DT Midstream Stock Volatility

DTM Stock

USD 134.65 1.02 0.76%

DT Midstream price risk is quantified relative to broad market benchmarks. With a long-term beta of 0.78, the stock it tends to be less volatile than the market as a whole. The stock shows low price volatility over the last 3 months.

Sharpe Ratio = 0.1321

Leading Returns	Top Quartile
Strong
Moderate
Modest		DTM
Cash	Low	Moderate	Elevated	High
Below Benchmark

DT Midstream reported a Market Risk Adjusted Performance of 0.6%, a Risk of 1.36, and a Risk Adjusted Performance of 0.1%. Based on monthly moving averages, the stock is operating near 10% of its historical performance range.

Key indicators related to DT Midstream's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Low

90 Days Economic Sensitivity

Slowly supersedes the market

Key risk metrics for DT Midstream (3 Months):

Beta

0.3

Alpha

0.18

Risk

1.36

Sharpe Ratio

0.13

Expected Return

0.18

Moving together with DTM Stock

0.92	AM	Antero Midstream Partners Earnings Call This Week	Pair Corr
0.76	ET	Energy Transfer LP Aggressive Push	Pair Corr
0.78	TPZ	Topaz Energy Corp	Pair Corr
0.82	P5P	Pembina Pipeline Corp	Pair Corr
0.9	DHT	DHT Holdings	Pair Corr
0.81	EPD	Enterprise Products Earnings Call This Week	Pair Corr
0.8	FRO	Frontline	Pair Corr
0.82	GEL	Genesis Energy LP	Pair Corr
0.81	PAA	Plains All American	Pair Corr
0.77	GASS	StealthGas	Pair Corr
0.7	TNK	Teekay Tankers	Pair Corr
0.93	TRP	TC Energy Corp Earnings Call This Week	Pair Corr
0.9	HESM	Hess Midstream Partners Earnings Call This Week	Pair Corr
0.84	MPLX	MPLX LP	Pair Corr
0.87	GEI	Gibson Energy	Pair Corr
0.65	0RMV	TechnipFMC PLC Earnings Call This Week	Pair Corr
0.81	PPL	Pembina Pipeline Corp	Pair Corr
0.68	GTT	Gaztransport Technigaz	Pair Corr
0.86	SOBO	South Bow	Pair Corr
0.67	TRMD	Torm PLC Class	Pair Corr
0.61	LNDNF	Lundin Energy AB	Pair Corr
0.63	HLOGF	Helium One Global	Pair Corr

Sensitivity To Market

Beta analysis for DT Midstream evaluates how its price movements correlate with the broader market. With a beta of 0.3, DT Midstream reflects measurable exposure to systematic risk. Observed total volatility stands near 1.36%. Asymmetric risk in DT Midstream is visible through downside-focused metrics. Downside deviation reads 1.26% and semi-deviation reads 1.1%, isolating the loss-side component of total return variability. Options markets imply a forward-looking volatility estimate near 39.0%. This indicates expectations for moderate future movement relative to historical averages. Equity volatility compresses in calm markets and expands quickly when uncertainty increases. Stock dispersion changes materially during earnings seasons and macro data releases.

Current 90-day DT Midstream correlation with market (Dow Jones Industrial)

0.18

0.30

Competition

3 Months Beta |DT Midstream Demand Trend

Current 90-day DT Midstream correlation with market (Dow Jones Industrial)

Downside Risk

The standard deviation reading for DTM summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. Comparing DTM standard deviation against sector peers reveals whether its volatility is typical or an outlier.

Standard Deviation

1.36

Total price dispersion in DT Midstream captures both upside and downside movement. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of DT Midstream's returns. A complete risk picture of DT Midstream emerges when standard deviation and downside deviation are examined together. DT Midstream reported a Downside Deviation of 1.26, a Downside Variance of 1.58, and a Maximum Drawdown of 7.84.

DTM Put Option Risk Profile Based on 2026-06-18 Contracts

DT Midstream reported an Option Implied Volatility of 0.39 and an Option Max Pain Price of -1. Put options on DT Midstream serve as a defensive tool for protecting a position in DTM Stock. A put option on DTM Stock grants the right to sell DT Midstream at a specific price before the contract expires. Put options on DT Midstream serve as insurance against adverse price movements in DTM Stock.

DT Midstream's PUT expiring on 2026-06-18

Profit

DT Midstream Price At Expiration

Current DT Midstream Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	DTM260618P00085000	-0.069447	0.002792	2	2026-06-18	0.0 - 3.4	0.0	View
Put	DTM260618P00110000	-0.051587	0.006022	1	2026-06-18	0.0 - 0.8	0.0	View
Put	DTM260618P00115000	-0.167642	0.010173	11	2026-06-18	0.0 - 4.8	0.0	View
Put	DTM260618P00125000	-0.175	0.022474	7	2026-06-18	0.0 - 2.25	0.0	View
Put	DTM260618P00130000	-0.330669	0.028646	5	2026-06-18	2.4 - 3.4	0.0	View

View All DT Midstream Options

Stock Volatility Analysis

DT Midstream stock volatility is a measure of the speed and extent of DT Midstream's price movements. A higher-volatility stock like DT Midstream may generate large gains or losses in a short timeframe. In most cases, the higher the volatility, the riskier the stock.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of DT Midstream's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.

Projected Return Density Against Market

Over a 90-day investment horizon, DT Midstream has a beta of 0.2968 suggesting as returns on the market go up, DT Midstream's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding DT Midstream tends to be smaller as well.

Systematic exposure aligns DT Midstream with broad stock market volatility, while unsystematic drivers reflect company or sector-specific developments. DT Midstream reported a Downside Deviation of 1.26, a Mean Deviation of 1.01, and an Option Implied Volatility of 0.39.

DT Midstream has an alpha of 0.1776, implying that it can generate a 0.1776 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

DT Midstream's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far DT Midstream's returns usually move from the mean over the selected horizon.

What Drives DT Midstream's Price Volatility?

Industry Dynamics

Peer results and sector re-ratings in the Oil, Gas & Consumable Fuels sector often influence how investors price DT Midstream's risk.

Political and Economic Environment

Macro data and central-bank signals can change valuation assumptions and short-term positioning around DT Midstream.

DT Midstream's Company-Specific Factors

Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.

Stock Risk Measures

Over a 90-day investment horizon, the coefficient of variation of DT Midstream is 756.93. The daily returns are distributed with a variance of 1.86 and standard deviation of 1.36. The mean deviation of DT Midstream is currently at 1.03. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.94

α	Alpha over Dow Jones	0.18	Details
β	Beta against Dow Jones	0.30	Details
σ	Overall volatility	1.36	Details
Ir	Information ratio	0.13	Details

Stock Return Volatility

Daily return volatility for DT Midstream measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 1.3646% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9502% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	PAA	VNOM	AM	DINO	AR	WES	HESM	OVV	NFG	RRC
PAA		0.86	0.9	0.69	0.8	0.33	0.92	0.95	0.93	0.92	PAA
VNOM	0.86		0.79	0.7	0.68	0.38	0.81	0.9	0.73	0.84	VNOM
AM	0.9	0.79		0.52	0.75	0.43	0.97	0.85	0.92	0.84	AM
DINO	0.69	0.7	0.52		0.72	0.33	0.53	0.77	0.61	0.7	DINO
AR	0.8	0.68	0.75	0.72		0.17	0.77	0.85	0.82	0.94	AR
WES	0.33	0.38	0.43	0.33	0.17		0.39	0.24	0.29	0.18	WES
HESM	0.92	0.81	0.97	0.53	0.77	0.39		0.88	0.93	0.87	HESM
OVV	0.95	0.9	0.85	0.77	0.85	0.24	0.88		0.89	0.95	OVV
NFG	0.93	0.73	0.92	0.61	0.82	0.29	0.93	0.89		0.89	NFG
RRC	0.92	0.84	0.84	0.7	0.94	0.18	0.87	0.95	0.89		RRC
	PAA	VNOM	AM	DINO	AR	WES	HESM	OVV	NFG	RRC

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Risk-Adjusted Indicators

Evaluating DTM Stock requires separating price momentum from underlying operating strength versus competitors. Risk-adjusted metrics help compare DT Midstream's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PAA	0.96	0.21	0.16	-0.43	1.09	-1.07	2.06	-2.42	5.15
VNOM	1.36	0.32	0.14	-0.99	1.87	-1.35	2.36	-2.89	9.01
AM	1.04	0.23	0.19	-3.50	1.02	-1.16	2.58	-1.82	5.16
DINO	2.08	0.33	0.11	-0.54	2.88	-2.18	4.75	-4.34	16.20
AR	1.98	0.17	0.07	-0.25	2.55	-2.05	3.88	-4.05	11.21
WES	0.89	0.05	0.03	12.61	1.40	-0.88	1.74	-1.25	8.04
HESM	0.94	0.15	0.11	1.88	1.19	-0.94	2.09	-1.93	5.77
OVV	1.79	0.50	0.21	-0.70	1.94	-2.09	3.83	-3.27	13.01
NFG	1.01	0.10	0.09	-0.62	1.07	-1.15	2.02	-1.84	5.62
RRC	1.65	0.25	0.12	-0.54	2.01	-1.73	3.79	-2.89	9.31

Risk Metrics, Assumptions & Methodology

Standard deviation for DT Midstream measures how widely returns scatter around their average over a given period. Tracking dispersion across rolling windows reveals whether variability is stable, expanding, or contracting. DT Midstream has a market cap of 13.74 B, P/E of 19.85, ROE of 9.42%.

DT Midstream values are built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Professional analyst research is incorporated when coverage is available. Volatility and downside metrics are estimated from historical return dispersion.

Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board

DT Midstream Volatility Profile Summary

Recent data suggests that DT Midstream is more volatile than Dow Jones Industrial by approximately 1.43x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 12% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

DT Midstream with characteristics aligned to broad market upside participation. This move summary looks at how the current session may translate into a basic near-term setup. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a moderate upward price movement. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View DT Midstream probability analysis.

Strong inverse diversification

DT Midstream currently posts a -0.44 correlation with Dow Jones, indicating a Strong inverse diversification relationship for the active sample. This chart measures the degree of risk overlap between DT Midstream and Dow Jones.

View Details

DT Midstream Additional Risk Indicators

Looking at additional risk metrics for DT Midstream frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.

	Risk Adjusted Performance	0.1341
	Market Risk Adjusted Performance	0.6074
	Mean Deviation	1.01
	Semi Deviation	1.1
	Downside Deviation	1.26
	Coefficient Of Variation	715.09
	Standard Deviation	1.34

DT Midstream Suggested Diversification Pairs

Pair trading with DT Midstream hedges company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.

Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing DT Midstream with another position. However, DT Midstream's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with DT Midstream.

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