Stride Inc Stock Volatility
| LRN Stock | USD 93.76 1.50 1.63% |
Sharpe Ratio = 0.0753
| Leading Returns | Top Quartile | |||
| Strong | ||||
| Moderate | ||||
| Modest | ||||
| Cash | Low | LRN | Elevated | High |
| Below Benchmark |
Stride Inc's financial profile includes a Market Risk Adjusted Performance of -0.9%, a Risk of 1.97, and a Risk Adjusted Performance of 0.1%. Monthly moving average analysis places it at roughly 5% of its prior performance bandwidth.
Key indicators related to Stride's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Stride (3 Months):
Beta -0.16 | Alpha 0.14 | Risk 1.97 | Sharpe Ratio 0.08 | Expected Return 0.15 |
Moving together with Stride Stock
Moving Against Stride Stock
| 0.73 | T | ATT Inc | PairCorr |
| 0.7 | GGL | GGL Resources Corp | PairCorr |
| 0.64 | VZ | Verizon Communications | PairCorr |
| 0.58 | BEA | Belmont Resources | PairCorr |
| 0.57 | PG | Procter Gamble | PairCorr |
| 0.53 | GE | GE Aerospace | PairCorr |
| 0.48 | MMM | 3M Company | PairCorr |
| 0.47 | MRK | Merck Company | PairCorr |
| 0.41 | HD | Home Depot | PairCorr |
Sensitivity To Market
Stride Inc beta of -0.16 quantifies how much of its total volatility (1.97%) is attributable to market-wide factors versus idiosyncratic drivers. Stride Inc return dispersion over the lookback window shows standard deviation near 1.97% and semi-deviation near 1.83%, providing a baseline for comparison across peer instruments. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Stride Inc Demand TrendCurrent 90-day Stride correlation with market (Dow Jones Industrial)Downside Risk
Stride daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Shifting the lookback window for Stride reveals whether current dispersion is consistent with its longer-term pattern. Changes in Stride standard deviation over successive periods may signal shifts in the underlying return regime.
Standard Deviation | 1.97 |
An important distinction for Stride is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in Stride's daily returns from favorable moves. Total dispersion for Stride captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of Stride's return distribution. Stride Inc's financial profile includes a Downside Deviation of 1.97, a Downside Variance of 3.89, and a Maximum Drawdown of 10.28.
Stock Volatility Analysis
Tracking Stride volatility quantifies the degree of price uncertainty over a given period. Highly volatile stocks like Stride tend to experience wider price swings in both directions. Periods of high volatility for Stride present both elevated risk and wider price ranges for traders. When Stride experiences high volatility, its stock price shifts dramatically in a short period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Stride Inc'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, Stride Inc has a beta of -0.1589. This indicates that as returns on the benchmark increase, returns on Stride tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Stride Inc tends to outperform the market.Market risk ties Stride to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Stride Inc's financial profile includes a Downside Deviation of 1.97, a Mean Deviation of 1.51, and a Semi Deviation of 1.83.
Predicted Return Distribution |
| Density |
What Drives Stride's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Diversified Consumer Services sector often set the baseline volatility regime for Stride.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Stride's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Stride's.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Stride is 1327.26. The daily returns are distributed with a variance of 3.88 and standard deviation of 1.97. The mean deviation of Stride Inc is currently at 1.51. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.14 | |
β | Beta against Dow Jones | -0.1589 | |
σ | Overall volatility | 1.97 | |
Ir | Information ratio | 0.07 |
Stock Return Volatility
Stride daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 1.9694% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9592% 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
| High negative correlations
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Risk-Adjusted Indicators
Return momentum in Stride Stock is more useful when tested against peer-relative fundamentals and risk. Reviewing Stride'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ATGE | 1.65 | -0.34 | 0.00 | 3.82 | 0.00 | 2.80 | 6.84 | |||
| FIZZ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PRDO | 1.45 | 0.17 | 0.06 | -0.32 | 2.06 | 3.17 | 11.31 | |||
| IPAR | 1.34 | -0.13 | 0.00 | 3.31 | 0.00 | 2.23 | 8.51 | |||
| STRA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RLX | 1.49 | -0.12 | 0.00 | 2.45 | 0.00 | 3.27 | 7.99 | |||
| MH | 2.24 | -0.02 | 0.00 | -1.62 | 0.00 | 3.97 | 23.78 | |||
| TBBB | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FLO | 1.66 | -0.45 | 0.00 | -2.60 | 0.00 | 2.66 | 9.21 | |||
| COTY | 1.92 | -0.29 | 0.00 | -6.68 | 0.00 | 3.83 | 15.56 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for Stride defines the worst peak-to-trough loss observed, framing downside volatility in practical terms. Comparing drawdown depth across market phases shows whether downside risk is regime-dependent. Stride has a market cap of 3.92 billion, P/E of 22.55, ROE of 20.14%.
Stride Inc inputs come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Gabriel Shpitalnik, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Stride Inc is more volatile than Dow Jones Industrial by approximately 2.05x 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 17% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Stride Inc 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 gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a large bullish trend. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Stride probability analysis.
Moderate diversification
Across the chosen horizon, Stride and Dow Jones show a correlation of 0.23 and fall into the Moderate diversification bucket. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Risk analysis around Stride Inc gains depth when secondary indicators confirm, refine, or challenge the basic volatility picture. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0775 | |||
| Market Risk Adjusted Performance | -0.86 | |||
| Mean Deviation | 1.51 | |||
| Semi Deviation | 1.83 | |||
| Downside Deviation | 1.97 | |||
| Coefficient Of Variation | 1327.26 | |||
| Standard Deviation | 1.97 |
Stride Suggested Diversification Pairs
A paired position built around Stride Inc reduces directional market exposure while expressing a relative-value view. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Stride persists even in a well-constructed pair. The benefit is in offsetting Stride's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Stride Inc.