|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.One Month Beta |Analyze GAM Star Composite Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = 0.2607
GAM Star Composite Technical Analysis
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star has beta of 0.2607 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Composite Glb Eq GBP Acc will be expected to be much smaller as well. Moreover, GAM Star Composite Glb Eq GBP Acc has an alpha of 0.7565 implying that it can potentially generate 0.7565% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
GAM Star Return VolatilityGAM Star Composite Glb Eq GBP Acc accepts 0.1674% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.