|Horizon||30 Days Login to change|
Coca Cola Market Sensitivity
|As returns on market increase, Coca Cola returns are expected to increase less than the market. However during bear market, the loss on holding Coca Cola will be expected to be smaller as well.One Month Beta |Analyze Coca Cola Iecek Demand TrendCheck current 30 days Coca Cola correlation with market (DOW)|
β = 0.1471
Coca Cola Iecek Technical Analysis
Coca Cola Projected Return Density Against MarketAssuming 30 trading days horizon, Coca Cola has beta of 0.1471 . This suggests as returns on market go up, Coca Cola average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Coca Cola Iecek Anonim Sirketi will be expected to be much smaller as well. Moreover, Coca Cola Iecek Anonim Sirketi has an alpha of 0.3055 implying that it can potentially generate 0.3055% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Coca Cola Return VolatilityCoca Cola Iecek Anonim Sirketi accepts 3.5589% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.