | |
Ir | Information ratio | 0.06 |
Stock Return Volatility
Ryder System daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 2.1733% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8239% on return distribution over a 90-day investment 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
Surface-level performance for Ryder Stock can mask how the business actually stacks up against its competitive set. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AL | 0.10 | 0.01 | 0.86 | 0.16 | 0.00 | 0.20 | 0.59 | |||
| RYAAY | 1.50 | -0.17 | 0.00 | -0.25 | 0.00 | 2.46 | 8.65 | |||
| ADT | 1.33 | -0.20 | 0.00 | -0.25 | 0.00 | 2.03 | 14.02 | |||
| PONY | 3.11 | -0.17 | 0.00 | -0.16 | 0.00 | 7.28 | 21.28 | |||
| GATX | 0.92 | 0.03 | 0.00 | -0.03 | 0.00 | 1.47 | 8.51 | |||
| TTC | 1.18 | 0.44 | 0.36 | 0.51 | 0.87 | 1.91 | 13.49 | |||
| ACHR | 3.24 | -0.47 | 0.00 | -58.98 | 0.00 | 5.62 | 23.12 | |||
| MIDD | 1.37 | 0.03 | 0.00 | -0.06 | 0.00 | 3.09 | 9.47 | |||
| MSA | 1.09 | 0.18 | 0.15 | 0.10 | 1.12 | 2.35 | 6.46 | |||
| MOG-A | 1.32 | 0.41 | 0.26 | 0.43 | 1.37 | 3.60 | 12.28 |
Risk Metrics, Assumptions & Methodology
Volatility for Ryder System measures return dispersion and uncertainty over time. Uncertainty impacts position sizing assumptions in portfolio models. Ryder System has a market cap of 7.59 B, P/E of 5.75, ROE of 16.24%.
Macroaxis compiles Ryder System metrics from periodic company reporting and market reference feeds and applies consistent transformation rules before display. Analyst projections are included when active coverage applies. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardRyder System Investment Opportunity
Measured over the selected horizon, Ryder System carries roughly 2.65 times the return volatility of Dow Jones Industrial. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Ryder System 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a moderate downward daily trend and can be a good diversifier. Check odds of Ryder System to be traded at $188.62 in 90 days.Very weak diversification
For the present investment horizon, the measured correlation between R and DJI stands at 0.43, or Very weak diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Ryder System Additional Risk Indicators
A broader risk-indicator set for Ryder System can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0257 | |||
| Market Risk Adjusted Performance | 0.0368 | |||
| Mean Deviation | 1.56 | |||
| Semi Deviation | 2.25 | |||
| Downside Deviation | 2.34 | |||
| Coefficient Of Variation | 4078.38 | |||
| Standard Deviation | 2.1 |
Ryder System Suggested Diversification Pairs
Pair analysis around Ryder System matters because it can turn one security idea into a more market-neutral structure. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Ryder System persists even in a well-constructed pair. The benefit is in offsetting Ryder System's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Ryder System.
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