|Horizon||30 Days Login to change|
Russell Global Market Sensitivity
|As returns on market increase, Russell Global returns are expected to increase less than the market. However during bear market, the loss on holding Russell Global will be expected to be smaller as well.One Month Beta |Analyze Russell Global Bond Demand TrendCheck current 30 days Russell Global correlation with market (DOW)|
β = 0.0971
Russell Global Bond Technical Analysis
Russell Global Projected Return Density Against MarketAssuming 30 trading days horizon, Russell Global has beta of 0.0971 . This indicates as returns on market go up, Russell Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Russell Global Bond Q EUR will be expected to be much smaller as well. Moreover, Russell Global Bond Q EUR has an alpha of 0.1937 implying that it can potentially generate 0.1937% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Russell Global Return VolatilityRussell Global Bond Q EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.