|Horizon||30 Days Login to change|
Russell Emerg Market Sensitivity
|As returns on market increase, returns on owning Russell Emerg are expected to decrease at a much smaller rate. During bear market, Russell Emerg is likely to outperform the market.One Month Beta |Analyze Russell Emerg Mkts Demand TrendCheck current 30 days Russell Emerg correlation with market (DOW)|
β = -0.2207
Russell Emerg Central Daily Price Deviation
Russell Emerg Mkts Technical Analysis
Russell Emerg Projected Return Density Against MarketAssuming 30 trading days horizon, Russell Emerg Mkts Eq J has beta of -0.2207 suggesting as returns on benchmark increase, returns on holding Russell Emerg are expected to decrease at a much smaller rate. During bear market, however, Russell Emerg Mkts Eq J is likely to outperform the market. Additionally, Russell Emerg Mkts Eq J has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Russell Emerg Return VolatilityRussell Emerg Mkts Eq J accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2054% risk (volatility on return distribution) over the 30 days horizon.