|Horizon||30 Days Login to change|
Mediolanum Market Sensitivity
|As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.One Month Beta |Analyze Mediolanum BB MS Demand TrendCheck current 30 days Mediolanum correlation with market (DOW)|
β = 0.2481
Mediolanum BB MS Technical Analysis
Mediolanum Projected Return Density Against MarketAssuming 30 trading days horizon, Mediolanum has beta of 0.2481 suggesting as returns on market go up, Mediolanum average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mediolanum BB MS Glbl Sel S A will be expected to be much smaller as well. Moreover, Mediolanum BB MS Glbl Sel S A has an alpha of 0.5174 implying that it can potentially generate 0.5174% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Mediolanum Return VolatilityMediolanum BB MS Glbl Sel S A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0603% risk (volatility on return distribution) over the 30 days horizon.