|Horizon||30 Days Login to change|
Algebris Financial Technical Analysis
Algebris Financial Projected Return Density Against MarketAssuming 30 trading days horizon, Algebris Financial has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Algebris Financial are completely uncorrelated. Furthermore, Algebris Financial Credit R EUR AccIt does not look like Algebris Financial alpha can have any bearing on the equity current valuation.
Predicted Return Density
Algebris Financial Return VolatilityAlgebris Financial Credit R EUR Acc accepts 0.1706% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.