Barksdale Capital Risk Analysis And Volatility Evaluation

BRKCF -- USA Stock  

USD 0.48  0.001  0.21%

Barksdale Capital is abnormally risky given 1 month investment horizon. Barksdale Capital Corp secures Sharpe Ratio (or Efficiency) of 0.1804 which signifies that Barksdale Capital Corp had 0.1804% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.2194% are justified by taking the suggested risk. Use Barksdale Capital to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Barksdale Capital Corp Technical Analysis

The output start index for this execution was zero with a total number of output elements of seventeen. Barksdale Capital Corp 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.

Barksdale Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Barksdale Capital has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Barksdale Capital are completely uncorrelated. Furthermore, Barksdale Capital CorpIt does not look like Barksdale Capital alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of Barksdale Capital is 554.26. The daily returns are destributed with a variance of 45.68 and standard deviation of 6.76. The mean deviation of Barksdale Capital Corp is currently at 3.27. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Barksdale Capital Return Volatility

Barksdale Capital Corp shows 6.7588% volatility of returns over 30 trading days. DOW inherits 1.222% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Barksdale Capital Volatility Factors

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Quite high

30 Days Economic Sensitivity

Ignores market trends

Investment Outlook

Barksdale Capital Investment Opportunity

Barksdale Capital Corp has a volatility of 6.76 and is 5.54 times more volatile than DOW. 61% 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 higher than 61 (%) of all global equities and portfolios over the last 30 days.

Barksdale Capital Volatility Indicators

Barksdale Capital Corp Current Risk Indicators

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