|Horizon||30 Days Login to change|
Polar Capital Market Sensitivity
|As returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market.One Month Beta |Analyze Polar Capital Japan Demand TrendCheck current 30 days Polar Capital correlation with market (DOW)|
β = -0.191
Polar Capital Central Daily Price Deviation
Polar Capital Japan Technical Analysis
Polar Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Polar Capital Japan R USD Hdg has beta of -0.191 suggesting as returns on benchmark increase, returns on holding Polar Capital are expected to decrease at a much smaller rate. During bear market, however, Polar Capital Japan R USD Hdg is likely to outperform the market. Additionally, Polar Capital Japan R USD Hdg has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Polar Capital Return VolatilityPolar Capital Japan R USD Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.