|Horizon||30 Days Login to change|
Sanlam Managed Market Sensitivity
Sanlam Managed Risk Technical Analysis
Sanlam Managed Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam Managed Risk A GBP has beta of -0.0594 . This indicates as returns on benchmark increase, returns on holding Sanlam Managed are expected to decrease at a much smaller rate. During bear market, however, Sanlam Managed Risk A GBP is likely to outperform the market. Additionally, Sanlam Managed Risk A GBP has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Sanlam Managed Return VolatilitySanlam Managed Risk A GBP accepts 0.4811% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% risk (volatility on return distribution) over the 30 days horizon.