Direct Capital (Israel) Risk Analysis And Volatility Evaluation

DCI-M -- Israel Stock  

null 160.50  5.50  3.55%

Macroaxis considers Direct Capital not too risky given 1 month investment horizon. Direct Capital Inves secures Sharpe Ratio (or Efficiency) of 0.1565 which denotes Direct Capital Inves had 0.1565% of return per unit of risk over the last 1 month. 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. By reviewing Direct Capital Inves technical indicators you can presently evaluate if the expected return of 0.5147% is justified by implied risk. Please utilize Direct Capital Inves Coefficient Of Variation of 1506.26 and Mean Deviation of 1.83 to check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Direct Capital Market Sensitivity

Direct Capital returns are very sensitive to returns on the market. As market goes up or down, Direct Capital is expected to follow.
One Month Beta |Analyze Direct Capital Inves Demand Trend
Check current 30 days Direct Capital correlation with market (DOW)
β = 0.917
Direct Capital llmost one BetaDirect Capital Inves Beta Legend

Direct Capital Inves Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Direct Capital Inves Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Direct Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Direct Capital has beta of 0.917 suggesting Direct Capital Investments Ltd market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Direct Capital is expected to follow. Moreover, Direct Capital Investments Ltd has an alpha of 0.3448 implying that it can potentially generate 0.3448% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Direct Capital is 638.81. The daily returns are destributed with a variance of 10.81 and standard deviation of 3.29. The mean deviation of Direct Capital Investments Ltd is currently at 2.51. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.34
β
Beta against DOW=0.92
σ
Overall volatility
=3.29
Ir
Information ratio =0.12

Direct Capital Return Volatility

Direct Capital Investments Ltd accepts 3.2877% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Direct Capital Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Almost mirrors market

Investment Outlook

Direct Capital Investment Opportunity

Direct Capital Investments Ltd has a volatility of 3.29 and is 3.1 times more volatile than DOW. 29% 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 29 (%) 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 unexpected upward trend. Watch out for market signals. Check odds of Direct Capital to be traded at 192.6 in 30 days. Direct Capital returns are very sensitive to returns on the market. As market goes up or down, Direct Capital is expected to follow.

Direct Capital correlation with market

Weak 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

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