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 TrendCheck current 30 days Delek Energy correlation with market (DOW)|
β = -0.2075
Delek Energy Central Daily Price Deviation
Delek Energy Systems Technical Analysis
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Delek Energy Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.80|
|Beta against DOW||=||0.21|
Delek Energy Return VolatilityDelek 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.
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