|Horizon||30 Days Login to change|
Brack Capital Market Sensitivity
|As returns on market increase, Brack Capital returns are expected to increase less than the market. However during bear market, the loss on holding Brack Capital will be expected to be smaller as well.One Month Beta |Analyze Brack Capital Proper Demand TrendCheck current 30 days Brack Capital correlation with market (DOW)|
β = 0.2135
Brack Capital Proper Technical Analysis
Brack Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Brack Capital has beta of 0.2135 . This suggests as returns on market go up, Brack Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Brack Capital Properties NV will be expected to be much smaller as well. Additionally, Brack Capital Properties NV has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Brack Capital Return VolatilityBrack Capital Properties NV accepts 0.7059% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.