Hf Sinclair Corp Stock Volatility

Moving together with DINO Stock

Moving against DINO Stock

HF Sinclair Market Sensitivity And Downside Risk

3 Months Beta |Analyze HF Sinclair Corp Demand TrendCheck current 90 days HF Sinclair correlation with market (Dow Jones Industrial)

HF Sinclair Volatility and Downside Risk

Using DINO Put Option to Manage Risk

HF Sinclair's PUT expiring on 2026-05-15

HF Sinclair Corp Stock Volatility Analysis

HF Sinclair Projected Return Density Against Market

Given the investment horizon of 90 days HF Sinclair has a beta of 0.4773 suggesting as returns on the market go up, HF Sinclair average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding HF Sinclair Corp will be expected to be much smaller as well. HF Sinclair Corp has an alpha of 0.0798, implying that it can generate a 0.0798 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). HF Sinclair's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how dino 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 HF Sinclair 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.

HF Sinclair Stock Risk Measures

HF Sinclair Stock Return Volatility

HF Sinclair historical daily return volatility represents how much of HF Sinclair stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 2.0002% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.764% volatility on return distribution over the 90 days horizon.

Related Correlations Analysis

Volatility is a rate at which the price of HF Sinclair 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 HF Sinclair may increase or decrease. In other words, similar to DINO's beta indicator, it measures the risk of HF Sinclair and helps estimate the fluctuations that may happen in a short period of time. So if prices of HF Sinclair 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.

HF Sinclair's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on DINO Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much HF Sinclair's price varies over time.

The analysis of HF Sinclair'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 HF Sinclair's investment and either accepting that risk or mitigating it. Along with some common measures of HF Sinclair stock's 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.

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

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.

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 HF Sinclair 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. HF Sinclair'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, HF Sinclair'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 HF Sinclair Corp.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in HF Sinclair Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Understanding HF Sinclair Corp requires distinguishing between market price and book value, where the latter reflects DINO's accounting equity. The concept of intrinsic value - what HF Sinclair's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push HF Sinclair's price substantially above or below its fundamental value.

It's important to distinguish between HF Sinclair's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding HF Sinclair should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, HF Sinclair's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.