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 TrendCheck current 30 days Barksdale Capital correlation with market (DOW)|
β = -0.1372
Barksdale Capital Central Daily Price Deviation
Barksdale Capital Corp Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Barksdale Capital Projected Return Density Against MarketAssuming 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
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
|Alpha over DOW||=||0.3|
|Beta against DOW||=||0.14|
Barksdale Capital Return Volatilitythe 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.
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