|Horizon||30 Days Login to change|
Man GLG Market Sensitivity
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 -0.6433 suggesting as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG Global Convertibles I JPY Acc is likely to outperform the market. Moreover, Man GLG Global Convertibles I JPY Acc has an alpha of 0.7122 implying that it can potentially generate 0.7122% excess return over DOW after adjusting for the inherited market risk (beta).
Man GLG Return VolatilityMan GLG Global Convertibles I JPY Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.