|Horizon||30 Days Login to change|
E I Market Sensitivity
|As returns on market increase, E I returns are expected to increase less than the market. However during bear market, the loss on holding E I will be expected to be smaller as well.One Month Beta |Analyze E I Sturdza Demand TrendCheck current 30 days E I correlation with market (DOW)|
β = 0.0196
E I Sturdza Technical Analysis
E I Projected Return Density Against MarketAssuming 30 trading days horizon, E I has beta of 0.0196 suggesting as returns on market go up, E I average returns are expected to increase less than the benchmark. However during bear market, the loss on holding E I Sturdza Strgc US MomentumVal Ins will be expected to be much smaller as well. Moreover, E I Sturdza Strgc US MomentumVal Ins has an alpha of 0.2273 implying that it can potentially generate 0.2273% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
E I Return VolatilityE I Sturdza Strgc US MomentumVal Ins accepts 2.0544% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.