|Horizon||30 Days Login to change|
Legg Mason Market Sensitivity
Legg Mason BW Technical Analysis
Legg Mason Projected Return Density Against MarketAssuming 30 trading days horizon, Legg Mason has beta of 0.1351 . This indicates as returns on market go up, Legg Mason average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Legg Mason BW Glbl Dyn US Eq A USD Acc will be expected to be much smaller as well. Additionally, Legg Mason BW Glbl Dyn US Eq 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
Legg Mason Return VolatilityLegg Mason BW Glbl Dyn US Eq A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.