|Horizon||30 Days Login to change|
I D Market Sensitivity
I D I Technical Analysis
I D Projected Return Density Against MarketAssuming 30 trading days horizon, I D has beta of 0.1259 . This indicates as returns on market go up, I D average returns are expected to increase less than the benchmark. However during bear market, the loss on holding I D I Insurance Company Ltd will be expected to be much smaller as well. Additionally, I D I Insurance Company Ltd has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
I D Return VolatilityI D I Insurance Company Ltd accepts 1.5673% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.