|Horizon||30 Days Login to change|
Sanlam FOUR Market Sensitivity
|As returns on market increase, returns on owning Sanlam FOUR are expected to decrease at a much smaller rate. During bear market, Sanlam FOUR is likely to outperform the market.One Month Beta |Analyze Sanlam FOUR Global Demand TrendCheck current 30 days Sanlam FOUR correlation with market (DOW)|
β = -0.1091
Sanlam FOUR Central Price Deviations
Sanlam FOUR Global Technical Analysis
Sanlam FOUR Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam FOUR Global Equity B USD has beta of -0.1091 suggesting as returns on benchmark increase, returns on holding Sanlam FOUR are expected to decrease at a much smaller rate. During bear market, however, Sanlam FOUR Global Equity B USD is likely to outperform the market. Moreover, Sanlam FOUR Global Equity B USD has an alpha of 0.1172 implying that it can potentially generate 0.1172% excess return over DOW after adjusting for the inherited market risk (beta).
Sanlam FOUR Return VolatilitySanlam FOUR Global Equity B USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2145% risk (volatility on return distribution) over the 30 days horizon.