|Horizon||30 Days Login to change|
Dimensional World Market Sensitivity
Dimensional World Technical Analysis
Dimensional World Projected Return Density Against MarketAssuming 30 trading days horizon, Dimensional World Equity USD has beta of -0.0786 . This indicates as returns on benchmark increase, returns on holding Dimensional World are expected to decrease at a much smaller rate. During bear market, however, Dimensional World Equity USD is likely to outperform the market. Additionally, Dimensional World Equity USD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Dimensional World Return VolatilityDimensional World Equity USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.