|Horizon||30 Days Login to change|
Muzinich Loan Market Sensitivity
|As returns on market increase, Muzinich Loan returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Loan will be expected to be smaller as well.One Month Beta |Analyze Muzinich Loan EUR Demand TrendCheck current 30 days Muzinich Loan correlation with market (DOW)|
β = 0.2306
Muzinich Loan EUR Technical Analysis
Muzinich Loan Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Loan has beta of 0.2306 suggesting as returns on market go up, Muzinich Loan average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Muzinich Loan EUR INC H will be expected to be much smaller as well. Additionally, Muzinich Loan EUR INC H has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Muzinich Loan Return VolatilityMuzinich Loan EUR INC H accepts 0.0847% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.