|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.One Month Beta |Analyze GAM Star Japan Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = -0.1008
GAM Star Japan Technical Analysis
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star Japan Equity Instl USD Acc has beta of -0.1008 . This indicates as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Japan Equity Instl USD Acc is likely to outperform the market. Additionally, GAM Star Japan Equity Instl USD Acc 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
GAM Star Return VolatilityGAM Star Japan Equity Instl USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.