|Horizon||30 Days Login to change|
Legg Mason Market Sensitivity
|One Month Beta |Analyze Legg Mason MC Demand TrendCheck current 30 days Legg Mason correlation with market (DOW)|
β = -0.891
Legg Mason MC Technical Analysis
Legg Mason Projected Return Density Against MarketAssuming 30 trading days horizon, Legg Mason MC Asia Lg Trm Uncons F Acc has beta of -0.891 . This indicates Moreover, Legg Mason MC Asia Lg Trm Uncons F Acc has an alpha of 0.0858 implying that it can potentially generate 0.0858% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Legg Mason Return VolatilityLegg Mason MC Asia Lg Trm Uncons F Acc accepts 1.4661% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.