Computer Direct (Israel) Risk Analysis And Volatility Evaluation

CMDR -- Israel Stock  

ILS 10,990  0.00  0.00%

We consider Computer Direct unknown risk. Computer Direct Group secures Sharpe Ratio (or Efficiency) of 0.1207 which signifies that Computer Direct Group had 0.1207% of return per unit of risk over the last 1 month. Our philosophy towards 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 Computer Direct Group Ltd which you can use to evaluate future volatility of the firm. Please confirm Computer Direct Group to double-check if risk estimate we provide are consistent with the epected return of 0.1663%.
Horizon     30 Days    Login   to change

Computer Direct Group Technical Analysis

Transformation
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Computer Direct Projected Return Density Against Market

Assuming 30 trading days horizon, Computer Direct has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Computer Direct are completely uncorrelated. Furthermore, Computer Direct Group LtdIt does not look like Computer Direct alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Computer Direct is 828.75. The daily returns are destributed with a variance of 1.9 and standard deviation of 1.38. The mean deviation of Computer Direct Group Ltd is currently at 0.87. For similar time horizon, the selected benchmark (DOW) has volatility of 1.07
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.38
Ir
Information ratio =0.00

Computer Direct Return Volatility

Computer Direct Group Ltd accepts 1.3783% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Computer Direct Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Computer Direct Investment Opportunity

Computer Direct Group Ltd has a volatility of 1.38 and is 1.3 times more volatile than DOW. 12% of all equities and portfolios are less risky than Computer Direct. Compared to the overall equity markets, volatility of historical daily returns of Computer Direct Group Ltd is lower than 12 (%) of all global equities and portfolios over the last 30 days.

Computer Direct Volatility Indicators

Computer Direct Group Ltd Current Risk Indicators

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