|Horizon||30 Days Login to change|
GlobalAccess Japan Market Sensitivity
GlobalAccess Japan Technical Analysis
GlobalAccess Japan Projected Return Density Against MarketAssuming 30 trading days horizon, GlobalAccess Japan Z Acc has beta of -0.0933 suggesting as returns on benchmark increase, returns on holding GlobalAccess Japan are expected to decrease at a much smaller rate. During bear market, however, GlobalAccess Japan Z Acc is likely to outperform the market. Additionally, GlobalAccess Japan Z Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
GlobalAccess Japan Return VolatilityGlobalAccess Japan Z Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.