|Horizon||30 Days Login to change|
Polar Capital Market Sensitivity
|As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.One Month Beta |Analyze Polar Capital Japan Demand TrendCheck current 30 days Polar Capital correlation with market (DOW)|
β = 0.5883
Polar Capital Japan Technical Analysis
Polar Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Polar Capital has beta of 0.5883 . This indicates as returns on market go up, Polar Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Polar Capital Japan Alpha C GBP will be expected to be much smaller as well. Additionally, Polar Capital Japan Alpha C GBP 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
Polar Capital Return VolatilityPolar Capital Japan Alpha C GBP 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.