|Horizon||30 Days Login to change|
SSgA GBP Market Sensitivity
|As returns on market increase, SSgA GBP returns are expected to increase less than the market. However during bear market, the loss on holding SSgA GBP will be expected to be smaller as well.One Month Beta |Analyze SSgA GBP Liquidity Demand TrendCheck current 30 days SSgA GBP correlation with market (DOW)|
β = 9.0E-4
SSgA GBP Liquidity Technical Analysis
SSgA GBP Projected Return Density Against MarketAssuming 30 trading days horizon, SSgA GBP has beta of 9.0E-4 suggesting as returns on market go up, SSgA GBP average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SSgA GBP Liquidity Z Acc will be expected to be much smaller as well. Moreover, SSgA GBP Liquidity Z Acc has an alpha of 0.0152 implying that it can potentially generate 0.0152% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
SSgA GBP Return VolatilitySSgA GBP Liquidity Z Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.