|Horizon||30 Days Login to change|
Man GLG Market Sensitivity
|As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.One Month Beta |Analyze Man GLG European Demand TrendCheck current 30 days Man GLG correlation with market (DOW)|
β = -0.0648
Man GLG Central Daily Price Deviation
Man GLG European Technical Analysis
Man GLG Projected Return Density Against MarketAssuming 30 trading days horizon, Man GLG European Equity D EUR Acc has beta of -0.0648 suggesting as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG European Equity D EUR Acc is likely to outperform the market. Additionally, Man GLG European Equity D EUR Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Man GLG Return VolatilityMan GLG European Equity D EUR Acc accepts 0.6986% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.