BRAM INDUSTRIES (Israel) Risk Analysis And Volatility

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Macroaxis considers BRAM INDUSTRIES out of control given 3 months investment horizon. BRAM INDUSTRIES retains Efficiency (Sharpe Ratio) of 0.2709 which signifies that the organization had 0.2709% of return per unit of risk over the last 3 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 BRAM INDUSTRIES which you can use to evaluate future volatility of the firm. Please makes use of BRAM INDUSTRIES Market Risk Adjusted Performance of 1.03 and Coefficient Of Variation of 369.2 to double-check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

BRAM INDUSTRIES Technical Analysis

Transformation
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BRAM INDUSTRIES Projected Return Density Against Market

Assuming 30 trading days horizon, BRAM INDUSTRIES has beta of 0.3754 . This suggests as returns on market go up, BRAM INDUSTRIES average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BRAM INDUSTRIES will be expected to be much smaller as well. Moreover, The company has an alpha of 0.3595 implying that it can potentially generate 0.3595% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of BRAM INDUSTRIES is 369.2. The daily returns are destributed with a variance of 2.1 and standard deviation of 1.45. The mean deviation of BRAM INDUSTRIES is currently at 1.06. For similar time horizon, the selected benchmark (DOW) has volatility of 0.62
α
Alpha over DOW
=0.36
β
Beta against DOW=0.38
σ
Overall volatility
=1.45
Ir
Information ratio =0.22

BRAM INDUSTRIES Return Volatility

the company accepts 1.4485% volatility on return distribution over the 30 days horizon. the entity inherits 0.5285% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BRAM INDUSTRIES Investment Opportunity

BRAM INDUSTRIES has a volatility of 1.45 and is 2.74 times more volatile than DOW. 12  of all equities and portfolios are less risky than BRAM INDUSTRIES. Compared to the overall equity markets, volatility of historical daily returns of BRAM INDUSTRIES is lower than 12 () of all global equities and portfolios over the last 30 days. Use BRAM INDUSTRIES to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of BRAM INDUSTRIES to be traded at 0.0 in 30 days. . As returns on market increase, BRAM INDUSTRIES returns are expected to increase less than the market. However during bear market, the loss on holding BRAM INDUSTRIES will be expected to be smaller as well.

BRAM INDUSTRIES correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding BRAM INDUSTRIES and equity matching DJI index in the same portfolio.

BRAM INDUSTRIES Current Risk Indicators

BRAM INDUSTRIES Suggested Diversification Pairs

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