DXP Enterprises Risk Analysis And Volatility Evaluation

DXPE -- USA Stock  

USD 39.10  0.43  1.09%

We consider DXP Enterprises not too volatile. DXP Enterprises secures Sharpe Ratio (or Efficiency) of 0.0069 which denotes DXP Enterprises had 0.0069% of return per unit of risk over the last 1 month. 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 DXP Enterprises which you can use to evaluate future volatility of the firm. Please confirm DXP Enterprises Mean Deviation of 1.07 to check if risk estimate we provide are consistent with the epected return of 0.011%.
 Time Horizon     30 Days    Login   to change

DXP Enterprises Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. DXP Enterprises 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

Given the investment horizon of 30 days, DXP Enterprises has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and DXP Enterprises are completely uncorrelated. Furthermore, DXP EnterprisesIt does not look like DXP Enterprises alpha can have any bearing on the equity current valuation.
Given the investment horizon of 30 days, the coefficient of variation of DXP Enterprises is 14512.31. The daily returns are destributed with a variance of 2.54 and standard deviation of 1.59. The mean deviation of DXP Enterprises is currently at 1.09. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.59
Ir
Information ratio =0.00

Actual Return Volatility

DXP Enterprises inherits 1.5942% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DXP Enterprises Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

DXP Enterprises Investment Opportunity
DXP Enterprises has a volatility of 1.59 and is 2.65 times more volatile than DOW. 14% of all equities and portfolios are less risky than DXP Enterprises. Compared to the overall equity markets, volatility of historical daily returns of DXP Enterprises is lower than 14 (%) of all global equities and portfolios over the last 30 days.

Total Debt

DXP Enterprises Total Debt History

Total Debt

Volatility Indicators

DXP Enterprises Current Risk Indicators
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