|Horizon||30 Days Login to change|
Man GLG Market Sensitivity
|As returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.One Month Beta |Analyze Man GLG Eurp Demand TrendCheck current 30 days Man GLG correlation with market (DOW)|
β = 0.0783
Man GLG Eurp Technical Analysis
Man GLG Projected Return Density Against MarketAssuming 30 trading days horizon, Man GLG has beta of 0.0783 . This indicates as returns on market go up, Man GLG average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Man GLG Eurp Mid Cap Eq Alt IN Acc will be expected to be much smaller as well. Moreover, Man GLG Eurp Mid Cap Eq Alt IN Acc has an alpha of 0.0044 implying that it can potentially generate 0.0044% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Man GLG Return VolatilityMan GLG Eurp Mid Cap Eq Alt IN Acc accepts 0.5458% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.