|Horizon||30 Days Login to change|
JOHCM Global Select Technical Analysis
JOHCM Global Projected Return Density Against MarketAssuming 30 trading days horizon, JOHCM Global has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and JOHCM Global are completely uncorrelated. Furthermore, JOHCM Global Select B GBPIt does not look like JOHCM Global alpha can have any bearing on the equity current valuation.
Predicted Return Density
JOHCM Global Return VolatilityJOHCM Global Select B GBP accepts 0.2717% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.