|Horizon||30 Days Login to change|
Dimensional Glb Market Sensitivity
|As returns on market increase, Dimensional Glb returns are expected to increase less than the market. However during bear market, the loss on holding Dimensional Glb will be expected to be smaller as well.One Month Beta |Analyze Dimensional Glb S Demand TrendCheck current 30 days Dimensional Glb correlation with market (DOW)|
β = 0.0064
Dimensional Glb Central Daily Price Deviation
Dimensional Glb S Technical Analysis
Dimensional Glb Projected Return Density Against MarketAssuming 30 trading days horizon, Dimensional Glb has beta of 0.0064 . This indicates as returns on market go up, Dimensional Glb average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Dimensional Glb S T Inv Gr Fxd IncGBPAcc will be expected to be much smaller as well. Additionally, Dimensional Glb S T Inv Gr Fxd IncGBPAcc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
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 1.2054% risk (volatility on return distribution) over the 30 days horizon.