|Horizon||30 Days Login to change|
KBI Instl Market Sensitivity
KBI Instl Eurozone Technical Analysis
KBI Instl Projected Return Density Against MarketAssuming 30 trading days horizon, KBI Instl Eurozone Equity HIYEU EUR C has beta of -0.0443 . This indicates as returns on benchmark increase, returns on holding KBI Instl are expected to decrease at a much smaller rate. During bear market, however, KBI Instl Eurozone Equity HIYEU EUR C is likely to outperform the market. Moreover, KBI Instl Eurozone Equity HIYEU EUR C has an alpha of 0.0849 implying that it can potentially generate 0.0849% excess return over DOW after adjusting for the inherited market risk (beta).
KBI Instl Return VolatilityKBI Instl Eurozone Equity HIYEU EUR C accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.