|Horizon||30 Days Login to change|
Southwest Georgia Market Sensitivity
|As returns on market increase, Southwest Georgia returns are expected to increase less than the market. However during bear market, the loss on holding Southwest Georgia will be expected to be smaller as well.One Month Beta |Analyze Southwest Georgia Demand TrendCheck current 30 days Southwest Georgia correlation with market (DOW)|
β = 0.0014
Southwest Georgia Technical Analysis
Southwest Georgia Projected Return Density Against MarketConsidering 30-days investment horizon, Southwest Georgia has beta of 0.0014 . This entails as returns on market go up, Southwest Georgia average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Southwest Georgia Financial Corporation will be expected to be much smaller as well. Moreover, Southwest Georgia Financial Corporation has an alpha of 0.1542 implying that it can potentially generate 0.1542% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Southwest Georgia Return VolatilitySouthwest Georgia Financial Corporation has volatility of 1.3475% on return distribution over 30 days investment horizon. DOW inherits 0.3914% risk (volatility on return distribution) over the 30 days horizon.