|Horizon||30 Days Login to change|
Tokio Marine Market Sensitivity
Tokio Marine Japanese Technical Analysis
Tokio Marine Projected Return Density Against MarketAssuming 30 trading days horizon, Tokio Marine Japanese Equity Focus M Hdg has beta of -0.1926 suggesting as returns on benchmark increase, returns on holding Tokio Marine are expected to decrease at a much smaller rate. During bear market, however, Tokio Marine Japanese Equity Focus M Hdg is likely to outperform the market. Additionally, Tokio Marine Japanese Equity Focus M Hdg has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Tokio Marine Return VolatilityTokio Marine Japanese Equity Focus M Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.