|Horizon||30 Days Login to change|
Artisan Global Market Sensitivity
|As returns on market increase, returns on owning Artisan Global are expected to decrease at a much smaller rate. During bear market, Artisan Global is likely to outperform the market.One Month Beta |Analyze Artisan Global Value Demand TrendCheck current 30 days Artisan Global correlation with market (DOW)|
β = -0.3065
Artisan Global Value Technical Analysis
Artisan Global Projected Return Density Against MarketAssuming 30 trading days horizon, Artisan Global Value I EUR Acc has beta of -0.3065 . This indicates as returns on benchmark increase, returns on holding Artisan Global are expected to decrease at a much smaller rate. During bear market, however, Artisan Global Value I EUR Acc is likely to outperform the market. Additionally, Artisan Global Value I EUR Acc 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
Artisan Global Return VolatilityArtisan Global Value I EUR Acc accepts 0.0894% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.