|Horizon||30 Days Login to change|
Heptagon European Market Sensitivity
|As returns on market increase, returns on owning Heptagon European are expected to decrease at a much smaller rate. During bear market, Heptagon European is likely to outperform the market.One Month Beta |Analyze Heptagon European Focus Demand TrendCheck current 30 days Heptagon European correlation with market (DOW)|
β = -0.0762
Heptagon European Central Daily Price Deviation
Heptagon European Focus Technical Analysis
Heptagon European Projected Return Density Against MarketAssuming 30 trading days horizon, Heptagon European Focus Equity B EUR Acc has beta of -0.0762 . This indicates as returns on benchmark increase, returns on holding Heptagon European are expected to decrease at a much smaller rate. During bear market, however, Heptagon European Focus Equity B EUR Acc is likely to outperform the market. Additionally, Heptagon European Focus Equity B EUR Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Heptagon European Return VolatilityHeptagon European Focus Equity B EUR Acc 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.