|Horizon||30 Days Login to change|
Sanlam BIFM Market Sensitivity
Sanlam BIFM World Technical Analysis
Sanlam BIFM Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam BIFM World Equity A USD Acc has beta of -0.0101 . This indicates as returns on benchmark increase, returns on holding Sanlam BIFM are expected to decrease at a much smaller rate. During bear market, however, Sanlam BIFM World Equity A USD Acc is likely to outperform the market. Moreover, Sanlam BIFM World Equity A USD Acc has an alpha of 0.0513 implying that it can potentially generate 0.0513% excess return over DOW after adjusting for the inherited market risk (beta).
Sanlam BIFM Return VolatilitySanlam BIFM World Equity A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.