|Horizon||30 Days Login to change|
Sanlam Managed Risk Technical Analysis
Sanlam Managed Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam Managed has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Sanlam Managed are completely uncorrelated. Furthermore, Sanlam Managed Risk A GBPIt does not look like Sanlam Managed alpha can have any bearing on the equity current valuation.
Predicted Return Density
Sanlam Managed Return VolatilitySanlam Managed Risk A GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.