|Horizon||30 Days Login to change|
Davy Defensive Market Sensitivity
Davy Defensive Equity Technical Analysis
Davy Defensive Projected Return Density Against MarketAssuming 30 trading days horizon, Davy Defensive Equityome H GBP has beta of -505.0677 . This indicates as returns on its benchmark rise, returns on holding Davy Defensive Equityome H GBP are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Davy Defensive is expected to outperform its benchmark. In addition to that, Davy Defensive Equityome H GBP has an alpha of 366.2307 implying that it can potentially generate 366.2307% excess return over DOW after adjusting for the inherited market risk (beta).
Davy Defensive Return VolatilityDavy Defensive Equityome H GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2898% risk (volatility on return distribution) over the 30 days horizon.