|Horizon||30 Days Login to change|
Canara Robeco Market Sensitivity
|As returns on market increase, returns on owning Canara Robeco are expected to decrease at a much smaller rate. During bear market, Canara Robeco is likely to outperform the market.One Month Beta |Analyze Canara Robeco Gilt Demand TrendCheck current 30 days Canara Robeco correlation with market (DOW)|
β = -0.0133
Canara Robeco Central Daily Price Deviation
Canara Robeco Gilt Technical Analysis
Canara Robeco Projected Return Density Against MarketAssuming 30 trading days horizon, Canara Robeco Gilt PGS Reg Gr has beta of -0.0133 . This suggests as returns on benchmark increase, returns on holding Canara Robeco are expected to decrease at a much smaller rate. During bear market, however, Canara Robeco Gilt PGS Reg Gr is likely to outperform the market. Moreover, Canara Robeco Gilt PGS Reg Gr has an alpha of 0.0074 implying that it can potentially generate 0.0074% excess return over DOW after adjusting for the inherited market risk (beta).
Canara Robeco Return VolatilityCanara Robeco Gilt PGS Reg Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2054% risk (volatility on return distribution) over the 30 days horizon.