DFIN · NYSE · Technology Services

What does it cost to trade Donnelley Financial Solutions, Inc.?

A $10,000 order costs about $67.93 (67.9 bps) between the half-spread and market impact.

Data as of 1 November 2026

Cost of $10k$67.93
Estimated quoted spread89.6 bps
Average daily trading value$17.2M
Daily volatility2.48%
1-day VaR (95%) on $10,000$408
Liquidity tierThin

Estimated cost by order size

Order Half-spread Market impact Total Share of daily volume
$1,000 44.8 bps 9.13 bps $5.39 · 53.9 bps < 0.01%
$10,000 44.9 bps 23.0 bps $67.93 · 67.9 bps 0.058%
$100,000 46.1 bps 59.3 bps $1,053.72 · 105.4 bps 0.580%

Liquidity

Donnelley Financial Solutions, Inc. trades about $17.2M a day, which puts it in the thin liquidity tier. At that depth the model estimates a quoted spread of 89.6 bps, so a market order pays roughly half of it on the way in, and again on the way out. An order stays below 1% of a normal day's trading up to about $172K.

Volatility and risk

Daily volatility is around 2.48%, which is high for a stock. On a $10,000 position, the 1-day value at risk at 95% is about $408: on one trading day in twenty, a loss larger than that should be expected. Volatility also widens spreads, which the cost estimate above already includes.

How these figures are estimated

Spread: PreTrAIde's liquidity-tier model (average daily trading value) with a volatility uplift and a one-tick floor. Market impact: an Almgren-Chriss-style model on the order's share of daily volume. VaR: 1.645 × daily volatility. Inputs are 30-day average volume and recent price range. These are estimates, not quotes: the real cost depends on the market when the order is placed. PreTrAIde Methodology: How a Pre-Trade Analysis Is Computed

Frequently asked questions

How much does it cost to buy $10,000 of Donnelley Financial Solutions, Inc.?

PreTrAIde estimates about $67.93 (67.9 bps) for a $10,000 market order in Donnelley Financial Solutions, Inc.: $44.94 of half-spread and $23.00 of market impact, before any broker commission.

Is Donnelley Financial Solutions, Inc. a liquid stock?

Donnelley Financial Solutions, Inc. trades about $17.2M a day, in the thin liquidity tier of PreTrAIde's model, with an estimated quoted spread of 89.6 bps.

How volatile is Donnelley Financial Solutions, Inc.?

Its daily volatility is about 2.48% (high). The 1-day 95% value at risk on a $10,000 position is about $408.

Analyze DFIN inside your whole basket

A pre-trade analysis adds news, analyst ratings, concentration and an AI verdict (GO, NO-GO or MODIFY) for every stock you plan to trade.

Start your free trial Trading Cost Calculator: Spread, Market Impact and Commission

Similar stocks

All stocks →

Educational content, not investment advice. PreTrAIde is analysis software, not a broker: it never executes orders, and its verdicts are decision support, not recommendations to buy or sell.