My Size (Israel) Risk Analysis And Volatility Evaluation

MYSZ -- Israel Stock  

ILS 360.00  2.00  0.55%

Macroaxis considers My Size to be not too risky. My Size retains Efficiency (Sharpe Ratio) of -0.1846 which conveys that My Size had -0.1846% of return per unit of price deviation over the last 1 month. Macroaxis philosophy towards estimating 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. My Size exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify My Size Standard Deviation of 8.46, Market Risk Adjusted Performance of 198.20 and Mean Deviation of 4.99 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

My Size Market Sensitivity

As returns on market increase, returns on owning My Size are expected to decrease at a much smaller rate. During bear market, My Size is likely to outperform the market.
One Month Beta |Analyze My Size Demand Trend
Check current 30 days My Size correlation with market (DOW)
β = -0.0042
My Size Almost negative betaMy Size Beta Legend

My Size Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. My Size 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.

My Size Projected Return Density Against Market

Assuming 30 trading days horizon, My Size has beta of -0.0042 indicating as returns on benchmark increase, returns on holding My Size are expected to decrease at a much smaller rate. During bear market, however, My Size is likely to outperform the market. Moreover, My Size has an alpha of 0.8322 implying that it can potentially generate 0.8322% 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 My Size is -541.77. The daily returns are destributed with a variance of 27.02 and standard deviation of 5.2. The mean deviation of My Size is currently at 3.28. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.83
β
Beta against DOW=0.0042
σ
Overall volatility
=5.20
Ir
Information ratio =0.11

My Size Return Volatility

My Size accepts 5.1981% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

My Size Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Moves indifferently to market move

Investment Outlook

My Size Investment Opportunity

My Size has a volatility of 5.2 and is 4.91 times more volatile than DOW. 47% of all equities and portfolios are less risky than My Size. Compared to the overall equity markets, volatility of historical daily returns of My Size is lower than 47 (%) of all global equities and portfolios over the last 30 days.
Please see also Stocks Correlation. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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