|Horizon||30 Days Login to change|
Sanlam FOUR Market Sensitivity
Sanlam FOUR Multi Technical Analysis
Sanlam FOUR Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam FOUR Multi Strat GBP A has beta of -39.1177 . This indicates as returns on its benchmark rise, returns on holding Sanlam FOUR Multi Strat GBP A are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Sanlam FOUR is expected to outperform its benchmark. In addition to that, Sanlam FOUR Multi Strat GBP A has an alpha of 218.2946 implying that it can potentially generate 218.2946% excess return over DOW after adjusting for the inherited market risk (beta).
Sanlam FOUR Return VolatilitySanlam FOUR Multi Strat GBP A accepts 0.5299% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.