Barksdale Capital Risk Analysis And Volatility

BRKCF -- USA Stock  

USD 0.43  0.009  2.04%

Macroaxis considers Barksdale Capital to be unknown risk. Barksdale Capital Corp secures Sharpe Ratio (or Efficiency) of -0.1491 which signifies that the organization had -0.1491% of return per unit of risk over the last 2 months. Macroaxis philosophy towards 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. Barksdale Capital Corp exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Barksdale Capital Corp Mean Deviation of 0.8384 and Risk Adjusted Performance of (0.27) to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Barksdale Capital Market Sensitivity

As returns on market increase, returns on owning Barksdale Capital are expected to decrease at a much smaller rate. During bear market, Barksdale Capital is likely to outperform the market.
2 Months Beta |Analyze Barksdale Capital Corp Demand Trend
Check current 30 days Barksdale Capital correlation with market (DOW)
β = -0.1372

Barksdale Capital Central Daily Price Deviation

Barksdale Capital Corp Technical Analysis

Transformation
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Barksdale Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Barksdale Capital Corp has beta of -0.1372 . This suggests as returns on benchmark increase, returns on holding Barksdale Capital are expected to decrease at a much smaller rate. During bear market, however, Barksdale Capital Corp is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Barksdale Capital Corp is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Barksdale Capital is -670.84. The daily returns are destributed with a variance of 26.31 and standard deviation of 5.13. The mean deviation of Barksdale Capital Corp is currently at 3.22. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.3
β
Beta against DOW=0.14
σ
Overall volatility
=5.13
Ir
Information ratio =0.19

Barksdale Capital Return Volatility

the firm shows 5.1289% volatility of returns over 30 trading days. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Barksdale Capital Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Barksdale Capital Investment Opportunity

Barksdale Capital Corp has a volatility of 5.13 and is 2.7 times more volatile than DOW. 46% of all equities and portfolios are less risky than Barksdale Capital. Compared to the overall equity markets, volatility of historical daily returns of Barksdale Capital Corp is lower than 46 (%) of all global equities and portfolios over the last 30 days. Use Barksdale Capital Corp to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Barksdale Capital to be traded at $0.4151 in 30 days. . As returns on market increase, returns on owning Barksdale Capital are expected to decrease at a much smaller rate. During bear market, Barksdale Capital is likely to outperform the market.

Barksdale Capital correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Barksdale Capital Corp and equity matching DJI index in the same portfolio.

Barksdale Capital Volatility Indicators

Barksdale Capital Corp Current Risk Indicators

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