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 TrendCheck current 30 days Dolomite Holdings correlation with market (DOW)|
β = 1.1745
Dolomite Holdings Central Daily Price Deviation
Dolomite Holdings Technical Analysis
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Dolomite Holdings Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.26|
|Beta against DOW||=||1.17|
Dolomite Holdings Return Volatilitythe 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.
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