|Horizon||30 Days Login to change|
Columbia Disciplined Market Sensitivity
|As returns on market increase, Columbia Disciplined returns are expected to increase less than the market. However during bear market, the loss on holding Columbia Disciplined will be expected to be smaller as well.One Month Beta |Analyze Columbia Disciplined Demand TrendCheck current 30 days Columbia Disciplined correlation with market (DOW)|
β = 0.0071
Columbia Disciplined Central Daily Price Deviation
Columbia Disciplined Technical Analysis
Columbia Disciplined Projected Return Density Against MarketAssuming 30 trading days horizon, Columbia Disciplined has beta of 0.0071 . This suggests as returns on market go up, Columbia Disciplined average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Columbia Disciplined Value B will be expected to be much smaller as well. Moreover, Columbia Disciplined Value B has an alpha of 0.0222 implying that it can potentially generate 0.0222% excess return over DOW after adjusting for the inherited market risk (beta).
Columbia Disciplined Return VolatilityColumbia Disciplined Value B shows 0.0% volatility of returns over 30 trading days. DOW inherits 1.1779% risk (volatility on return distribution) over the 30 days horizon.