|Horizon||30 Days Login to change|
R Parus Market Sensitivity
R Parus I Technical Analysis
R Parus Projected Return Density Against MarketAssuming 30 trading days horizon, R Parus has beta of 0.4257 suggesting as returns on market go up, R Parus average returns are expected to increase less than the benchmark. However during bear market, the loss on holding R Parus I Euro Unhedged will be expected to be much smaller as well. Additionally, R Parus I Euro Unhedged has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
R Parus Return VolatilityR Parus I Euro Unhedged accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.