|Horizon||30 Days Login to change|
Kames Abs Market Sensitivity
|As returns on market increase, Kames Abs returns are expected to increase less than the market. However during bear market, the loss on holding Kames Abs will be expected to be smaller as well.One Month Beta |Analyze Kames Abs Ret Demand TrendCheck current 30 days Kames Abs correlation with market (DOW)|
β = 0.007
Kames Abs Ret Technical Analysis
Kames Abs Projected Return Density Against MarketAssuming 30 trading days horizon, Kames Abs has beta of 0.007 . This indicates as returns on market go up, Kames Abs average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Kames Abs Ret Bd Glbl C GBP Acc will be expected to be much smaller as well. Additionally, Kames Abs Ret Bd Glbl C GBP 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
Kames Abs Return VolatilityKames Abs Ret Bd Glbl C GBP Acc accepts 0.0556% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.