|Horizon||30 Days Login to change|
UBS Invr Market Sensitivity
|As returns on market increase, UBS Invr returns are expected to increase less than the market. However during bear market, the loss on holding UBS Invr will be expected to be smaller as well.One Month Beta |Analyze UBS Invr Sel Demand TrendCheck current 30 days UBS Invr correlation with market (DOW)|
β = 0.5766
UBS Invr Sel Technical Analysis
UBS Invr Projected Return Density Against MarketAssuming 30 trading days horizon, UBS Invr has beta of 0.5766 . This indicates as returns on market go up, UBS Invr average returns are expected to increase less than the benchmark. However during bear market, the loss on holding UBS Invr Sel PLG GEM Opp USD K will be expected to be much smaller as well. Additionally, UBS Invr Sel PLG GEM Opp USD K 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
UBS Invr Return VolatilityUBS Invr Sel PLG GEM Opp USD K accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.