|Horizon||30 Days Login to change|
NT North Market Sensitivity
NT North America Technical Analysis
NT North Projected Return Density Against MarketAssuming 30 trading days horizon, NT North has beta of 0.0051 . This indicates as returns on market go up, NT North average returns are expected to increase less than the benchmark. However during bear market, the loss on holding NT North America Equity Index B Euro will be expected to be much smaller as well. Moreover, NT North America Equity Index B Euro has an alpha of 0.0859 implying that it can potentially generate 0.0859% excess return over DOW after adjusting for the inherited market risk (beta).
NT North Return VolatilityNT North America Equity Index B Euro accepts 0.9525% volatility on return distribution over the 30 days horizon. DOW inherits 1.3173% risk (volatility on return distribution) over the 30 days horizon.