Projected Return Density against MarketAssuming 30 trading days horizon, the stock has beta coefficient of 1.02 suggesting DINE SAB de CV market returns are very sensitive to returns on the market. As the market benchmark goes up or down, DINE is expected to follow. In addition to that, DINE SAB de CV has alpha of 2.0153 implying that it can potentially generate 2.0153% excess return over S&P 500 after adjusting for the inherited market risk (beta). Assuming 30 trading days horizon, the coefficient of variation of DINE is 176.87. The daily returns are destributed with a variance of 13.99 and standard deviation of 3.74. The mean deviation of DINE SAB de CV is currently at 2.99. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.45
Actual Return VolatilityDINE SAB de CV accepts 3.74% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.45% volatility of returns over 30 trading days.
Follow DINE Volatility with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
DINE SAB de CV has a volatility of 3.74 and is 8.31 times more volatile than S&P 500. 40% of all equities and portfolios are less risky than DINE. Compared with the overall equity markets, volatility of historical daily returns of DINE SAB de CV is lower than 40 (%) of all global equities and portfolios over the last 30 days. Use DINE SAB de CV to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of DINE to be traded at 7.5 in 30 days. DINE returns are very sensitive to returns on the market. As market goes up or down, DINE is expected to follow.
DINE correlation with market
DINE Current Risk Indicators
Suggested Divercification Pairs