|Horizon||30 Days Login to change|
HB Portfolio Market Sensitivity
|HB Portfolio returns are very sensitive to returns on the market. As market goes up or down, HB Portfolio is expected to follow.One Month Beta |Analyze HB Portfolio Limited Demand TrendCheck current 30 days HB Portfolio correlation with market (DOW)|
β = 1.1073
HB Portfolio Limited Technical Analysis
HB Portfolio Projected Return Density Against MarketAssuming 30 trading days horizon, the stock has beta coefficient of 1.1073 . This indicates HB Portfolio Limited market returns are very sensitive to returns on the market. As the market benchmark goes up or down, HB Portfolio is expected to follow. In addition to that, HB Portfolio Limited has an alpha of 1.5307 implying that it can potentially generate 1.5307% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
HB Portfolio Return VolatilityHB Portfolio Limited accepts 5.5451% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.