|Horizon||30 Days Login to change|
MetLife Balanced Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, MetLife Balanced will likely underperform.One Month Beta |Analyze MetLife Balanced Mgd Demand TrendCheck current 30 days MetLife Balanced correlation with market (DOW)|
β = 95.0
MetLife Balanced Mgd Technical Analysis
MetLife Balanced Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 95.0 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, MetLife Balanced will likely underperform. In addition to that, MetLife Balanced Mgd Port Intl has an alpha of 448.9292 implying that it can potentially generate 448.9292% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
MetLife Balanced Return VolatilityMetLife Balanced Mgd Port Intl accepts 1.0684% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.