|Horizon||30 Days Login to change|
Davy UK Market Sensitivity
Davy UK GPS Technical Analysis
Davy UK Projected Return Density Against MarketAssuming 30 trading days horizon, Davy UK GPS Cautious Growth A GBP Acc has beta of -0.0196 suggesting as returns on benchmark increase, returns on holding Davy UK are expected to decrease at a much smaller rate. During bear market, however, Davy UK GPS Cautious Growth A GBP Acc is likely to outperform the market. Moreover, Davy UK GPS Cautious Growth A GBP Acc has an alpha of 0.0178 implying that it can potentially generate 0.0178% excess return over DOW after adjusting for the inherited market risk (beta).
Davy UK Return VolatilityDavy UK GPS Cautious Growth A GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.