|Horizon||30 Days Login to change|
BrandywineGLOBAL Market Sensitivity
|As returns on market increase, BrandywineGLOBAL returns are expected to increase less than the market. However during bear market, the loss on holding BrandywineGLOBAL will be expected to be smaller as well.One Month Beta |Analyze BrandywineGLOBAL Global Demand TrendCheck current 30 days BrandywineGLOBAL correlation with market (DOW)|
β = 0.1098
BrandywineGLOBAL Global Technical Analysis
BrandywineGLOBAL Projected Return Density Against MarketAssuming 30 trading days horizon, BrandywineGLOBAL has beta of 0.1098 indicating as returns on market go up, BrandywineGLOBAL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BrandywineGLOBAL Global Opp Bond C will be expected to be much smaller as well. Additionally, BrandywineGLOBAL Global Opp Bond C has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
BrandywineGLOBAL Return VolatilityBrandywineGLOBAL Global Opp Bond C shows 0.4556% volatility of returns over 30 trading days. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.