|Horizon||30 Days Login to change|
Lord Abbett Market Sensitivity
Lord Abbett U Technical Analysis
Lord Abbett Projected Return Density Against MarketAssuming 30 trading days horizon, Lord Abbett U S Gr Ldrs N USD Hdg Acc has beta of -0.2362 suggesting as returns on benchmark increase, returns on holding Lord Abbett are expected to decrease at a much smaller rate. During bear market, however, Lord Abbett U S Gr Ldrs N USD Hdg Acc is likely to outperform the market. Moreover, Lord Abbett U S Gr Ldrs N USD Hdg Acc has an alpha of 0.5715 implying that it can potentially generate 0.5715% excess return over DOW after adjusting for the inherited market risk (beta).
Lord Abbett Return VolatilityLord Abbett U S Gr Ldrs N USD Hdg Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% risk (volatility on return distribution) over the 30 days horizon.