|Horizon||30 Days Login to change|
JM ST Market Sensitivity
JM ST Instl Technical Analysis
JM ST Projected Return Density Against MarketAssuming 30 trading days horizon, JM ST Instl Fr Div has beta of -0.0099 . This indicates as returns on benchmark increase, returns on holding JM ST are expected to decrease at a much smaller rate. During bear market, however, JM ST Instl Fr Div is likely to outperform the market. Additionally, JM ST Instl Fr Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
JM ST Return VolatilityJM ST Instl Fr Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.