Lantronix Stock Volatility
| LTRX Stock | USD 6.10 -0.01 -0.16% |
Sharpe Ratio = 0.0736
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For Lantronix, recent data highlights Market Risk Adjusted Performance at 0.04%, Risk close to 4.31, and Total Risk Alpha close to 0.15. Monthly moving average analysis places it at roughly 5% of its prior performance bandwidth.
Key indicators related to Lantronix's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Lantronix (3 Months):
Beta 2.07 | Alpha 0.11 | Risk 4.31 | Sharpe Ratio 0.07 | Expected Return 0.32 |
Assets With Similar Volatility
Lower Correlation Assets
Sensitivity To Market
Lantronix beta of 2.07 quantifies how much of its total volatility (4.31%) is attributable to market-wide factors versus idiosyncratic drivers. Lantronix return dispersion over the lookback window shows standard deviation near 4.41% and semi-deviation near 5.18%, providing a baseline for comparison across peer instruments. Options markets imply a forward-looking volatility estimate near 113.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Lantronix Demand TrendCurrent 90-day Lantronix correlation with market (Dow Jones Industrial)Downside Risk
Lantronix 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 Lantronix reveals whether current dispersion is consistent with its longer-term pattern. Changes in Lantronix standard deviation over successive periods may signal shifts in the underlying return regime.
Standard Deviation | 4.31 |
An important distinction for Lantronix is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in Lantronix's daily returns from favorable moves. Total dispersion for Lantronix captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of Lantronix's return distribution. For Lantronix, recent data highlights Downside Deviation at 5.38, Downside Variance close to 28.98, and a Maximum Drawdown of 24.50.
Lantronix Put Option Risk Profile Based on 2026-06-18 Contracts
For Lantronix, recent data highlights Option Implied Volatility close to 1.13 and an Option Max Pain Price of -1. Protective puts on Lantronix are a standard downside risk instrument on Lantronix Stock. A put on Lantronix Stock gives the buyer the contractual right to sell Lantronix shares at the strike before expiration. A put option on Lantronix functions as an insurance policy for holders of Lantronix's shares. This protective structure defines the worst-case exit price for Lantronix while retaining full upside participation.
Lantronix's PUT expiring on 2026-06-18
Profit |
| Lantronix Price At Expiration |
Current Lantronix Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | LTRX260618P00002500 | -0.049772 | 0.023076 | 5 | 2026-06-18 | 0.0 - 0.25 | 0.0 | View |
| Put | LTRX260618P00005000 | -0.165851 | 0.147022 | 157 | 2026-06-18 | 0.05 - 0.25 | 0.0 | View |
| Put | LTRX260618P00007500 | -0.673301 | 0.192861 | 58 | 2026-06-18 | 1.2 - 1.95 | 0.0 | View |
| Put | LTRX260618P00010000 | -0.842556 | 0.099362 | 12 | 2026-06-18 | 3.3 - 4.5 | 0.0 | View |
Stock Volatility Analysis
Tracking Lantronix volatility quantifies the degree of price uncertainty over a given period. Highly volatile stocks like Lantronix tend to experience wider price swings in both directions. Periods of high volatility for Lantronix present both elevated risk and wider price ranges for traders. When Lantronix 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 Lantronix'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, Lantronix has a beta of 2.0691. This indicates when the benchmark rises, LTRX tends to outperform it on average. However, when benchmark returns turn negative, Lantronix tends to underperform.Market risk ties Lantronix to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. For Lantronix, recent data highlights Downside Deviation at 5.38, Mean Deviation close to 3.29, and Option Implied Volatility close to 1.13.
Predicted Return Distribution |
| Density |
What Drives Lantronix's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Communications Equipment sector often set the baseline volatility regime for Lantronix.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Lantronix's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Lantronix's.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Lantronix is 1358.34. The daily returns are distributed with a variance of 18.61 and standard deviation of 4.31. The mean deviation of Lantronix is currently at 3.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.9
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | 2.07 | |
σ | Overall volatility | 4.31 | |
Ir | Information ratio | 0.02 |
Stock Return Volatility
Lantronix daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 4.3141% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9156% 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
Return momentum in Lantronix Stock is more useful when tested against peer-relative fundamentals and risk. Reviewing Lantronix'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 | Potential Upside | Value @Risk | Drawdown | ||
|---|---|---|---|---|---|---|---|
| INSG | 3.80 | 0.70 | 0.13 | 6.67 | 37.73 | ||
| CRNT | 2.29 | 0.15 | 0.05 | 4.55 | 14.56 | ||
| ARAI | 7.85 | -0.06 | 0.00 | 10.38 | 124.18 | ||
| KULR | 4.00 | 0.30 | 0.05 | 8.87 | 23.98 | ||
| ZEPP | 5.59 | -0.61 | 0.00 | 8.74 | 48.93 | ||
| AXTI | 9.13 | 3.16 | 0.33 | 22.22 | 45.19 | ||
| SQNS | 3.41 | 0.39 | 0.09 | 9.34 | 28.03 | ||
| DVLT | 4.96 | -0.37 | 0.00 | 10.71 | 44.32 | ||
| WALD | 4.99 | 0.21 | 0.03 | 16.35 | 35.79 | ||
| TCX | 2.57 | -0.51 | 0.00 | 4.43 | 16.41 |
Risk Metrics, Assumptions & Methodology
Drawdown depth for Lantronix 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. Lantronix has a market cap of 248.86 million, P/E of 39.43, ROE of -8.73%.
Lantronix inputs come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. Analyst projections are included when active coverage applies. 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 Lantronix is more volatile than Dow Jones Industrial by approximately 4.68x 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 38% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Lantronix exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. Observed price behavior reflects modest downward movement with limited trading activity. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Lantronix probability analysis.
Weak diversification
Across the chosen horizon, Lantronix and Dow Jones show a correlation of 0.49 and fall into the Weak diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Risk analysis around Lantronix 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 | 0.0245 | |||
| Market Risk Adjusted Performance | 0.0443 | |||
| Mean Deviation | 3.29 | |||
| Semi Deviation | 5.18 | |||
| Downside Deviation | 5.38 | |||
| Coefficient Of Variation | 5445.68 | |||
| Standard Deviation | 4.41 |
Lantronix Suggested Diversification Pairs
A paired position built around Lantronix reduces directional market exposure while expressing a relative-value view. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Lantronix persists even in a well-constructed pair. The benefit is in offsetting Lantronix's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Lantronix.