|Horizon||30 Days Login to change|
Lord Abbett Market Sensitivity
|As returns on market increase, Lord Abbett returns are expected to increase less than the market. However during bear market, the loss on holding Lord Abbett will be expected to be smaller as well.One Month Beta |Analyze Lord Abbett EM Demand TrendCheck current 30 days Lord Abbett correlation with market (DOW)|
β = 0.1888
Lord Abbett EM Technical Analysis
Lord Abbett Projected Return Density Against MarketAssuming 30 trading days horizon, Lord Abbett has beta of 0.1888 suggesting as returns on market go up, Lord Abbett average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lord Abbett EM Corp Dbt Z USD will be expected to be much smaller as well. Additionally, Lord Abbett EM Corp Dbt Z USD 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
Lord Abbett Return VolatilityLord Abbett EM Corp Dbt Z USD accepts 0.117% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.