|Horizon||30 Days Login to change|
A Levy Market Sensitivity
|As returns on market increase, A Levy returns are expected to increase less than the market. However during bear market, the loss on holding A Levy will be expected to be smaller as well.One Month Beta |Analyze A Levy Investments Demand TrendCheck current 30 days A Levy correlation with market (DOW)|
β = 0.2744
A Levy Investments Technical Analysis
A Levy Projected Return Density Against MarketAssuming 30 trading days horizon, A Levy has beta of 0.2744 indicating as returns on market go up, A Levy average returns are expected to increase less than the benchmark. However during bear market, the loss on holding A Levy Investments and Construction Ltd will be expected to be much smaller as well. Moreover, A Levy Investments and Construction Ltd has an alpha of 0.6453 implying that it can potentially generate 0.6453% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
A Levy Return VolatilityA Levy Investments and Construction Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.