Delek Energy (Israel) Risk Analysis And Volatility Evaluation

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 technical indicators for Delek Energy Systems Ltd which you can use to evaluate future volatility of the firm. Please confirm Delek Energy Systems Standard Deviation of 2.62, Mean Deviation of 1.31 and Coefficient Of Variation of 312.43 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Delek Energy Market Sensitivity

As returns on market increase, returns on owning Delek Energy are expected to decrease at a much smaller rate. During bear market, Delek Energy is likely to outperform the market.
2 Months Beta |Analyze Delek Energy Systems Demand Trend
Check current 30 days Delek Energy correlation with market (DOW)
β = -0.2075

Delek Energy Central Daily Price Deviation

Delek Energy Systems 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.

Delek Energy Projected Return Density Against Market

Assuming 30 trading days horizon, Delek Energy Systems Ltd has beta of -0.2075 suggesting as returns on benchmark increase, returns on holding Delek Energy are expected to decrease at a much smaller rate. During bear market, however, Delek Energy Systems Ltd is likely to outperform the market. Moreover, Delek Energy Systems Ltd has an alpha of 0.8046 implying that it can potentially generate 0.8046% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.80
β
Beta against DOW=0.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.36

Delek Energy Return Volatility

Delek Energy Systems Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Delek Energy Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Delek Energy Investment Opportunity

DOW has a standard deviation of returns of 1.29 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. Use Delek Energy Systems Ltd to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Delek Energy to be traded at S196680.0 in 30 days. As returns on market increase, returns on owning Delek Energy are expected to decrease at a much smaller rate. During bear market, Delek Energy is likely to outperform the market.

Delek Energy correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Delek Energy Systems Ltd and equity matching DJI index in the same portfolio.

Delek Energy Volatility Indicators

Delek Energy Systems Ltd Current Risk Indicators

Additionally see Investing Opportunities. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.
Search macroaxis.com