|Horizon||30 Days Login to change|
BNP Paribas Market Sensitivity
|As returns on market increase, BNP Paribas returns are expected to increase less than the market. However during bear market, the loss on holding BNP Paribas will be expected to be smaller as well.One Month Beta |Analyze BNP Paribas ST Demand TrendCheck current 30 days BNP Paribas correlation with market (DOW)|
β = 0.1081
BNP Paribas ST Technical Analysis
BNP Paribas Projected Return Density Against MarketAssuming 30 trading days horizon, BNP Paribas has beta of 0.1081 suggesting as returns on market go up, BNP Paribas average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BNP Paribas ST Income Reg Qt Div will be expected to be much smaller as well. Additionally, BNP Paribas ST Income Reg Qt Div 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
BNP Paribas Return VolatilityBNP Paribas ST Income Reg Qt Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.