|Horizon||30 Days Login to change|
MRF Market Sensitivity
MRF Limited Technical Analysis
MRF Projected Return Density Against MarketAssuming 30 trading days horizon, MRF has beta of 0.1561 indicating as returns on market go up, MRF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding MRF Limited will be expected to be much smaller as well. Moreover, MRF Limited has an alpha of 0.3803 implying that it can potentially generate 0.3803% excess return over DOW after adjusting for the inherited market risk (beta).
MRF Return VolatilityMRF Limited assumes 1.0129% volatility of returns over the 30 days investment horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.