|Horizon||30 Days Login to change|
Muzinich Europeyield Market Sensitivity
Muzinich Europeyield Technical Analysis
Muzinich Europeyield Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Europeyield H EUR Hdg Acc has beta of -0.0062 suggesting as returns on benchmark increase, returns on holding Muzinich Europeyield are expected to decrease at a much smaller rate. During bear market, however, Muzinich Europeyield H EUR Hdg Acc is likely to outperform the market. Moreover, Muzinich Europeyield H EUR Hdg Acc has an alpha of 0.0646 implying that it can potentially generate 0.0646% excess return over DOW after adjusting for the inherited market risk (beta).
Muzinich Europeyield Return VolatilityMuzinich Europeyield H EUR Hdg Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.