Projected Return Density against MarketAssuming 30 trading days horizon, Dodge has beta of 0.01 suggesting as returns on market go up, Dodge avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Dodge Cox Income will be expected to be much smaller as well. Additionally, Dodge Cox Income has negative alpha implying that risk taken by holding this equity is not justified. The company is significantly underperforming S&P 500 Assuming 30 trading days horizon, the coefficient of variation of Dodge is -2780.22. The daily returns are destributed with a variance of 0.04 and standard deviation of 0.19. The mean deviation of Dodge Cox Income is currently at 0.14. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.52
Actual Return VolatilityDodge Cox Income shows 0.19% volatility of returns over 30 trading days. S&P 500 shows 0.52% volatility of returns over 30 trading days.
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S&P 500 has a standard deviation of returns of 0.52 and is 2.74 times more volatile than Dodge Cox Income. 2% of all equities and portfolios are less risky than Dodge. Compared with the overall equity markets, volatility of historical daily returns of Dodge Cox Income is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use Dodge Cox Income to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Dodge to be traded at $14.28 in 30 days. As returns on market increase, Dodge returns are expected to increase less than the market. However during bear market, the loss on holding Dodge will be expected to be smaller as well.
Dodge correlation with market
Dodge Current Risk Indicators
Suggested Divercification Pairs