|Horizon||30 Days Login to change|
FundLogic SAS Market Sensitivity
|As returns on market increase, returns on owning FundLogic SAS are expected to decrease by larger amounts. On the other hand, during market turmoil, FundLogic SAS is expected to significantly outperform it.One Month Beta |Analyze FundLogic SAS Smartfund Demand TrendCheck current 30 days FundLogic SAS correlation with market (DOW)|
β = -763.8271
FundLogic SAS Smartfund Technical Analysis
FundLogic SAS Projected Return Density Against MarketAssuming 30 trading days horizon, FundLogic SAS Smartfund Cau C GBP has beta of -763.8271 suggesting as returns on its benchmark rise, returns on holding FundLogic SAS Smartfund Cau C GBP are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, FundLogic SAS is expected to outperform its benchmark. In addition to that, FundLogic SAS Smartfund Cau C GBP has an alpha of 306.3173 implying that it can potentially generate 306.3173% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
FundLogic SAS Return VolatilityFundLogic SAS Smartfund Cau C GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.