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 Direct Capital Investments Ltd which you can use to evaluate future volatility of the firm. Please confirm Direct Capital Inves Mean Deviation of 1.91 and Coefficient Of Variation of
(8,840) to check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Direct Capital Market Sensitivity
|As returns on market increase, returns on owning Direct Capital are expected to decrease at a much smaller rate. During bear market, Direct Capital is likely to outperform the market. 2 Months Beta |Analyze Direct Capital Inves Demand TrendCheck current 30 days Direct Capital correlation with market (DOW)|
β = -0.6453
Direct Capital Central Daily Price Deviation
Direct Capital Inves Technical Analysis
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Direct Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Direct Capital Investments Ltd has beta of -0.6453 suggesting as returns on benchmark increase, returns on holding Direct Capital are expected to decrease at a much smaller rate. During bear market, however, Direct Capital Investments Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.0621 implying that it can potentially generate 0.0621% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.65|
Direct Capital Return Volatilitythe firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6265% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than Direct Capital Investments Ltd. 0% of all equities and portfolios are less risky than Direct Capital. Compared to the overall equity markets, volatility of historical daily returns of Direct Capital Investments Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Direct Capital Investments Ltd to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Direct Capital to be traded at 222.42 in 30 days. . As returns on market increase, returns on owning Direct Capital are expected to decrease at a much smaller rate. During bear market, Direct Capital is likely to outperform the market.
Direct Capital correlation with market