We consider Brack Capital very steady. Brack Capital Proper secures Sharpe Ratio (or Efficiency) of 0.0936 which signifies that the organization had 0.0936% of return per unit of standard deviation over the last 2 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Brack Capital Properties NV which you can use to evaluate future volatility of the firm. Please confirm Brack Capital Proper Mean Deviation of 1.21 and Risk Adjusted Performance of 0.0888 to double-check if risk estimate we provide are consistent with the epected return of 0.1351%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
Moves indifferently to market moves
|Horizon||30 Days Login to change|
Brack Capital Market Sensitivity
|As returns on market increase, returns on owning Brack Capital are expected to decrease at a much smaller rate. During bear market, Brack Capital is likely to outperform the market. 2 Months Beta |Analyze Brack Capital Proper Demand TrendCheck current 30 days Brack Capital correlation with market (DOW)|
β = -0.0725
Brack Capital Central Daily Price Deviation
Brack Capital Proper Technical Analysis
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Brack Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Brack Capital Properties NV has beta of -0.0725 . This suggests as returns on benchmark increase, returns on holding Brack Capital are expected to decrease at a much smaller rate. During bear market, however, Brack Capital Properties NV is likely to outperform the market. Moreover, The company has an alpha of 0.2184 implying that it can potentially generate 0.2184% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Brack Capital is 1068.59. The daily returns are destributed with a variance of 2.08 and standard deviation of 1.44. The mean deviation of Brack Capital Properties NV is currently at 0.96. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
|Alpha over DOW||=||0.22|
|Beta against DOW||=||0.07|
Brack Capital Return Volatilitythe company accepts 1.4439% volatility on return distribution over the 30 days horizon. the entity inherits 0.5802% risk (volatility on return distribution) over the 30 days horizon.
Brack Capital Investment Opportunity
Brack Capital Properties NV has a volatility of 1.44 and is 2.48 times more volatile than DOW. 12% of all equities and portfolios are less risky than Brack Capital. Compared to the overall equity markets, volatility of historical daily returns of Brack Capital Properties NV is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Brack Capital Properties NV to protect your portfolios against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Brack Capital to be traded at S38367.0 in 30 days. . As returns on market increase, returns on owning Brack Capital are expected to decrease at a much smaller rate. During bear market, Brack Capital is likely to outperform the market.
Brack Capital correlation with market
Brack Capital Current Risk Indicators
|Risk Adjusted Performance||0.0888|
|Market Risk Adjusted Performance||(2.89)|
|Coefficient Of Variation||773.31|
Brack Capital Suggested Diversification Pairs