|Horizon||30 Days Login to change|
F0000007YS Market Sensitivity
|As returns on market increase, returns on owning F0000007YS are expected to decrease at a much smaller rate. During bear market, F0000007YS is likely to outperform the market.One Month Beta |Analyze F0000007YS Demand TrendCheck current 30 days F0000007YS correlation with market (DOW)|
β = -0.0455
F0000007YS Technical Analysis
F0000007YS Projected Return Density Against MarketAssuming 30 trading days horizon, F0000007YS has beta of -0.0455 suggesting as returns on benchmark increase, returns on holding F0000007YS are expected to decrease at a much smaller rate. During bear market, however, F0000007YS is likely to outperform the market. Additionally, F0000007YS 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
F0000007YS Return VolatilityF0000007YS accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.