Dolomite Holdings (Israel) Risk Analysis And Volatility Evaluation

DLMT-M -- Israel Stock  

null 38.00  0.00  0.00%

Dolomite Holdings is unknown risk given 1 month investment horizon. Dolomite Holdings secures Sharpe Ratio (or Efficiency) of 0.4056 which denotes Dolomite Holdings had 0.4056% of return per unit of risk over the last 1 month. Our philosophy towards predicting risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0996% are justified by taking the suggested risk. Use Dolomite Holdings Coefficient Of Variation of 326.71 and Mean Deviation of 1.06 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Dolomite Holdings Market Sensitivity

As returns on market increase, Dolomite Holdings returns are expected to increase less than the market. However during bear market, the loss on holding Dolomite Holdings will be expected to be smaller as well.
One Month Beta |Analyze Dolomite Holdings Demand Trend
Check current 30 days Dolomite Holdings correlation with market (DOW)
β = 0.2408
Dolomite Holdings Small BetaDolomite Holdings Beta Legend

Dolomite Holdings Technical Analysis

Transformation
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Dolomite Holdings Projected Return Density Against Market

Assuming 30 trading days horizon, Dolomite Holdings has beta of 0.2408 suggesting as returns on market go up, Dolomite Holdings average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Dolomite Holdings Ltd will be expected to be much smaller as well. Moreover, Dolomite Holdings Ltd has an alpha of 0.6814 implying that it can potentially generate 0.6814% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Dolomite Holdings is 246.56. The daily returns are destributed with a variance of 7.35 and standard deviation of 2.71. The mean deviation of Dolomite Holdings Ltd is currently at 1.55. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.68
β
Beta against DOW=0.24
σ
Overall volatility
=2.71
Ir
Information ratio =0.38

Dolomite Holdings Return Volatility

Dolomite Holdings Ltd accepts 2.7112% volatility on return distribution over the 30 days horizon. DOW inherits 1.088% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Dolomite Holdings Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Dolomite Holdings Investment Opportunity

Dolomite Holdings Ltd has a volatility of 2.71 and is 2.49 times more volatile than DOW. 24% 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 24 (%) of all global equities and portfolios over the last 30 days. Use Dolomite Holdings Ltd to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Dolomite Holdings to be traded at 37.62 in 30 days. As returns on market increase, Dolomite Holdings returns are expected to increase less than the market. However during bear market, the loss on holding Dolomite Holdings will be expected to be smaller as well.

Dolomite Holdings correlation with market

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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