|Horizon||30 Days Login to change|
Nomura Fds Market Sensitivity
|As returns on market increase, Nomura Fds returns are expected to increase less than the market. However during bear market, the loss on holding Nomura Fds will be expected to be smaller as well.One Month Beta |Analyze Nomura Fds Global Demand TrendCheck current 30 days Nomura Fds correlation with market (DOW)|
β = 0.0337
Nomura Fds Global Technical Analysis
Nomura Fds Projected Return Density Against MarketAssuming 30 trading days horizon, Nomura Fds has beta of 0.0337 suggesting as returns on market go up, Nomura Fds average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Nomura Fds Global Dyn Bd A H EUR Acc will be expected to be much smaller as well. Moreover, Nomura Fds Global Dyn Bd A H EUR Acc has an alpha of 0.0222 implying that it can potentially generate 0.0222% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Nomura Fds Return VolatilityNomura Fds Global Dyn Bd A H EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.