|Horizon||30 Days Login to change|
Canara Robeco Market Sensitivity
Canara Robeco Large Technical Analysis
Canara Robeco Projected Return Density Against MarketAssuming 30 trading days horizon, Canara Robeco Large Cap Reg Gr has beta of -0.1 . 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 Large Cap Reg Gr is likely to outperform the market. Moreover, Canara Robeco Large Cap Reg Gr has an alpha of 0.0082 implying that it can potentially generate 0.0082% excess return over DOW after adjusting for the inherited market risk (beta).
Canara Robeco Return VolatilityCanara Robeco Large Cap Reg Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.