|Horizon||30 Days Login to change|
Kames Global Market Sensitivity
|As returns on market increase, Kames Global returns are expected to increase less than the market. However during bear market, the loss on holding Kames Global will be expected to be smaller as well.One Month Beta |Analyze Kames Global Equity Demand TrendCheck current 30 days Kames Global correlation with market (DOW)|
β = 0.0748
Kames Global Equity Technical Analysis
Kames Global Projected Return Density Against MarketAssuming 30 trading days horizon, Kames Global has beta of 0.0748 suggesting as returns on market go up, Kames Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Kames Global Equity Income EUR B Acc H will be expected to be much smaller as well. Moreover, Kames Global Equity Income EUR B Acc H has an alpha of 0.0645 implying that it can potentially generate 0.0645% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Kames Global Return VolatilityKames Global Equity Income EUR B Acc H accepts 1.0643% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.