|Horizon||30 Days Login to change|
BOI AXA Market Sensitivity
|As returns on market increase, BOI AXA returns are expected to increase less than the market. However during bear market, the loss on holding BOI AXA will be expected to be smaller as well.One Month Beta |Analyze BOI AXA Liquid Demand TrendCheck current 30 days BOI AXA correlation with market (DOW)|
β = 0.0137
BOI AXA Liquid Technical Analysis
BOI AXA Projected Return Density Against MarketAssuming 30 trading days horizon, BOI AXA has beta of 0.0137 . This suggests as returns on market go up, BOI AXA average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BOI AXA Liquid Dir Wk Div will be expected to be much smaller as well. Additionally, BOI AXA Liquid Dir Wk Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
BOI AXA Return VolatilityBOI AXA Liquid Dir Wk Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.