Dolomite Holdings (Israel) Risk Analysis And Volatility

DLMT-M -- Israel Stock  

null 43.50  0.60  1.36%

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 Dolomite Holdings Ltd which you can use to evaluate future volatility of the firm. Please confirm Dolomite Holdings Coefficient Of Variation of 1428.4, Mean Deviation of 2.9 and Downside Deviation of 6.88 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Dolomite Holdings Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Dolomite Holdings will likely underperform.
2 Months Beta |Analyze Dolomite Holdings Demand Trend
Check current 30 days Dolomite Holdings correlation with market (DOW)
β = 1.1745

Dolomite Holdings Central Daily Price Deviation

Dolomite Holdings Technical Analysis

Transformation
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Dolomite Holdings Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.1745 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Dolomite Holdings will likely underperform. Moreover, The company has an alpha of 0.2558 implying that it can potentially generate 0.2558% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.26
β
Beta against DOW=1.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.05

Dolomite Holdings Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6912% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Dolomite Holdings Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Dolomite Holdings Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Dolomite Holdings Ltd. 0% of all equities and portfolios are less risky than Dolomite Holdings. Compared to the overall equity markets, volatility of historical daily returns of Dolomite Holdings Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Dolomite Holdings Ltd to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Dolomite Holdings to be traded at 42.2 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Dolomite Holdings will likely underperform.

Dolomite Holdings correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Dolomite Holdings Ltd and equity matching DJI index in the same portfolio.

Dolomite Holdings Volatility Indicators

Dolomite Holdings Ltd Current Risk Indicators

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