|Horizon||30 Days Login to change|
BlackRock ICS Market Sensitivity
BlackRock ICS Sterling Technical Analysis
BlackRock ICS Projected Return Density Against MarketAssuming 30 trading days horizon, BlackRock ICS Sterling Liq Age has beta of -9.0E-4 suggesting as returns on benchmark increase, returns on holding BlackRock ICS are expected to decrease at a much smaller rate. During bear market, however, BlackRock ICS Sterling Liq Age is likely to outperform the market. Additionally, BlackRock ICS Sterling Liq Age has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
BlackRock ICS Return VolatilityBlackRock ICS Sterling Liq Age accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.