Nerdy Inc Stock Volatility
| NRDY Stock | USD 0.86 -0.02 -2.27% |
Sharpe Ratio = -0.075
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Nerdy Inc reported a Market Risk Adjusted Performance of -0.2%, a Risk of 2.67, and a Risk Adjusted Performance of -0.1%. Monthly performance data suggests the stock is falling short of its full potential.
Key indicators related to Nerdy's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Nerdy (3 Months):
Beta 1.06 | Alpha -0.19 | Risk 2.67 | Sharpe Ratio -0.07 | Expected Return -0.20 |
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| 0.64 | WEAV | Weave Communications | PairCorr |
Lower Correlation Assets
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| 0.45 | WAVE | Eco Wave Power Downward Rally | PairCorr |
| 0.38 | DT | Dynatrace Holdings LLC | PairCorr |
| 0.34 | DOCU | DocuSign | PairCorr |
| 0.33 | DSGX | Descartes Systems Group | PairCorr |
Sensitivity To Market
Nerdy Inc exhibits a beta of 1.06, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 2.67%. Nerdy Inc return patterns over the selected horizon reflect a forward elevated level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 2.76%. Options markets imply a forward-looking volatility estimate near 239.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Stock volatility blends company-specific effects with broader market movement. Sector rotation and analyst revisions shift expectations and increase short-term dispersion.
3 Months Beta |Nerdy Inc Demand TrendCurrent 90-day Nerdy correlation with market (Dow Jones Industrial)Downside Risk
For Nerdy, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of Nerdy standard deviation determines where it falls on the volatility spectrum relative to peers. Pairing standard deviation with beta separates Nerdy total risk from its market-driven component. Combining Nerdy standard deviation with skewness and kurtosis gives a more complete picture of return distribution shape.
Standard Deviation | 2.67 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Nerdy. Standard deviation reflects total return dispersion for Nerdy, while downside deviation captures only the adverse portion of Nerdy's returns. Standard deviation and downside deviation for Nerdy measure different things - total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Nerdy's returns. Nerdy Inc reported a Maximum Drawdown of 11.75.
Nerdy Put Option Risk Profile Based on 2026-06-18 Contracts
Nerdy Inc reported an Option Implied Volatility of 2.39. Put options written on Nerdy allow holders to profit from or offset a decline in Nerdy's price. A put option on Nerdy Stock gives the buyer the right to sell Nerdy at the strike price until expiration. Nerdy put options are associated with existing long-exposure coverage or directional views on a price decline in Nerdy Stock. Reviewing Nerdy's put open interest reveals where institutional hedging activity is concentrated for Nerdy.
Nerdy's PUT expiring on 2026-06-18
Profit |
| Nerdy Price At Expiration |
Current Nerdy Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | NRDY260618P00001500 | 0.0 | 0.0 | 105 | 2026-06-18 | 0.25 - 1.0 | 0.0 | View |
| Put | NRDY260618P00002500 | 0.0 | 0.0 | 1 | 2026-06-18 | 1.2 - 1.95 | 0.0 | View |
Stock Volatility Analysis
For Nerdy, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically Nerdy's price swings over a specific time horizon. For Nerdy, volatility is both a risk factor and a driver of return dispersion. Sharp price movements in Nerdy's are triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Nerdy 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
Given a 90-day horizon, Nerdy has a beta of 1.0625. This indicates Nerdy Inc market returns are sensitive to returns on the market. As the market goes up or down, Nerdy tends to follow.Holders of Nerdy face systematic risk from broad stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Nerdy Inc reported a Mean Deviation of 2.11, an Option Implied Volatility of 2.39, and a Standard Deviation of 2.76.
Predicted Return Distribution |
| Density |
What Drives Nerdy's Price Volatility?
Industry Dynamics
Nerdy's volatility can rise when competitive dynamics or demand conditions shift across the Software sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Nerdy's trading.Nerdy's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Nerdy.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Nerdy is -1333.98. The daily returns are distributed with a variance of 7.15 and standard deviation of 2.67. The mean deviation of Nerdy Inc is currently at 2.01. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.92
α | Alpha over Dow Jones | -0.1921 | |
β | Beta against Dow Jones | 1.06 | |
σ | Overall volatility | 2.67 | |
Ir | Information ratio | -0.0702 |
Stock Return Volatility
Nerdy return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The company has volatility of 2.6738% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9237% 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
Nerdy Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Nerdy'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RDZN | 4.89 | 0.40 | 0.05 | 0.12 | 6.15 | 12.15 | 44.14 | |||
| SSTI | 3.06 | 0.03 | 0.01 | 0.03 | 5.50 | 6.45 | 26.10 | |||
| TEAD | 4.96 | 1.18 | 0.16 | 0.54 | 6.22 | 12.70 | 48.00 | |||
| MAPS | 4.40 | -0.68 | 0.00 | -19.13 | 0.00 | 8.33 | 49.30 | |||
| PSQH | 5.22 | 0.32 | 0.05 | 0.09 | 5.44 | 15.15 | 34.53 | |||
| RCT | 5.93 | 0.20 | 0.02 | 0.11 | 7.15 | 11.36 | 106.90 | |||
| MX | 4.37 | 1.00 | 0.13 | 0.48 | 6.30 | 14.61 | 55.56 | |||
| ASYS | 4.45 | 0.74 | 0.09 | 0.31 | 6.96 | 8.87 | 30.69 | |||
| MYPS | 3.14 | -0.32 | 0.00 | -2.49 | 0.00 | 6.98 | 19.62 | |||
| AISP | 3.50 | 0.00 | 0.00 | -0.03 | 0.00 | 8.93 | 25.56 |
Risk Metrics, Assumptions & Methodology
Beta for Nerdy measures the share of volatility attributable to broad market movements versus company-specific factors. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure. Nerdy has a market cap of 164.51 million, ROE of -135.37%.
Nerdy Inc figures are aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. 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 Nerdy Inc is more volatile than Dow Jones Industrial by approximately 2.9x 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 23% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Nerdy Inc exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. an unexpected downward movement. The market is reacting to new fundamentals. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Nerdy probability analysis.
Poor diversification
Nerdy currently posts a 0.75 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. This chart measures the degree of risk overlap between Nerdy and Dow Jones.
Additional Risk Indicators
Looking at additional risk metrics for Nerdy Inc frames how the position may behave under different market and portfolio conditions. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.06 | |||
| Market Risk Adjusted Performance | -0.19 | |||
| Mean Deviation | 2.11 | |||
| Coefficient Of Variation | -1,338 | |||
| Standard Deviation | 2.76 | |||
| Variance | 7.61 | |||
| Information Ratio | -0.07 |
Nerdy Suggested Diversification Pairs
Pair trading with Nerdy hedges company-specific exposure by balancing a long view with an offsetting position. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
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While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Nerdy, market-wide risk remains. What pair trading can address is Nerdy's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.