|Horizon||30 Days Login to change|
Legg Mason Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Legg Mason will likely underperform.One Month Beta |Analyze Legg Mason QS Demand TrendCheck current 30 days Legg Mason correlation with market (DOW)|
β = 1.8782
Legg Mason QS Technical Analysis
Legg Mason Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 1.8782 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Legg Mason will likely underperform. Additionally, Legg Mason QS Emerging Makts Eq C Acc 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
Legg Mason Return VolatilityLegg Mason QS Emerging Makts Eq C Acc 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.