|Horizon||30 Days Login to change|
Sarasin IE Market Sensitivity
|As returns on market increase, Sarasin IE returns are expected to increase less than the market. However during bear market, the loss on holding Sarasin IE will be expected to be smaller as well.One Month Beta |Analyze Sarasin IE EquiSar Demand TrendCheck current 30 days Sarasin IE correlation with market (DOW)|
β = 0.0099
Sarasin IE EquiSar Technical Analysis
Sarasin IE Projected Return Density Against MarketAssuming 30 trading days horizon, Sarasin IE has beta of 0.0099 suggesting as returns on market go up, Sarasin IE average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Sarasin IE EquiSar Glbl Thmtc P will be expected to be much smaller as well. Moreover, Sarasin IE EquiSar Glbl Thmtc P has an alpha of 0.0732 implying that it can potentially generate 0.0732% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Sarasin IE Return VolatilitySarasin IE EquiSar Glbl Thmtc P accepts 1.166% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.