|Horizon||30 Days Login to change|
Pzena Global Expanded Technical Analysis
Pzena Global Projected Return Density Against MarketAssuming 30 trading days horizon, Pzena Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Pzena Global are completely uncorrelated. Furthermore, Pzena Global Expanded Value A GBP AccIt does not look like Pzena Global alpha can have any bearing on the equity current valuation.
Predicted Return Density
Pzena Global Return VolatilityPzena Global Expanded Value A GBP Acc accepts 1.4682% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.