Brenmiller Energy (Israel) Risk Analysis And Volatility Evaluation

BNRG -- Israel Stock  

null 761.20  7.70  1.00%

Macroaxis considers Brenmiller Energy to be unknown risk. Brenmiller Energy secures Sharpe Ratio (or Efficiency) of -0.4597 which signifies that Brenmiller Energy had -0.4597% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Brenmiller Energy Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Brenmiller Energy Mean Deviation of 0.4978 and Risk Adjusted Performance of (0.37) to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Brenmiller Energy Market Sensitivity

As returns on market increase, Brenmiller Energy returns are expected to increase less than the market. However during bear market, the loss on holding Brenmiller Energy will be expected to be smaller as well.
2 Months Beta |Analyze Brenmiller Energy Demand Trend
Check current 30 days Brenmiller Energy correlation with market (DOW)
β = 0.0598

Brenmiller Energy Central Daily Price Deviation

Brenmiller Energy Technical Analysis

Transformation
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Brenmiller Energy Projected Return Density Against Market

Assuming 30 trading days horizon, Brenmiller Energy has beta of 0.0598 . This suggests as returns on market go up, Brenmiller Energy average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Brenmiller Energy Ltd will be expected to be much smaller as well. Additionally, Brenmiller Energy Ltd 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 
Assuming 30 trading days horizon, the coefficient of variation of Brenmiller Energy is -217.55. The daily returns are destributed with a variance of 0.76 and standard deviation of 0.87. The mean deviation of Brenmiller Energy Ltd is currently at 0.65. For similar time horizon, the selected benchmark (DOW) has volatility of 1.3
α
Alpha over DOW
=0.26
β
Beta against DOW=0.06
σ
Overall volatility
=0.87
Ir
Information ratio =0.09

Brenmiller Energy Return Volatility

Brenmiller Energy Ltd accepts 0.8709% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Brenmiller Energy Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Brenmiller Energy Investment Opportunity

DOW has a standard deviation of returns of 1.35 and is 1.55 times more volatile than Brenmiller Energy Ltd. 7% of all equities and portfolios are less risky than Brenmiller Energy. Compared to the overall equity markets, volatility of historical daily returns of Brenmiller Energy Ltd is lower than 7 (%) of all global equities and portfolios over the last 30 days. Use Brenmiller Energy Ltd to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Brenmiller Energy to be traded at 738.36 in 30 days. As returns on market increase, Brenmiller Energy returns are expected to increase less than the market. However during bear market, the loss on holding Brenmiller Energy will be expected to be smaller as well.

Brenmiller Energy correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Brenmiller Energy Ltd and equity matching DJI index in the same portfolio.

Brenmiller Energy Volatility Indicators

Brenmiller Energy Ltd Current Risk Indicators

Check also Trending Equities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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