|Horizon||30 Days Login to change|
Amanet Management Market Sensitivity
|As returns on market increase, Amanet Management returns are expected to increase less than the market. However during bear market, the loss on holding Amanet Management will be expected to be smaller as well.One Month Beta |Analyze Amanet Management Demand TrendCheck current 30 days Amanet Management correlation with market (DOW)|
β = 0.2769
Amanet Management Technical Analysis
Amanet Management Projected Return Density Against MarketAssuming 30 trading days horizon, Amanet Management has beta of 0.2769 . This suggests as returns on market go up, Amanet Management average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Amanet Management Systems Ltd will be expected to be much smaller as well. Moreover, Amanet Management Systems Ltd has an alpha of 0.0488 implying that it can potentially generate 0.0488% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Amanet Management Return VolatilityAmanet Management Systems Ltd accepts 1.4339% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.