|Horizon||30 Days Login to change|
LT Emerging Market Sensitivity
|As returns on market increase, returns on owning LT Emerging are expected to decrease at a much smaller rate. During bear market, LT Emerging is likely to outperform the market.One Month Beta |Analyze LT Emerging Business Demand TrendCheck current 30 days LT Emerging correlation with market (DOW)|
β = -0.1846
LT Emerging Business Technical Analysis
LT Emerging Projected Return Density Against MarketAssuming 30 trading days horizon, LT Emerging Business Reg Div has beta of -0.1846 . This suggests as returns on benchmark increase, returns on holding LT Emerging are expected to decrease at a much smaller rate. During bear market, however, LT Emerging Business Reg Div is likely to outperform the market. Moreover, LT Emerging Business Reg Div has an alpha of 0.0328 implying that it can potentially generate 0.0328% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
LT Emerging Return VolatilityLT Emerging Business Reg Div accepts 1.1004% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.