|Horizon||30 Days Login to change|
F00000PHA0 Market Sensitivity
F00000PHA0 IR Technical Analysis
F00000PHA0 Projected Return Density Against MarketAssuming 30 trading days horizon, F00000PHA0 has beta of 2.0E-4 suggesting as returns on market go up, F00000PHA0 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding F00000PHA0 IR will be expected to be much smaller as well. Additionally, F00000PHA0 IR has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
F00000PHA0 Return VolatilityF00000PHA0 IR accepts 0.382% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.