|Horizon||30 Days Login to change|
Sarasin IE Market Sensitivity
|As returns on market increase, returns on owning Sarasin IE are expected to decrease at a much smaller rate. During bear market, Sarasin IE is likely to outperform the market.One Month Beta |Analyze Sarasin IE EquiSar Demand TrendCheck current 30 days Sarasin IE correlation with market (DOW)|
β = -0.1194
Sarasin IE EquiSar Technical Analysis
Sarasin IE Projected Return Density Against MarketAssuming 30 trading days horizon, Sarasin IE EquiSar Glbl Thmtc P Acc has beta of -0.1194 suggesting as returns on benchmark increase, returns on holding Sarasin IE are expected to decrease at a much smaller rate. During bear market, however, Sarasin IE EquiSar Glbl Thmtc P Acc is likely to outperform the market. Moreover, Sarasin IE EquiSar Glbl Thmtc P Acc has an alpha of 9.0E-4 implying that it can potentially generate 9.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Sarasin IE Return VolatilitySarasin IE EquiSar Glbl Thmtc P Acc accepts 1.675% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.