|Horizon||30 Days Login to change|
Columbia Disciplined Market Sensitivity
|As returns on market increase, returns on owning Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, Columbia Disciplined is likely to outperform the market.One Month Beta |Analyze Columbia Disciplined Demand TrendCheck current 30 days Columbia Disciplined correlation with market (DOW)|
β = -0.012
Columbia Disciplined Technical Analysis
Columbia Disciplined Projected Return Density Against MarketAssuming 30 trading days horizon, Columbia Disciplined Value B has beta of -0.012 . This suggests as returns on benchmark increase, returns on holding Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, however, Columbia Disciplined Value B is likely to outperform the market. Moreover, Columbia Disciplined Value B has an alpha of 0.0278 implying that it can potentially generate 0.0278% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Columbia Disciplined Return VolatilityColumbia Disciplined Value B shows 0.0% volatility of returns over 30 trading days. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.