|Horizon||30 Days Login to change|
Trojan Income Market Sensitivity
|As returns on market increase, returns on owning Trojan Income are expected to decrease at a much smaller rate. During bear market, Trojan Income is likely to outperform the market.One Month Beta |Analyze Trojan Income Feeder Demand TrendCheck current 30 days Trojan Income correlation with market (DOW)|
β = -0.1569
Trojan Income Feeder Technical Analysis
Trojan Income Projected Return Density Against MarketAssuming 30 trading days horizon, Trojan Income Feeder O EUR Acc has beta of -0.1569 suggesting as returns on benchmark increase, returns on holding Trojan Income are expected to decrease at a much smaller rate. During bear market, however, Trojan Income Feeder O EUR Acc is likely to outperform the market. Moreover, Trojan Income Feeder O EUR Acc has an alpha of 0.1386 implying that it can potentially generate 0.1386% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Trojan Income Return VolatilityTrojan Income Feeder O EUR Acc accepts 0.4037% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.