|Horizon||30 Days Login to change|
SBI Emerging Market Sensitivity
|As returns on market increase, SBI Emerging returns are expected to increase less than the market. However during bear market, the loss on holding SBI Emerging will be expected to be smaller as well.One Month Beta |Analyze SBI Emerging Businesses Demand TrendCheck current 30 days SBI Emerging correlation with market (DOW)|
β = 0.0447
SBI Emerging Businesses Technical Analysis
SBI Emerging Projected Return Density Against MarketAssuming 30 trading days horizon, SBI Emerging has beta of 0.0447 suggesting as returns on market go up, SBI Emerging average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SBI Emerging Businesses Dir Gr will be expected to be much smaller as well. Moreover, SBI Emerging Businesses Dir Gr has an alpha of 0.7286 implying that it can potentially generate 0.7286% excess return over DOW after adjusting for the inherited market risk (beta).
SBI Emerging Return VolatilitySBI Emerging Businesses Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% risk (volatility on return distribution) over the 30 days horizon.