|Horizon||30 Days Login to change|
CIM Commercial Market Sensitivity
|As returns on market increase, returns on owning CIM Commercial are expected to decrease at a much smaller rate. During bear market, CIM Commercial is likely to outperform the market.One Month Beta |Analyze CIM Commercial Trust Demand TrendCheck current 30 days CIM Commercial correlation with market (DOW)|
β = -0.0086
CIM Commercial Trust Technical Analysis
CIM Commercial Projected Return Density Against MarketAssuming 30 trading days horizon, CIM Commercial Trust Corporation has beta of -0.0086 . This suggests as returns on benchmark increase, returns on holding CIM Commercial are expected to decrease at a much smaller rate. During bear market, however, CIM Commercial Trust Corporation is likely to outperform the market. Moreover, CIM Commercial Trust Corporation has an alpha of 0.0525 implying that it can potentially generate 0.0525% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
CIM Commercial Return VolatilityCIM Commercial Trust Corporation accepts 0.4553% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.