|Horizon||30 Days Login to change|
F00000MWSS Market Sensitivity
|As returns on market increase, F00000MWSS returns are expected to increase less than the market. However during bear market, the loss on holding F00000MWSS will be expected to be smaller as well.One Month Beta |Analyze F00000MWSS IR Demand TrendCheck current 30 days F00000MWSS correlation with market (DOW)|
β = 0.3326
F00000MWSS IR Technical Analysis
F00000MWSS Projected Return Density Against MarketAssuming 30 trading days horizon, F00000MWSS has beta of 0.3326 suggesting as returns on market go up, F00000MWSS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding F00000MWSS IR will be expected to be much smaller as well. Additionally, F00000MWSS IR has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
F00000MWSS Return VolatilityF00000MWSS IR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.