Direct Capital (Israel) Risk Analysis And Volatility Evaluation

DCI-M -- Israel Stock  

null 160.50  2.50  1.58%

Direct Capital is unknown risk given 2 months investment horizon. Direct Capital Inves secures Sharpe Ratio (or Efficiency) of 0.4485 which denotes Direct Capital Inves had 0.4485% of return per unit of risk over the last 2 months. Our philosophy towards predicting risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0959% are justified by taking the suggested risk. Use Direct Capital Coefficient Of Variation of 1044.98, Mean Deviation of 1.82 and Downside Deviation of 4.17 to evaluate company specific risk that cannot be diversified away.
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 = -0.3015

Direct Capital Central Daily Price Deviation

Direct Capital Inves Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Direct Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Direct Capital Investments Ltd has beta of -0.3015 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, Direct Capital Investments Ltd has an alpha of 0.2168 implying that it can potentially generate 0.2168% 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 222.95. The daily returns are destributed with a variance of 5.97 and standard deviation of 2.44. The mean deviation of Direct Capital Investments Ltd is currently at 2.09. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.22
β
Beta against DOW=0.3
σ
Overall volatility
=2.44
Ir
Information ratio =0.15

Direct Capital Return Volatility

Direct Capital Investments Ltd accepts 2.4432% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% 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

Direct Capital Investments Ltd has a volatility of 2.44 and is 1.83 times more volatile than DOW. 22% 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 22 (%) 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 176.55 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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Search macroaxis.com