|Horizon||30 Days Login to change|
Mediolanum Market Sensitivity
|As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.One Month Beta |Analyze Mediolanum BB Infras Demand TrendCheck current 30 days Mediolanum correlation with market (DOW)|
β = 0.0154
Mediolanum BB Infras Technical Analysis
Mediolanum Projected Return Density Against MarketAssuming 30 trading days horizon, Mediolanum has beta of 0.0154 suggesting as returns on market go up, Mediolanum average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mediolanum BB Infrastructure Oppo ColLHA will be expected to be much smaller as well. Moreover, Mediolanum BB Infrastructure Oppo ColLHA has an alpha of 0.189 implying that it can potentially generate 0.189% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Mediolanum Return VolatilityMediolanum BB Infrastructure Oppo ColLHA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3801% risk (volatility on return distribution) over the 30 days horizon.