D Pharm (Israel) Risk Analysis And Volatility Evaluation

DPRM -- Israel Stock  

ILS 430.00  0.60  0.14%

Macroaxis considers D Pharm to be unknown risk. D Pharm LTD secures Sharpe Ratio (or Efficiency) of -0.1287 which denotes D Pharm LTD had -0.1287% 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 Pharm 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 Pharm LTD to check risk estimate we provide.
Horizon     30 Days    Login   to change

D Pharm LTD Technical Analysis

Transformation
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D Pharm Projected Return Density Against Market

Assuming 30 trading days horizon, D Pharm has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and D Pharm are completely uncorrelated. Furthermore, D Pharm LTDIt does not look like D Pharm alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of D Pharm is -776.81. The daily returns are destributed with a variance of 11.8 and standard deviation of 3.44. The mean deviation of D Pharm LTD is currently at 1.87. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=3.44
Ir
Information ratio =0.00

D Pharm Return Volatility

D Pharm LTD accepts 3.4358% volatility on return distribution over the 30 days horizon. DOW inherits 1.0813% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

D Pharm Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

D Pharm Investment Opportunity

D Pharm LTD has a volatility of 3.44 and is 3.19 times more volatile than DOW. 31% of all equities and portfolios are less risky than D Pharm. Compared to the overall equity markets, volatility of historical daily returns of D Pharm LTD is lower than 31 (%) of all global equities and portfolios over the last 30 days.

D Pharm Volatility Indicators

D Pharm LTD Current Risk Indicators

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