Dominion Energy Risk Analysis And Volatility

D -- USA Stock  

Fiscal Quarter End: December 31, 2019  

We consider Dominion Energy very steady. Dominion Energy secures Sharpe Ratio (or Efficiency) of 0.1223 which denotes the organization had 0.1223% of return per unit of risk over the last 3 months. Our philosophy towards predicting 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 Dominion Energy which you can use to evaluate future volatility of the firm. Please confirm Dominion Energy Downside Deviation of 0.7833, Coefficient Of Variation of 675.35 and Mean Deviation of 0.6408 to check if risk estimate we provide are consistent with the epected return of 0.1023%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

90 Days Economic Sensitivity

Slowly supersedes market
Horizon     30 Days    Login   to change

Dominion Energy Market Sensitivity

As returns on market increase, Dominion Energy returns are expected to increase less than the market. However during bear market, the loss on holding Dominion Energy will be expected to be smaller as well.
3 Months Beta |Analyze Dominion Energy Demand Trend
Check current 30 days Dominion Energy correlation with market (DOW)
β = 0.2731

Dominion Energy Central Daily Price Deviation

Dominion Energy Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Dominion Energy high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Dominion Energy closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Dominion Energy Projected Return Density Against Market

Taking into account the 30 trading days horizon, Dominion Energy has beta of 0.2731 suggesting as returns on market go up, Dominion Energy average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Dominion Energy will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0963 implying that it can potentially generate 0.0963% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Dominion Energy is 817.4. The daily returns are destributed with a variance of 0.7 and standard deviation of 0.84. The mean deviation of Dominion Energy is currently at 0.63. For similar time horizon, the selected benchmark (DOW) has volatility of 0.83
α
Alpha over DOW
=0.1
β
Beta against DOW=0.27
σ
Overall volatility
=0.84
Ir
Information ratio =0.0462

Dominion Energy Return Volatility

the firm accepts 0.8363% volatility on return distribution over the 30 days horizon. the entity inherits 0.735% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Dominion Energy Investment Opportunity

Dominion Energy has a volatility of 0.84 and is 1.14 times more volatile than DOW. of all equities and portfolios are less risky than Dominion Energy. Compared to the overall equity markets, volatility of historical daily returns of Dominion Energy is lower than 7 () of all global equities and portfolios over the last 30 days. Use Dominion Energy to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Dominion Energy to be traded at $77.23 in 30 days. . As returns on market increase, Dominion Energy returns are expected to increase less than the market. However during bear market, the loss on holding Dominion Energy will be expected to be smaller as well.

Dominion Energy correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Dominion Energy Inc and equity matching DJI index in the same portfolio.

Dominion Energy Current Risk Indicators

Dominion Energy Suggested Diversification Pairs

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