|Horizon||30 Days Login to change|
FC Real Market Sensitivity
FC Real Estate Technical Analysis
FC Real Projected Return Density Against MarketAssuming 30 trading days horizon, FC Real Estate Equity LS B EUR Acc has beta of -0.0375 suggesting as returns on benchmark increase, returns on holding FC Real are expected to decrease at a much smaller rate. During bear market, however, FC Real Estate Equity LS B EUR Acc is likely to outperform the market. Moreover, FC Real Estate Equity LS B EUR Acc has an alpha of 0.03 implying that it can potentially generate 0.03% excess return over DOW after adjusting for the inherited market risk (beta).
FC Real Return VolatilityFC Real Estate Equity LS B EUR Acc accepts 0.4232% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.