|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 Asia Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = -0.2026
GAM Star Asia Technical Analysis
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star Asia Pacific Equity GBP Acc has beta of -0.2026 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 Asia Pacific Equity GBP Acc is likely to outperform the market. Moreover, GAM Star Asia Pacific Equity GBP Acc has an alpha of 0.1247 implying that it can potentially generate 0.1247% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
GAM Star Return VolatilityGAM Star Asia Pacific Equity GBP Acc accepts 0.9272% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.