My Size (Israel) Risk Analysis And Volatility

MYSZ -- Israel Stock  

ILS 283.10  3.00  1.05%

Macroaxis considers My Size to be unknown risk. My Size retains Efficiency (Sharpe Ratio) of -0.0104 which conveys that the firm had -0.0104% of return per unit of price deviation over the last 2 months. 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 4.3, Market Risk Adjusted Performance of 0.3386 and Mean Deviation of 2.87 to check out risk estimate we provide.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

My Size Market Sensitivity

As returns on market increase, returns on owning My Size are expected to decrease by larger amounts. On the other hand, during market turmoil, My Size is expected to significantly outperform it.
2 Months Beta |Analyze My Size Demand Trend
Check current 30 days My Size correlation with market (DOW)
β = -1.7027

My Size Central Daily Price Deviation

My Size Technical Analysis

Transformation
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My Size Projected Return Density Against Market

Assuming 30 trading days horizon, My Size has beta of -1.7027 indicating as returns on its benchmark rise, returns on holding My Size are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, My Size is expected to outperform its benchmark. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. My Size is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of My Size is -9627.43. The daily returns are destributed with a variance of 9.82 and standard deviation of 3.13. The mean deviation of My Size is currently at 1.84. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.36
β
Beta against DOW=1.7
σ
Overall volatility
=3.13
Ir
Information ratio =0.16

My Size Return Volatility

the company accepts 3.1329% volatility on return distribution over the 30 days horizon. the entity inherits 0.5802% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

My Size Investment Opportunity

My Size has a volatility of 3.13 and is 5.4 times more volatile than DOW. 28% 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 28 (%) of all global equities and portfolios over the last 30 days. Use My Size to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of My Size to be traded at S274.61 in 30 days. . As returns on market increase, returns on owning My Size are expected to decrease by larger amounts. On the other hand, during market turmoil, My Size is expected to significantly outperform it.

My Size correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding My Size Inc and equity matching DJI index in the same portfolio.

My Size Current Risk Indicators

My Size Suggested Diversification Pairs

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