Lincoln Educational Services Stock Volatility
| LINC Stock | USD 45.01 0.01 0.02% |
Sharpe Ratio = 0.3126
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Lincoln Educational Services (LINC) recorded a Market Risk Adjusted Performance of 4.6%, a Risk of 2.90, and a Risk Adjusted Performance of 0.3%. Monthly performance data shows the stock operating at about 24% of its measured historical range.
Key indicators related to Lincoln Educational's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Lincoln Educational (3 Months):
Beta 0.18 | Alpha 0.8 | Risk 2.9 | Sharpe Ratio 0.31 | Expected Return 0.91 |
Moving together with Lincoln Stock
| 0.65 | FEDU | Four Seasons Education | PairCorr |
| 0.81 | MCW | Mister Car Wash | PairCorr |
| 0.64 | RGS | Regis Common | PairCorr |
Moving Against Lincoln Stock
| 0.95 | GV | Visionary Education | PairCorr |
| 0.92 | 03F | IDP EDUCATION LTD | PairCorr |
| 0.88 | VSA | TCTM Kids IT | PairCorr |
| 0.88 | CLU | Cluey | PairCorr |
| 0.82 | STG | Sunlands Technology | PairCorr |
| 0.8 | NXD | Nexted Group | PairCorr |
| 0.7 | 5Q4 | WISDOM EDINTLHLDHD | PairCorr |
| 0.69 | EDU | New Oriental Education | PairCorr |
| 0.66 | GNS | Genius Group | PairCorr |
| 0.45 | COE | 51Talk Online Education | PairCorr |
Sensitivity To Market
Lincoln Educational beta coefficient measures the volatility of Lincoln stock relative to the systematic risk of the broad market benchmark. A beta of 0.18 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 2.9%. Lincoln Educational Services has shown noticeable price swings over the selected period. Downside deviation is about 1.93% and standard deviation is about 2.92%, which summarize how widely returns have moved. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books. For Lincoln Educational, measured downside deviation describes the intensity of negative return periods.
3 Months Beta |Lincoln Educational Demand TrendCurrent 90-day Lincoln Educational correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far Lincoln returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability. Tracking Lincoln standard deviation across time horizons shows whether volatility is expanding or contracting.
Standard Deviation | 2.9 |
It is essential to understand the difference between upside risk and downside risk for Lincoln Educational. Total volatility includes favorable moves, while downside deviation isolates the loss risk in Lincoln Educational's daily returns. Both total and downside risk metrics contribute to a thorough analysis of Lincoln Educational. Lincoln Educational Services (LINC) recorded a Downside Deviation of 1.93, a Downside Variance of 3.71, and a Maximum Drawdown of 13.06.
Stock Volatility Analysis
Volatility refers to the frequency at which Lincoln Educational stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock. A stock with high volatility produces outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Lincoln Educational'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
Given a 90-day horizon, Lincoln Educational has a beta of 0.1752. This indicates as returns on the market go up, Lincoln Educational's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Lincoln Educational Services tends to be smaller as well.Both systematic and unsystematic risks influence Lincoln Educational. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. Lincoln Educational Services (LINC) recorded a Downside Deviation of 1.93, a Mean Deviation of 2.17, and a Semi Deviation of 1.47.
Predicted Return Distribution |
| Density |
What Drives Lincoln Educational's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Diversified Consumer Services sector can move Lincoln Educational's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Lincoln Educational.Lincoln Educational's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Lincoln Educational's shares.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Lincoln Educational is 319.86. The daily returns are distributed with a variance of 8.42 and standard deviation of 2.9. The mean deviation of Lincoln Educational Services is currently at 2.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.80 | |
β | Beta against Dow Jones | 0.18 | |
σ | Overall volatility | 2.90 | |
Ir | Information ratio | 0.27 |
Stock Return Volatility
Lincoln Educational historical daily return volatility represents how much of Lincoln Educational stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 2.9016% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9279% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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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
Strong recent returns in Lincoln Stock do not always mean Lincoln Educational Company is outperforming peers on business quality. Reviewing Lincoln Educational's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| APEI | 1.67 | 0.41 | 0.18 | 1.17 | 1.85 | 4.02 | 28.39 | |||
| KLC | 4.57 | 0.15 | 0.01 | 0.08 | 9.29 | 7.77 | 48.08 | |||
| BYND | 6.05 | 0.99 | 0.16 | 0.32 | 5.73 | 14.75 | 55.10 | |||
| VSTA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| NUS | 1.95 | -0.52 | 0.00 | -0.46 | 0.00 | 3.17 | 21.32 | |||
| QSG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DNUT | 2.90 | 0.34 | 0.10 | 0.35 | 3.06 | 5.20 | 34.94 | |||
| MGPI | 1.96 | -0.40 | 0.00 | -0.93 | 0.00 | 4.07 | 23.05 | |||
| STKL | 1.05 | 0.52 | 1.64 | 0.41 | 0.00 | 0.63 | 32.97 | |||
| SENEA | 1.95 | 0.31 | 0.08 | 2.51 | 3.36 | 3.62 | 19.04 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Lincoln Educational measures how widely returns scatter around their average over a given period. Return scatter increases when new information or regime shifts widen the distribution of outcomes. Lincoln Educational has a market cap of 1.43 billion, P/E of 4.61, ROE of 10.58%.
Lincoln Educational Services figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Sell-side coverage, where present, supplements the data shown. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Lincoln Educational Services is more volatile than Dow Jones Industrial by approximately 3.12x 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 26% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Lincoln Educational Services with characteristics aligned to broad market upside participation. This price-change note interprets the latest move in the context of short-horizon trading behavior. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Lincoln Educational probability analysis.
Strong inverse diversification
For the present investment horizon, the measured correlation between Lincoln Educational and Dow Jones stands at -0.46, or Strong inverse diversification. This chart measures the degree of risk overlap between Lincoln Educational and Dow Jones.
Additional Risk Indicators
Risk analysis around Lincoln Educational Services gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | 0.2731 | |||
| Market Risk Adjusted Performance | 4.56 | |||
| Mean Deviation | 2.17 | |||
| Semi Deviation | 1.47 | |||
| Downside Deviation | 1.93 | |||
| Coefficient Of Variation | 361.82 | |||
| Standard Deviation | 2.92 |
Lincoln Educational Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Lincoln Educational Services and comparable securities. This structure emphasizes relative performance differences between paired assets rather than broad market direction.
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 Lincoln Educational 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. Lincoln Educational'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, Lincoln Educational'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 Lincoln Educational Services.
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