D N (Israel) Risk Analysis And Volatility

DNA -- Israel Stock  

ILS 26.10  0.80  3.16%

Macroaxis considers D N to be somewhat reliable. D N A secures Sharpe Ratio (or Efficiency) of -0.0566 which denotes the company had -0.0566% of return per unit of risk over the last 2 months. 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 Semi Deviation of 1.84, Mean Deviation of 1.37 and Downside Deviation of 2.87 to check risk estimate we provide.

60 Days Market Risk

Somewhat reliable

Chance of Distress in 24 months

Very high

60 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

D N Market Sensitivity

D N returns are very sensitive to returns on the market. As market goes up or down, D N is expected to follow.
2 Months Beta |Analyze D N A Demand Trend
Check current 30 days D N correlation with market (DOW)
β = 1.1216

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, the stock has beta coefficient of 1.1216 suggesting D N A Biomedical Solutions Ltd market returns are sensitive to returns on the market. As the market goes up or down, D N is expected to follow. Moreover, The company has an alpha of 0.0761 implying that it can potentially generate 0.0761% 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 -1767.76. The daily returns are destributed with a variance of 5.94 and standard deviation of 2.44. The mean deviation of D N A Biomedical Solutions Ltd is currently at 1.69. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.08
β
Beta against DOW=1.12
σ
Overall volatility
=2.44
Ir
Information ratio =0.0421

D N Return Volatility

the company assumes 2.438% volatility of returns over the 30 days investment horizon. the entity inherits 0.5769% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

D N Investment Opportunity

D N A Biomedical Solutions Ltd has a volatility of 2.44 and is 4.21 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 unexpected upward trend. Watch out for market signals. Check odds of D N to be traded at S31.32 in 30 days. . D N returns are very sensitive to returns on the market. As market goes up or down, D N is expected to follow.

D N correlation with market

correlation synergy
Weak 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 Current Risk Indicators

D N Suggested Diversification Pairs

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