|Horizon||30 Days Login to change|
Man GLG Market Sensitivity
|As returns on market increase, returns on owning Man GLG are expected to decrease by larger amounts. On the other hand, during market turmoil, Man GLG is expected to significantly outperform it.One Month Beta |Analyze Man GLG Global Demand TrendCheck current 30 days Man GLG correlation with market (DOW)|
β = -1.2378
Man GLG Global Technical Analysis
Man GLG Projected Return Density Against MarketAssuming 30 trading days horizon, Man GLG Global Convertibles I JPY Acc has beta of -1.2378 suggesting as returns on its benchmark rise, returns on holding Man GLG Global Convertibles I JPY Acc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Man GLG is expected to outperform its benchmark. Moreover, Man GLG Global Convertibles I JPY Acc has an alpha of 0.9782 implying that it can potentially generate 0.9782% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Man GLG Return VolatilityMan GLG Global Convertibles I JPY Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.