|Horizon||30 Days Login to change|
Mediolanum Market Sensitivity
Mediolanum BB MS Technical Analysis
Mediolanum Projected Return Density Against MarketAssuming 30 trading days horizon, Mediolanum BB MS Glbl Sel S A has beta of -0.1674 suggesting as returns on benchmark increase, returns on holding Mediolanum are expected to decrease at a much smaller rate. During bear market, however, Mediolanum BB MS Glbl Sel S A is likely to outperform the market. Moreover, Mediolanum BB MS Glbl Sel S A has an alpha of 0.2769 implying that it can potentially generate 0.2769% excess return over DOW after adjusting for the inherited market risk (beta).
Mediolanum Return VolatilityMediolanum BB MS Glbl Sel S A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.