|Horizon||30 Days Login to change|
Colchester Lcl Market Sensitivity
|As returns on market increase, returns on owning Colchester Lcl are expected to decrease at a much smaller rate. During bear market, Colchester Lcl is likely to outperform the market.One Month Beta |Analyze Colchester Lcl Mkts Demand TrendCheck current 30 days Colchester Lcl correlation with market (DOW)|
β = -5.0E-4
Colchester Lcl Mkts Technical Analysis
Colchester Lcl Projected Return Density Against MarketAssuming 30 trading days horizon, Colchester Lcl Mkts Rl Ret Bd B USDH Acc has beta of -5.0E-4 . This indicates as returns on benchmark increase, returns on holding Colchester Lcl are expected to decrease at a much smaller rate. During bear market, however, Colchester Lcl Mkts Rl Ret Bd B USDH Acc is likely to outperform the market. Moreover, Colchester Lcl Mkts Rl Ret Bd B USDH Acc has an alpha of 0.037 implying that it can potentially generate 0.037% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Colchester Lcl Return VolatilityColchester Lcl Mkts Rl Ret Bd B USDH Acc accepts 0.829% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.