|Horizon||30 Days Login to change|
SEI GMF Market Sensitivity
|As returns on market increase, returns on owning SEI GMF are expected to decrease at a much smaller rate. During bear market, SEI GMF is likely to outperform the market.One Month Beta |Analyze SEI GMF UK Demand TrendCheck current 30 days SEI GMF correlation with market (DOW)|
β = -0.0259
SEI GMF UK Technical Analysis
SEI GMF Projected Return Density Against MarketAssuming 30 trading days horizon, SEI GMF UK Core Fxd Intr GBP Wlth A has beta of -0.0259 . This indicates as returns on benchmark increase, returns on holding SEI GMF are expected to decrease at a much smaller rate. During bear market, however, SEI GMF UK Core Fxd Intr GBP Wlth A is likely to outperform the market. Additionally, SEI GMF UK Core Fxd Intr GBP Wlth A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
SEI GMF Return VolatilitySEI GMF UK Core Fxd Intr GBP Wlth A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.