|Horizon||30 Days Login to change|
SWMC Small Market Sensitivity
SWMC Small Cap Technical Analysis
SWMC Small Projected Return Density Against MarketAssuming 30 trading days horizon, SWMC Small Cap European A EUR has beta of -0.0117 . This indicates as returns on benchmark increase, returns on holding SWMC Small are expected to decrease at a much smaller rate. During bear market, however, SWMC Small Cap European A EUR is likely to outperform the market. Additionally, SWMC Small Cap European A EUR has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
SWMC Small Return VolatilitySWMC Small Cap European A EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.