|Horizon||30 Days Login to change|
Colchester Global Market Sensitivity
|As returns on market increase, returns on owning Colchester Global are expected to decrease at a much smaller rate. During bear market, Colchester Global is likely to outperform the market.One Month Beta |Analyze Colchester Global Bond Demand TrendCheck current 30 days Colchester Global correlation with market (DOW)|
β = -0.0487
Colchester Global Bond Technical Analysis
Colchester Global Projected Return Density Against MarketAssuming 30 trading days horizon, Colchester Global Bond H SGD Hd Acc has beta of -0.0487 suggesting as returns on benchmark increase, returns on holding Colchester Global are expected to decrease at a much smaller rate. During bear market, however, Colchester Global Bond H SGD Hd Acc is likely to outperform the market. Additionally, Colchester Global Bond H SGD Hd Acc 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
Colchester Global Return VolatilityColchester Global Bond H SGD Hd Acc accepts 0.2226% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.