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 TrendCheck current 30 days DreamWorks Animation correlation with market (DOW)|
β = 0.0038
DreamWorks Animation Technical Analysis
Projected Return Density Against MarketConsidering 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