DreamWorks Animation Risk Analysis And Volatility Evaluation

DWA -- 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 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 Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Considering 30-days investment horizon, DreamWorks Animation has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and DreamWorks Animation are completely uncorrelated. Furthermore, DreamWorks Animation SKGIt does not look like DreamWorks Animation alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

DreamWorks Animation SKG has volatility of 0.0% on return distribution over 30 days investment horizon. DOW inherits 0.5516% 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

Investment Outlook

DreamWorks Animation Investment Opportunity
DOW has a standard deviation of returns of 0.55 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.

Volatility Indicators

DreamWorks Animation Current Risk Indicators
Additionally see Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.