D N (Israel) Risk Analysis And Volatility Evaluation

DNA -- Israel Stock  

ILS 25.70  0.10  0.39%

Macroaxis considers D N to be unknown risk. D N A secures Sharpe Ratio (or Efficiency) of -0.2452 which denotes D N A had -0.2452% of return per unit of risk over the last 1 month. Macroaxis approach into predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. D N A Biomedical Solutions Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm D N A Mean Deviation of 2.57 to check risk estimate we provide.
Horizon     30 Days    Login   to change

D N Market Sensitivity

As returns on market increase, D N returns are expected to increase less than the market. However during bear market, the loss on holding D N will be expected to be smaller as well.
One Month Beta |Analyze D N A Demand Trend
Check current 30 days D N correlation with market (DOW)
β = 0.3945
D N Small BetaD N A Beta Legend

D N A Technical Analysis

Transformation
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D N Projected Return Density Against Market

Assuming 30 trading days horizon, D N has beta of 0.3945 suggesting as returns on market go up, D N average returns are expected to increase less than the benchmark. However during bear market, the loss on holding D N A Biomedical Solutions Ltd will be expected to be much smaller as well. Moreover, D N A Biomedical Solutions Ltd has an alpha of 0.6746 implying that it can potentially generate 0.6746% 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 -407.82. The daily returns are destributed with a variance of 2.31 and standard deviation of 1.52. The mean deviation of D N A Biomedical Solutions Ltd is currently at 0.97. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.67
β
Beta against DOW=0.39
σ
Overall volatility
=1.52
Ir
Information ratio =0.16

D N Return Volatility

D N A Biomedical Solutions Ltd assumes 1.5213% volatility of returns over the 30 days investment horizon. DOW inherits 1.0603% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

D N Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

D N Investment Opportunity

D N A Biomedical Solutions Ltd has a volatility of 1.52 and is 1.43 times more volatile than DOW. 13% 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 13 (%) 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 normal upward fluctuation. Check odds of D N to be traded at S26.99 in 30 days. As returns on market increase, D N returns are expected to increase less than the market. However during bear market, the loss on holding D N will be expected to be smaller as well.

D N correlation with market

Significant 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

Additionally see Investing Opportunities. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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