|Horizon||30 Days Login to change|
Oasis Crescent Market Sensitivity
|As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.One Month Beta |Analyze Oasis Crescent Global Demand TrendCheck current 30 days Oasis Crescent correlation with market (DOW)|
β = 0.1773
Oasis Crescent Global Technical Analysis
Oasis Crescent Projected Return Density Against MarketAssuming 30 trading days horizon, Oasis Crescent has beta of 0.1773 suggesting as returns on market go up, Oasis Crescent average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Oasis Crescent Global Low Eq B will be expected to be much smaller as well. Moreover, Oasis Crescent Global Low Eq B has an alpha of 0.3157 implying that it can potentially generate 0.3157% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Oasis Crescent Return VolatilityOasis Crescent Global Low Eq B accepts 1.4261% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.