|Horizon||30 Days Login to change|
Gramercy Corp Market Sensitivity
|As returns on market increase, Gramercy Corp returns are expected to increase less than the market. However during bear market, the loss on holding Gramercy Corp will be expected to be smaller as well.One Month Beta |Analyze Gramercy Corp Emerg Demand TrendCheck current 30 days Gramercy Corp correlation with market (DOW)|
β = 0.0111
Gramercy Corp Emerg Technical Analysis
Gramercy Corp Projected Return Density Against MarketAssuming 30 trading days horizon, Gramercy Corp has beta of 0.0111 . This indicates as returns on market go up, Gramercy Corp average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Gramercy Corp Emerg Mkt Dbt W I USD Acc will be expected to be much smaller as well. Additionally, Gramercy Corp Emerg Mkt Dbt W I 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
Gramercy Corp Return VolatilityGramercy Corp Emerg Mkt Dbt W I USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.