|Horizon||30 Days Login to change|
Absolute Insight Market Sensitivity
|As returns on market increase, returns on owning Absolute Insight are expected to decrease at a much smaller rate. During bear market, Absolute Insight is likely to outperform the market.One Month Beta |Analyze Absolute Insight Cur Demand TrendCheck current 30 days Absolute Insight correlation with market (DOW)|
β = -0.2251
Absolute Insight Cur Technical Analysis
Absolute Insight Projected Return Density Against MarketAssuming 30 trading days horizon, Absolute Insight Currency B1p EUR has beta of -0.2251 suggesting as returns on benchmark increase, returns on holding Absolute Insight are expected to decrease at a much smaller rate. During bear market, however, Absolute Insight Currency B1p EUR is likely to outperform the market. Additionally, Absolute Insight Currency B1p EUR 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
Absolute Insight Return VolatilityAbsolute Insight Currency B1p EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.