SunOpta Stock Volatility
| STKL Stock | USD 6.46 0.00 0.00% |
SunOpta appears to hold a low volatility profile across the current lookback window. It exhibits a Sharpe Ratio (Efficiency) of 0.22, capturing return efficiency over the last 3 months. We identified 28 technical indicators influencing current risk dynamics.
Sharpe Ratio = 0.2152
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| Small Returns | STKL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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SunOpta posted a Market Risk Adjusted Performance of -1.5%, a Risk of 4.76, and a Risk Adjusted Performance of 0.2% for the reported period. Monthly performance positioning shows SunOpta operating at about 17% of its measured historical range. Diversification effects depend on volatility and correlation structure.
Key indicators related to SunOpta's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The risk model for SunOpta incorporates multiple volatility measures, including realized volatility, beta-adjusted market sensitivity, and financial distress probability, to provide a robust estimate of SunOpta's overall risk level.
Volatility Strategy
Price variability in SunOpta interacts with broader market movements. Current statistical measures show total volatility near 4.76% with a beta coefficient of -0.59, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.22, evaluates return per unit of total risk. An alpha value of 0.82 reflects performance relative to systematic market exposure. Expected return estimates near 1.02% 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 SunOpta's market risk premium analysis include:
Beta -0.59 | Alpha 0.82 | Risk 4.76 | Sharpe Ratio 0.22 | Expected Return 1.02 |
Moving together with SunOpta Stock
| 0.93 | TR | Tootsie Roll Industries | PairCorr |
| 0.75 | KTF | Mondelez International | PairCorr |
| 0.86 | DHR | BG Foods | PairCorr |
| 0.88 | AEP | Anglo Eastern | PairCorr |
| 0.82 | SB7 | SAPuto Inc | PairCorr |
| 0.96 | RSI | Rogers Sugar | PairCorr |
| 0.89 | YIR | Yihai International Earnings Call This Week | PairCorr |
| 0.81 | JDEP | Jde Peets Nv | PairCorr |
Moving against SunOpta Stock
| 0.83 | EDBL | Edible Garden AG | PairCorr |
| 0.82 | VITL | Vital Farms | PairCorr |
| 0.78 | MBH | Maggie Beer Holdings | PairCorr |
| 0.77 | JJ1 | JJ SNACK FOODS | PairCorr |
| 0.72 | ALFLE | Fleury Michon | PairCorr |
| 0.71 | DKL | Dekeloil Public | PairCorr |
| 0.52 | BSN | Danone SA | PairCorr |
| 0.49 | ART | Artisanal Spirits | PairCorr |
| 0.39 | KRZA | KERRY GRP PLC | PairCorr |
| 0.39 | FARM | Farmer Bros | PairCorr |
Sensitivity To Market
SunOpta beta coefficient quantifies market-related volatility exposure. Calculated as the slope of returns versus benchmark returns, the current beta reading of -0.59 reflects its relative systematic risk. Observed volatility is approximately 4.76%.The recent volatility profile for SunOpta can be described using downside deviation (1.53%) and overall dispersion (4.58%). Options markets imply a forward-looking volatility estimate near 501.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze SunOpta Demand TrendCheck current 90 days SunOpta correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of SunOpta measures the spread of its daily returns around the mean over your chosen time horizon. High standard deviation points to high volatility; low standard deviation points to price stability.
Standard Deviation | 4.76 |
Standard deviation and downside deviation are complementary tools for assessing SunOpta's risk. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of SunOpta's return distribution. SunOpta posted a Downside Deviation of 1.53, a Downside Variance of 2.35, and a Maximum Drawdown of 32.97 for the reported period.
Using SunOpta Put Option to Manage Risk Based on 2026-03-20 Contracts
SunOpta posted an Option Implied Volatility of 5.01 and an Option Max Pain Price of -1 for the reported period. Using put options to hedge a SunOpta position is a widely practiced risk management technique. A put option on SunOpta Stock gives the investor the right to sell SunOpta at a specific price before the contract expires.
SunOpta's PUT expiring on 2026-06-18
Profit |
| SunOpta Price At Expiration |
Current SunOpta Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | STKL260320P00003000 | -0.033556 | 0.023746 | 52 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | STKL260320P00004000 | -0.049902 | 0.048823 | 60 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | STKL260320P00005000 | -0.079322 | 0.115127 | 34 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | STKL260320P00006000 | -0.226791 | 0.418212 | 217 | 2026-03-20 | 0.0 - 0.1 | 0.0 | View |
Stock Volatility Analysis
In evaluating SunOpta as an investment, volatility is a primary indicator of risk. A higher-volatility stock like SunOpta may generate large gains or losses in a short timeframe. Investors with a lower risk tolerance generally prefer stocks exhibiting lower volatility.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. SunOpta 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
Given the investment horizon of 90 days SunOpta has a beta of -0.5887 . This usually implies that as returns on the benchmark increase, returns on SunOpta tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, SunOpta is likely to outperform the market.Exposure to the stock market introduces systematic volatility in SunOpta. In contrast, company or sector-specific developments represent asset-level risk that may be diversified away. SunOpta posted a Downside Deviation of 1.53, a Mean Deviation of 2.02, and an Option Implied Volatility of 5.01 for the reported period.
Predicted Return Density |
| Returns |
What Drives SunOpta's Price Volatility?
Several factors can influence SunOpta's market volatility:Industry Dynamics
Sector-level events can directly affect SunOpta's price stability. Regulatory changes, supply disruptions, or shifts in demand within SunOpta'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 SunOpta.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for SunOpta's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward SunOpta. During periods of economic expansion, SunOpta's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.SunOpta's Company-Specific Factors
Volatility can also stem from events unique to SunOpta. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in SunOpta's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on SunOpta's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of SunOpta is 464.79. The daily returns are distributed with a variance of 22.7 and standard deviation of 4.76. The mean deviation of SunOpta is currently at 2.15. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.82 | |
β | Beta against Dow Jones | -0.5887 | |
σ | Overall volatility | 4.76 | |
Ir | Information ratio | 0.21 |
Stock Return Volatility
SunOpta return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The company has volatility of 4.7642% on return distribution over a 90-day investment horizon. Meanwhile, 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
Evaluating SunOpta Stock requires separating price momentum from underlying business quality relative to competitors. A thorough review of SunOpta's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| JBSS | 1.08 | 0.01 | 0.08 | -0.18 | 1.22 | 2.44 | 10.16 | |||
| SENEA | 1.24 | 0.38 | 0.30 | -2.74 | 1.15 | 3.14 | 6.50 | |||
| APEI | 1.85 | 0.67 | 0.41 | 1.33 | 1.27 | 4.67 | 25.21 | |||
| KLC | 3.73 | -1.21 | 0.00 | 0.40 | 0.00 | 4.82 | 49.69 | |||
| LINC | 2.03 | 0.91 | 0.47 | 2.01 | 1.34 | 6.25 | 13.06 | |||
| HLF | 2.49 | 0.16 | 0.08 | 2.39 | 2.91 | 4.97 | 26.12 | |||
| WEST | 2.29 | 0.05 | 0.00 | -0.04 | 0.00 | 4.21 | 18.88 | |||
| THS | 13.51 | 7.03 | 9.84 | 3.56 | 0.00 | 1.11 | 454.08 | |||
| DNUT | 2.69 | -0.06 | 0.00 | -0.14 | 0.00 | 4.82 | 34.43 |
Risk Metrics, Assumptions & Methodology
Volatility for SunOpta measures return dispersion and uncertainty over time. Risk scaling adjusts for dispersion changes across windows. SunOpta has a market cap of 766.96 M, P/E of 12.59, ROE of 9.02%.
The analytics block for SunOpta relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Analyst projections are included when active coverage applies. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorSunOpta Investment Opportunity
Measured over the selected horizon, SunOpta carries roughly 5.8 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 SunOpta to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of SunOpta to be traded at $6.4 in 90 days.Good diversification
Across the chosen horizon, STKL and DJI show a correlation of -0.15 and fall into the Good diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
SunOpta Additional Risk Indicators
A broader risk-indicator set for SunOpta can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.161 | |||
| Market Risk Adjusted Performance | -1.47 | |||
| Mean Deviation | 2.02 | |||
| Semi Deviation | 0.5732 | |||
| Downside Deviation | 1.53 | |||
| Coefficient Of Variation | 520.35 | |||
| Standard Deviation | 4.58 |
SunOpta Suggested Diversification Pairs
A pair strategy built around SunOpta is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around SunOpta, market-wide risk remains. What pair trading can address is SunOpta's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.