|Horizon||30 Days Login to change|
Muzinich Europeyield Market Sensitivity
|As returns on market increase, Muzinich Europeyield returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Europeyield will be expected to be smaller as well.One Month Beta |Analyze Muzinich Europeyield Demand TrendCheck current 30 days Muzinich Europeyield correlation with market (DOW)|
β = 2.0E-4
Muzinich Europeyield Technical Analysis
Muzinich Europeyield Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Europeyield has beta of 2.0E-4 suggesting as returns on market go up, Muzinich Europeyield average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Muzinich Europeyield H EUR Hdg Acc will be expected to be much smaller as well. Moreover, Muzinich Europeyield H EUR Hdg Acc has an alpha of 0.0152 implying that it can potentially generate 0.0152% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Muzinich Europeyield Return VolatilityMuzinich Europeyield H EUR Hdg Acc accepts 0.1722% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.