|Horizon||30 Days Login to change|
Vulcan Value Market Sensitivity
|As returns on market increase, returns on owning Vulcan Value are expected to decrease at a much smaller rate. During bear market, Vulcan Value is likely to outperform the market.One Month Beta |Analyze Vulcan Value Equity Demand TrendCheck current 30 days Vulcan Value correlation with market (DOW)|
β = -0.2749
Vulcan Value Equity Technical Analysis
Vulcan Value Projected Return Density Against MarketAssuming 30 trading days horizon, Vulcan Value Equity GBP Acc has beta of -0.2749 suggesting as returns on benchmark increase, returns on holding Vulcan Value are expected to decrease at a much smaller rate. During bear market, however, Vulcan Value Equity GBP Acc is likely to outperform the market. Additionally, Vulcan Value Equity GBP Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Vulcan Value Return VolatilityVulcan Value Equity GBP Acc accepts 1.9285% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.