Direct Capital (Israel) Risk Analysis And Volatility

DCI-M -- Israel Stock  

null 202.20  2.20  1.10%

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 Trend
Check current 30 days Direct Capital correlation with market (DOW)
β = -0.6453

Direct Capital Central Daily Price Deviation

Direct Capital Inves Technical Analysis

Transformation
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Direct Capital Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.65
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

Direct Capital Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Direct Capital Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Direct Capital Investment Opportunity

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

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Direct Capital Investments Ltd and equity matching DJI index in the same portfolio.

Direct Capital Volatility Indicators

Direct Capital Investments Ltd Current Risk Indicators

Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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