D N (Israel) Risk Analysis And Volatility Evaluation

DNA -- Israel Stock  

ILS 25.70  1.00  4.05%

We consider D N not very risky. D N A secures Sharpe Ratio (or Efficiency) of 0.0428 which denotes D N A had 0.0428% of return per unit of risk over the last 2 months. Our approach into 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 D N A Biomedical Solutions Ltd which you can use to evaluate future volatility of the entity. Please confirm D N A Semi Deviation of 1.83, Mean Deviation of 1.56 and Downside Deviation of 2.73 to check if risk estimate we provide are consistent with the epected return of 0.1033%.
Horizon     30 Days    Login   to change

D N Market Sensitivity

As returns on market increase, returns on owning D N are expected to decrease at a much smaller rate. During bear market, D N is likely to outperform the market.
2 Months Beta |Analyze D N A Demand Trend
Check current 30 days D N correlation with market (DOW)
β = -0.0195

D N Central Daily Price Deviation

D N A Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. D N A Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

D N Projected Return Density Against Market

Assuming 30 trading days horizon, D N A Biomedical Solutions Ltd has beta of -0.0195 suggesting as returns on benchmark increase, returns on holding D N are expected to decrease at a much smaller rate. During bear market, however, D N A Biomedical Solutions Ltd is likely to outperform the market. Moreover, D N A Biomedical Solutions Ltd has an alpha of 0.2015 implying that it can potentially generate 0.2015% 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 D N is 2337.43. The daily returns are destributed with a variance of 5.83 and standard deviation of 2.41. The mean deviation of D N A Biomedical Solutions Ltd is currently at 1.8. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.20
β
Beta against DOW=0.02
σ
Overall volatility
=2.41
Ir
Information ratio =0.17

D N Return Volatility

D N A Biomedical Solutions Ltd assumes 2.4146% volatility of returns over the 30 days investment horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

D N Volatility Factors

60 Days Market Risk

Not very risky

Chance of Distress in 24 months

Very high

60 Days Economic Sensitivity

Moves indifferently to market move

Investment Outlook

D N Investment Opportunity

D N A Biomedical Solutions Ltd has a volatility of 2.41 and is 1.84 times more volatile than DOW. 21% of all equities and portfolios are less risky than D N. Compared to the overall equity markets, volatility of historical daily returns of D N A Biomedical Solutions Ltd is lower than 21 (%) of all global equities and portfolios over the last 30 days. Use D N A Biomedical Solutions Ltd to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of D N to be traded at S32.13 in 30 days. As returns on market increase, returns on owning D N are expected to decrease at a much smaller rate. During bear market, D N is likely to outperform the market.

D N correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding D N A Biomedical Solutions Ltd and equity matching DJI index in the same portfolio.

D N Volatility Indicators

D N A Biomedical Solutions Ltd Current Risk Indicators

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