DreamWorks Animation Risk Analysis

DreamWorks Animation SKG -- USA Stock  

USD 40.97  40.97  9,223,372,036,855%

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 which you can use to evaluate future volatility of the firm. Please confirm DreamWorks Animation Semi Deviation of 0.0187, Mean Deviation of 0.022 and Downside Deviation of 0.0628 to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

DreamWorks Animation Market Sensitivity

As returns on market increase, DreamWorks Animation returns are expected to increase less than the market. However during bear market, the loss on holding DreamWorks Animation will be expected to be smaller as well.
2 Months Beta |Analyze DreamWorks Animation Demand Trend
Check current 30 days DreamWorks Animation correlation with market (DOW)
β = 0.0038
DreamWorks Animation Small BetaDreamWorks Animation Beta Legend

DreamWorks Animation Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. DreamWorks Animation Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Considering 30-days investment horizon, DreamWorks Animation has beta of 0.0038 suggesting as returns on market go up, DreamWorks Animation average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DreamWorks Animation SKG will be expected to be much smaller as well. Additionally, DreamWorks Animation SKG 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
=0.0093
β
Beta against DOW=0.0038
σ
Overall volatility
=0.00
Ir
Information ratio =0.67

Actual Return Volatility

DreamWorks Animation SKG has volatility of 0.0% on return distribution over 30 days investment horizon. DOW inherits 1.4124% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DreamWorks Animation Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

60 Days Economic Sensitivity

Barely shadows market

Total Debt

DreamWorks Animation Total Debt History

Total Debt

Investment Outlook

DreamWorks Animation Investment Opportunity
DOW has a standard deviation of returns of 1.41 and is 9.223372036854776E16 times more volatile than DreamWorks Animation SKG. 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 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DreamWorks Animation SKG to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of DreamWorks Animation to be traded at $51.21 in 30 days. As returns on market increase, DreamWorks Animation returns are expected to increase less than the market. However during bear market, the loss on holding DreamWorks Animation will be expected to be smaller as well.

DreamWorks Animation correlation with market

Average 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
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