Delek Energy (Israel) Risk Analysis And Volatility

DLEN -- Israel Stock  

ILS 178,800  2,900  1.65%

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 Delek Energy Systems Ltd which you can use to evaluate future volatility of the firm. Please confirm Delek Energy Systems to check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Delek Energy Systems Technical Analysis

Transformation
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Delek Energy Projected Return Density Against Market

Assuming 30 trading days horizon, Delek Energy has beta of 0.0 suggesting the returns on DOW and Delek Energy do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Delek Energy Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Delek Energy Investment Opportunity

DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than Delek Energy Systems Ltd. 0% of all equities and portfolios are less risky than Delek Energy. Compared to the overall equity markets, volatility of historical daily returns of Delek Energy Systems Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Delek Energy Current Risk Indicators

Delek Energy Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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