|Horizon||30 Days Login to change|
Kames Abs Market Sensitivity
Kames Abs Ret Technical Analysis
Kames Abs Projected Return Density Against MarketAssuming 30 trading days horizon, Kames Abs Ret Bd Glbl B GBP Acc has beta of -0.012 suggesting as returns on benchmark increase, returns on holding Kames Abs are expected to decrease at a much smaller rate. During bear market, however, Kames Abs Ret Bd Glbl B GBP Acc is likely to outperform the market. Moreover, Kames Abs Ret Bd Glbl B GBP Acc has an alpha of 0.0012 implying that it can potentially generate 0.0012% excess return over DOW after adjusting for the inherited market risk (beta).
Kames Abs Return VolatilityKames Abs Ret Bd Glbl B GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.