|Horizon||30 Days Login to change|
Spinnaker Emerg Market Sensitivity
|As returns on market increase, returns on owning Spinnaker Emerg are expected to decrease by larger amounts. On the other hand, during market turmoil, Spinnaker Emerg is expected to significantly outperform it.One Month Beta |Analyze Spinnaker Emerg Mkts Demand TrendCheck current 30 days Spinnaker Emerg correlation with market (DOW)|
β = -794.0162
Spinnaker Emerg Mkts Technical Analysis
Spinnaker Emerg Projected Return Density Against MarketAssuming 30 trading days horizon, Spinnaker Emerg Mkts Macro S1 GBP has beta of -794.0162 . This indicates as returns on its benchmark rise, returns on holding Spinnaker Emerg Mkts Macro S1 GBP are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Spinnaker Emerg is expected to outperform its benchmark. In addition to that, Spinnaker Emerg Mkts Macro S1 GBP has an alpha of 567.5227 implying that it can potentially generate 567.5227% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Spinnaker Emerg Return VolatilitySpinnaker Emerg Mkts Macro S1 GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.