|Horizon||30 Days Login to change|
Kokuyo Camlin Market Sensitivity
|One Month Beta |Analyze Kokuyo Camlin Limited Demand TrendCheck current 30 days Kokuyo Camlin correlation with market (DOW)|
β = -0.9114
Kokuyo Camlin Limited Technical Analysis
Kokuyo Camlin Projected Return Density Against MarketAssuming 30 trading days horizon, Kokuyo Camlin Limited has beta of -0.9114 indicating Moreover, Kokuyo Camlin Limited has an alpha of 0.6797 implying that it can potentially generate 0.6797% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Kokuyo Camlin Return VolatilityKokuyo Camlin Limited accepts 1.6365% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.