|Horizon||30 Days Login to change|
ASRR Capital Market Sensitivity
|As returns on market increase, ASRR Capital returns are expected to increase less than the market. However during bear market, the loss on holding ASRR Capital will be expected to be smaller as well.One Month Beta |Analyze ASRR Capital Demand TrendCheck current 30 days ASRR Capital correlation with market (DOW)|
β = 0.0121
ASRR Capital Technical Analysis
ASRR Capital Projected Return Density Against MarketAssuming 30 trading days horizon, ASRR Capital has beta of 0.0121 . This suggests as returns on market go up, ASRR Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ASRR Capital Ltd will be expected to be much smaller as well. Moreover, ASRR Capital Ltd has an alpha of 0.2428 implying that it can potentially generate 0.2428% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
ASRR Capital Return VolatilityASRR Capital Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.