|Horizon||30 Days Login to change|
FundLogic Market Sensitivity
|As returns on market increase, FundLogic returns are expected to increase less than the market. However during bear market, the loss on holding FundLogic will be expected to be smaller as well.One Month Beta |Analyze FundLogic MS Fdrm Demand TrendCheck current 30 days FundLogic correlation with market (DOW)|
β = 0.1846
FundLogic MS Fdrm Technical Analysis
FundLogic Projected Return Density Against MarketAssuming 30 trading days horizon, FundLogic has beta of 0.1846 suggesting as returns on market go up, FundLogic average returns are expected to increase less than the benchmark. However during bear market, the loss on holding FundLogic MS Fdrm EqSmtBtDyn Prot 80 A will be expected to be much smaller as well. Additionally, FundLogic MS Fdrm EqSmtBtDyn Prot 80 A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
FundLogic Return VolatilityFundLogic MS Fdrm EqSmtBtDyn Prot 80 A accepts 0.3557% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.