|Horizon||30 Days Login to change|
Dodge Cox Market Sensitivity
|As returns on market increase, Dodge Cox returns are expected to increase less than the market. However during bear market, the loss on holding Dodge Cox will be expected to be smaller as well.One Month Beta |Analyze Dodge Cox Worldwide Demand TrendCheck current 30 days Dodge Cox correlation with market (DOW)|
β = 0.0968
Dodge Cox Worldwide Technical Analysis
Dodge Cox Projected Return Density Against MarketAssuming 30 trading days horizon, Dodge Cox has beta of 0.0968 . This indicates as returns on market go up, Dodge Cox average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Dodge Cox Worldwide Intl Stock A EUR will be expected to be much smaller as well. Moreover, Dodge Cox Worldwide Intl Stock A EUR has an alpha of 0.1413 implying that it can potentially generate 0.1413% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Dodge Cox Return VolatilityDodge Cox Worldwide Intl Stock A EUR accepts 3.022% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.