|Horizon||30 Days Login to change|
Dimensional Glb Market Sensitivity
|As returns on market increase, returns on owning Dimensional Glb are expected to decrease at a much smaller rate. During bear market, Dimensional Glb is likely to outperform the market.One Month Beta |Analyze Dimensional Glb S Demand TrendCheck current 30 days Dimensional Glb correlation with market (DOW)|
β = -0.0474
Dimensional Glb S Technical Analysis
Dimensional Glb Projected Return Density Against MarketAssuming 30 trading days horizon, Dimensional Glb S T Inv Gr Fxd IncGBPAcc has beta of -0.0474 . This indicates as returns on benchmark increase, returns on holding Dimensional Glb are expected to decrease at a much smaller rate. During bear market, however, Dimensional Glb S T Inv Gr Fxd IncGBPAcc is likely to outperform the market. Moreover, Dimensional Glb S T Inv Gr Fxd IncGBPAcc has an alpha of 0.0099 implying that it can potentially generate 0.0099% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Dimensional Glb Return VolatilityDimensional Glb S T Inv Gr Fxd IncGBPAcc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.