|Horizon||30 Days Login to change|
IE00B45KP075 Market Sensitivity
IE00B45KP075 IR Technical Analysis
IE00B45KP075 Projected Return Density Against MarketAssuming 30 trading days horizon, IE00B45KP075 has beta of 0.0832 . This indicates as returns on market go up, IE00B45KP075 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IE00B45KP075 IR will be expected to be much smaller as well. Moreover, IE00B45KP075 IR has an alpha of 0.0714 implying that it can potentially generate 0.0714% excess return over DOW after adjusting for the inherited market risk (beta).
IE00B45KP075 Return VolatilityIE00B45KP075 IR accepts 1.2336% volatility on return distribution over the 30 days horizon. DOW inherits 1.2959% risk (volatility on return distribution) over the 30 days horizon.