|Horizon||30 Days Login to change|
Sahara Infrastructure Market Sensitivity
|As returns on market increase, returns on owning Sahara Infrastructure are expected to decrease at a much smaller rate. During bear market, Sahara Infrastructure is likely to outperform the market.One Month Beta |Analyze Sahara Infrastructure Demand TrendCheck current 30 days Sahara Infrastructure correlation with market (DOW)|
β = -0.2865
Sahara Infrastructure Technical Analysis
Sahara Infrastructure Projected Return Density Against MarketAssuming 30 trading days horizon, Sahara Infrastructure Fixed Pric Div has beta of -0.2865 suggesting as returns on benchmark increase, returns on holding Sahara Infrastructure are expected to decrease at a much smaller rate. During bear market, however, Sahara Infrastructure Fixed Pric Div is likely to outperform the market. Moreover, Sahara Infrastructure Fixed Pric Div has an alpha of 0.2744 implying that it can potentially generate 0.2744% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Sahara Infrastructure Return VolatilitySahara Infrastructure Fixed Pric Div accepts 1.7983% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.