DreamWorks Animation Risk Analysis

DreamWorks Animation SKG Inc -- USA Stock  

USD 40.97  0.01  0.0244%

Our philosophy in predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DreamWorks Animation SKG Inc which you can use to evaluate future volatility of the firm. Please confirm DreamWorks Animation Mean Deviation of 0.0363 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

DreamWorks Animation Market Sensitivity

As returns on market increase, returns on owning DreamWorks Animation are expected to decrease at a much smaller rate. During bear market, DreamWorks Animation is likely to outperform the market.
One Month Beta |Analyze DreamWorks Animation Demand Trend
Check current 30 days DreamWorks Animation correlation with market (DOW)
β = -0.0105
DreamWorks Animation Almost negative betaDreamWorks Animation Beta Legend

Projected Return Density Against Market

Considering 30-days investment horizon, DreamWorks Animation SKG Inc has beta of -0.0105 suggesting as returns on benchmark increase, returns on holding DreamWorks Animation are expected to decrease at a much smaller rate. During bear market, however, DreamWorks Animation SKG Inc is likely to outperform the market. Additionally, DreamWorks Animation SKG Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
βBeta against DOW=0.01
σ
Overall volatility
=0.00
 IrInformation ratio =3.54

Actual Return Volatility

DreamWorks Animation SKG Inc has volatility of 0.0% on return distribution over 30 days investment horizon. DOW inherits 0.2576% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DreamWorks Animation Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Total Debt

DreamWorks Animation Total Debt History

Total Debt

Largest Trends

DreamWorks Animation Largest Period Trend
 0.00 
  
 0.00 
0.00  ?%
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Lowest period price (30 days)
 40.99 
  
 40.99 
0.00  0.00%
Highest period price (30 days)

Investment Outlook

DreamWorks Animation Investment Opportunity
DOW has a standard deviation of returns of 0.26 and is 9.223372036854776E16 times more volatile than DreamWorks Animation SKG Inc. 0% of all equities and portfolios are less risky than DreamWorks Animation. Compared to the overall equity markets, volatility of historical daily returns of DreamWorks Animation SKG Inc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DreamWorks Animation SKG Inc to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of DreamWorks Animation to be traded at $43.02 in 30 days. As returns on market increase, returns on owning DreamWorks Animation are expected to decrease at a much smaller rate. During bear market, DreamWorks Animation is likely to outperform the market.

DreamWorks Animation correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding DreamWorks Animation SKG Inc and equity matching DJI index in the same portfolio.

Volatility Indicators

DreamWorks Animation Current Risk Indicators