|Horizon||30 Days Login to change|
FC Real Market Sensitivity
|As returns on market increase, FC Real returns are expected to increase less than the market. However during bear market, the loss on holding FC Real will be expected to be smaller as well.One Month Beta |Analyze FC Real Estate Demand TrendCheck current 30 days FC Real correlation with market (DOW)|
β = 0.0158
FC Real Estate Technical Analysis
FC Real Projected Return Density Against MarketAssuming 30 trading days horizon, FC Real has beta of 0.0158 suggesting as returns on market go up, FC Real average returns are expected to increase less than the benchmark. However during bear market, the loss on holding FC Real Estate Equity LS B EUR Acc will be expected to be much smaller as well. Moreover, FC Real Estate Equity LS B EUR Acc has an alpha of 0.0995 implying that it can potentially generate 0.0995% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
FC Real Return VolatilityFC Real Estate Equity LS B EUR Acc accepts 0.4578% volatility on return distribution over the 30 days horizon. DOW inherits 1.0568% risk (volatility on return distribution) over the 30 days horizon.