|Horizon||30 Days Login to change|
Nomura Fds Market Sensitivity
Nomura Fds Global Technical Analysis
Nomura Fds Projected Return Density Against MarketAssuming 30 trading days horizon, Nomura Fds has beta of 0.0875 suggesting as returns on market go up, Nomura Fds average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Nomura Fds Global Dyn Bd I EUR Hdg Acc will be expected to be much smaller as well. Additionally, Nomura Fds Global Dyn Bd I EUR Hdg Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Nomura Fds Return VolatilityNomura Fds Global Dyn Bd I EUR Hdg Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.