|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.One Month Beta |Analyze GAM Star Cautious Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = 0.3621
GAM Star Cautious Technical Analysis
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star has beta of 0.3621 . This indicates as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Cautious A USD Acc will be expected to be much smaller as well. Additionally, GAM Star Cautious A USD Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
GAM Star Return VolatilityGAM Star Cautious A USD Acc accepts 0.7704% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.