|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.One Month Beta |Analyze GAM Star Cat Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = -0.0159
GAM Star Cat Technical Analysis
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star Cat Bond A EUR Acc has beta of -0.0159 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Cat Bond A EUR Acc is likely to outperform the market. Additionally, GAM Star Cat Bond A EUR 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
GAM Star Return VolatilityGAM Star Cat Bond A EUR Acc accepts 0.1925% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.