|Horizon||30 Days Login to change|
Direct Capital Market Sensitivity
Direct Capital Inves Technical Analysis
Direct Capital Projected Return Density Against MarketAssuming 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).
Direct Capital Return VolatilityDirect 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.