DLNDY OTC Stock Volatility

DLNDY -  USA Stock  

USD 4.36  0.02  0.46%

D L Industries secures Sharpe Ratio (or Efficiency) of -0.0736, which denotes the company had -0.0736% of return per unit of risk over the last month. Macroaxis approach into predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. D L Industries exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm D L Industries mean deviation of 1.83 to check the risk estimate we provide.

DLNDY Volatility 

 
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D L OTC Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of DLNDY daily returns, and it is calculated using variance and standard deviation. We also use DLNDY's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of D L volatility.

60 Days Market Risk

Slightly risky

Chance of Distress

Below Average

60 Days Economic Sensitivity

Barely shadows the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as D L can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of D L at lower prices. For example, an investor can purchase DLNDY stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of D L's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

D L Market Sensitivity And Downside Risk

D L's beta coefficient measures the volatility of DLNDY otc stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents DLNDY otc stock's returns against your selected market. In other words, D L's beta of -1.63 provides an investor with an approximation of how much risk D L otc stock can potentially add to one of your existing portfolios.
Let's try to break down what DLNDY's beta means in this case. As returns on the market increase, returns on owning D L are expected to decrease by larger amounts. On the other hand, during market turmoil, D L is expected to outperform it.
One Month Beta |Analyze D L Industries Demand Trend
Check current 90 days D L correlation with market (DOW)

DLNDY Beta

    
  -1.63  
DLNDY standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  2.61  
It is essential to understand the difference between upside risk (as represented by D L's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of D L stock's daily returns or price. Since the actual investment returns on holding a position in D L stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in D L.

D L Industries OTC Stock Volatility Analysis

Volatility refers to the frequency at which D L stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with D L's price changes. Investors will then calculate the volatility of D L's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of D L's volatility:

Historical Volatility

This type of stock volatility measures D L's fluctuations based on previous trends. It's commonly used to predict D L's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for D L's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. D L Industries 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. View also all equity analysis or get more info about average price price transform indicator.

D L Projected Return Density Against Market

Assuming the 90 days horizon D L Industries has a beta of -1.6326 suggesting as returns on its benchmark rise, returns on holding D L Industries are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, D L is expected to outperform its benchmark.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to D L or Basic Materials sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that D L stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a DLNDY stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. D L Industries is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
D L's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how D L stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock 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 many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

D L OTC Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to D L or Basic Materials sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that D L stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a DLNDY stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days horizon the coefficient of variation of D L is -1359.16. The daily returns are distributed with a variance of 6.8 and standard deviation of 2.61. The mean deviation of D L Industries is currently at 1.87. For similar time horizon, the selected benchmark (DOW) has volatility of 0.74
α
Alpha over DOW
-0.05
β
Beta against DOW-1.63
σ
Overall volatility
2.61
Ir
Information ratio -0.0079

D L OTC Stock Return Volatility

D L historical daily return volatility represents how much D L stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company shows 2.6081% volatility of returns over 90 . By contrast, DOW inherits 0.6235% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About D L Volatility

Volatility is a rate at which the price of D L or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of D L may increase or decrease. In other words, similar to DLNDY's beta indicator, it measures the risk of D L and helps estimate the fluctuations that may happen in a short period of time. So if prices of D L fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
DL Industries, Inc. provides products for food ingredients, chemicals for personal and home care use, raw materials for plastic, and aerosol products in the Philippines and internationally. The company operates through four segments Food Ingredients Colorants and Plastic Additives Oleochemicals, Resins and Powder Coatings and Aerosols. The Food Ingredients segment manufactures industrial fats and oils, food ingredients, specialty fats and oils, and culinary and other specialty food ingredients to various food manufacturers and quick-service restaurant chains and food safety solutions, such as cleaning and sanitation agents. The Colorants and Plastic Additives segment manufactures pigment blends, color and additive masterbatches, and engineered polymers for use in the plastic industry, as well as offers toll compounding services. The Oleochemicals, Resins and Powder Coatings segment provides coconut methyl ester glycerin and other coconut methyl ester derivatives, which are used as surfactants or foaming agents for soaps and detergents medium-chain triglyceride oil polystyrene resins for the plastics industry polymer emulsions for the paint industry and polyester resins for the construction, shipping, and furniture industries. It also offers powder coatings for use in home appliances, metal furniture, fixtures and fittings, mechanical parts, and tools and equipment, as well as construction industry and other specialty resin-based chemicals. The Aerosols segment manufactures aerosol cans and components products for use in insect control, industrial maintenance chemicals, and home and personal care product applications and non-aerosol products that include insecticides, liquid and gel disinfectants, cleaners, polishers, and liquid soaps, as well as provides contract aerosol filling and compounding services. The company was founded in 1963 and is headquartered in Quezon City, the Philippines. DL Industries, Inc. is a subsidiary of Jadel Holdings Co., Inc.

D L Investment Opportunity

D L Industries has a volatility of 2.61 and is 4.21 times more volatile than DOW. 22  of all equities and portfolios are less risky than D L. Compared to the overall equity markets, volatility of historical daily returns of D L Industries is lower than 22 () of all global equities and portfolios over the last 90 days. Use D L Industries to protect your portfolios against small market fluctuations. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of D L to be traded at $4.32 in 90 days. . Let's try to break down what DLNDY's beta means in this case. As returns on the market increase, returns on owning D L are expected to decrease by larger amounts. On the other hand, during market turmoil, D L is expected to outperform it.

Very good diversification

The correlation between D L Industries and DJI is Very good diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding D L Industries and DJI in the same portfolio assuming nothing else is changed.

D L Additional Risk Indicators

The analysis of D L's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in D L's investment and either accepting that risk or mitigating it. Along with some common measures of D L stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance0.0015
Market Risk Adjusted Performance0.0283
Mean Deviation1.83
Coefficient Of Variation(13,087)
Standard Deviation2.6
Variance6.74
Information Ratio(0.007886)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

D L Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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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 D L 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. D L'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, D L'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 D L Industries.
Continue to Investing Opportunities. Note that the D L Industries information on this page should be used as a complementary analysis to other D L's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

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When running D L Industries price analysis, check to measure D L's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy D L is operating at the current time. Most of D L's value examination focuses on studying past and present price action to predict the probability of D L's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move D L's price. Additionally, you may evaluate how the addition of D L to your portfolios can decrease your overall portfolio volatility.
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Is D L's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of D L. If investors know DLNDY will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about D L listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of D L Industries is measured differently than its book value, which is the value of DLNDY that is recorded on the company's balance sheet. Investors also form their own opinion of D L's value that differs from its market value or its book value, called intrinsic value, which is D L's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because D L's market value can be influenced by many factors that don't directly affect D L's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between D L's value and its price as these two are different measures arrived at by different means. Investors typically determine D L value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, D L's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.