|Horizon||30 Days Login to change|
Darta X Market Sensitivity
|As returns on market increase, Darta X returns are expected to increase less than the market. However during bear market, the loss on holding Darta X will be expected to be smaller as well.One Month Beta |Analyze Darta X Team Demand TrendCheck current 30 days Darta X correlation with market (DOW)|
β = 0.0873
Darta X Team Technical Analysis
Darta X Projected Return Density Against MarketAssuming 30 trading days horizon, Darta X has beta of 0.0873 suggesting as returns on market go up, Darta X average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Darta X Team Pictet MAGO will be expected to be much smaller as well. Moreover, Darta X Team Pictet MAGO has an alpha of 0.0368 implying that it can potentially generate 0.0368% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Darta X Return VolatilityDarta X Team Pictet MAGO accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.