|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 = -0.0321
Vulcan Value Central Daily Price Deviation
Vulcan Value Equity Technical Analysis
Vulcan Value Projected Return Density Against MarketAssuming 30 trading days horizon, Vulcan Value Equity GBP Acc has beta of -0.0321 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. Moreover, Vulcan Value Equity GBP Acc has an alpha of 0.0203 implying that it can potentially generate 0.0203% excess return over DOW after adjusting for the inherited market risk (beta).
Vulcan Value Return VolatilityVulcan Value Equity GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2054% risk (volatility on return distribution) over the 30 days horizon.