|Horizon||30 Days Login to change|
Perkins US Market Sensitivity
Perkins US Strategic Technical Analysis
Perkins US Projected Return Density Against MarketAssuming 30 trading days horizon, Perkins US Strategic Value A USD Acc has beta of -0.3372 suggesting as returns on benchmark increase, returns on holding Perkins US are expected to decrease at a much smaller rate. During bear market, however, Perkins US Strategic Value A USD Acc is likely to outperform the market. Moreover, Perkins US Strategic Value A USD Acc has an alpha of 0.2695 implying that it can potentially generate 0.2695% excess return over DOW after adjusting for the inherited market risk (beta).
Perkins US Return VolatilityPerkins US Strategic Value A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.