|Horizon||30 Days Login to change|
KBI Instl Market Sensitivity
|As returns on market increase, KBI Instl returns are expected to increase less than the market. However during bear market, the loss on holding KBI Instl will be expected to be smaller as well.One Month Beta |Analyze KBI Instl Eurozone Demand TrendCheck current 30 days KBI Instl correlation with market (DOW)|
β = 0.3826
KBI Instl Eurozone Technical Analysis
KBI Instl Projected Return Density Against MarketAssuming 30 trading days horizon, KBI Instl has beta of 0.3826 . This indicates as returns on market go up, KBI Instl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KBI Instl Eurozone Equity HIYEU EUR C will be expected to be much smaller as well. Additionally, KBI Instl Eurozone Equity HIYEU EUR C 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
KBI Instl Return VolatilityKBI Instl Eurozone Equity HIYEU EUR C accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.