|Horizon||30 Days Login to change|
Salomon A Market Sensitivity
Salomon A Angel Technical Analysis
Salomon A Projected Return Density Against MarketAssuming 30 trading days horizon, Salomon A has beta of 0.1031 . This suggests as returns on market go up, Salomon A average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Salomon A Angel Ltd will be expected to be much smaller as well. Moreover, Salomon A Angel Ltd has an alpha of 0.5663 implying that it can potentially generate 0.5663% excess return over DOW after adjusting for the inherited market risk (beta).
Salomon A Return VolatilitySalomon A Angel Ltd accepts 2.4085% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.