|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 TrendCheck current 30 days Direct Capital correlation with market (DOW)|
β = 0.917
Direct Capital Inves Technical Analysis
Direct Capital Projected Return Density Against MarketAssuming 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
Direct Capital Return VolatilityDirect 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.