Dayforce, Inc.(DAY)NASDAQ
Risk Analysis & Market Sentiment
Risk Analysis & Market Sentiment
Comprehensive risk, liquidity, and regime view for DAY
Snapshot of your risk profile
- Volatility Context: With N/A annualized volatility, expect typical daily moves of approximately N/A percentage.
- Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed -3.62%. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
- Liquidity: Unknown liquidity suggests you can likely enter and exit easily at current volume.
Position Risk Calculator
Estimate potential losses for a specific position size and holding period using VaR, CVaR, and historical drawdowns.
Position-level risk estimates will appear once VaR, CVaR, and drawdown data are available for this stock.
Risk Analysis
Value at Risk, risk-adjusted returns, and volatility measures
Return Distribution (Loss vs Gain)
Most daily moves cluster near 0%, with rarer large moves in the tails. Use this to gauge how often typical days versus shock days occur for DAY.
Volatility Structure (Trend vs Mean)
Recent 30-day volatility is 4.7%, which is calmer than usual compared with its long-term mean of 34.1%.
Tail & Distribution Risk (Shock Probability)
Over the sample, fat-tail days show a bias toward loss days, with approximately 59 extreme loss buckets and 57 extreme gain buckets populated.
Drawdown Analytics (Depth of Loss)
The worst historical drawdown reached -39.7%. The current drawdown sits around -14.6%, helping you calibrate pain vs opportunity.
Value at Risk (VaR)
Performance Ratios
Volatility & Drawdown
Market & Distribution
Liquidity Profile
Bankruptcy Risk
Component Ratios
Market Regime
Analyst & Forecast Scenarios
Price targets from analyst estimates and forecast models - shown for educational reference only.
- Optimistic: Based on analyst high target prices and maximum forecast values from monthly projections
- Base: Uses analyst consensus (mean) target or 1-year forecast from predictive models
- Pessimistic: Derived from analyst low targets and minimum forecast values
- These are third-party estimates and model outputs, not guarantees. Actual prices may differ significantly.
📊 Beta Comparison
Stock Beta
1.17
Market (S&P 500)
1.00
What This Means
Above-Benchmark Volatility - 17% more volatile than Market (S&P 500)
When Market (S&P 500) moves up 10%, this stock typically moves 11.7% in the same direction. Higher beta means amplified gains in bull markets but also amplified losses in downturns.