|Horizon||30 Days Login to change|
Nomura Fds Market Sensitivity
|As returns on market increase, returns on owning Nomura Fds are expected to decrease at a much smaller rate. During bear market, Nomura Fds is likely to outperform the market.One Month Beta |Analyze Nomura Fds Emerg Demand TrendCheck current 30 days Nomura Fds correlation with market (DOW)|
β = -0.0777
Nomura Fds Emerg Technical Analysis
Nomura Fds Projected Return Density Against MarketAssuming 30 trading days horizon, Nomura Fds Emerg Mrkt Lcl Ccy has beta of -0.0777 suggesting as returns on benchmark increase, returns on holding Nomura Fds are expected to decrease at a much smaller rate. During bear market, however, Nomura Fds Emerg Mrkt Lcl Ccy is likely to outperform the market. Additionally, Nomura Fds Emerg Mrkt Lcl Ccy 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
Nomura Fds Return VolatilityNomura Fds Emerg Mrkt Lcl Ccy accepts 1.4466% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.