|Horizon||30 Days Login to change|
Rogge Selective Market Sensitivity
|As returns on market increase, returns on owning Rogge Selective are expected to decrease at a much smaller rate. During bear market, Rogge Selective is likely to outperform the market.One Month Beta |Analyze Rogge Selective Glbl Demand TrendCheck current 30 days Rogge Selective correlation with market (DOW)|
β = -0.0538
Rogge Selective Glbl Technical Analysis
Rogge Selective Projected Return Density Against MarketAssuming 30 trading days horizon, Rogge Selective Glbl Hi Yld Bd Fdr has beta of -0.0538 . This indicates as returns on benchmark increase, returns on holding Rogge Selective are expected to decrease at a much smaller rate. During bear market, however, Rogge Selective Glbl Hi Yld Bd Fdr is likely to outperform the market. Additionally, Rogge Selective Glbl Hi Yld Bd Fdr 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
Rogge Selective Return VolatilityRogge Selective Glbl Hi Yld Bd Fdr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.