|Horizon||30 Days Login to change|
PNC Infratech Market Sensitivity
PNC Infratech Limited Technical Analysis
PNC Infratech Projected Return Density Against MarketAssuming 30 trading days horizon, PNC Infratech Limited has beta of -0.0538 . This implies as returns on benchmark increase, returns on holding PNC Infratech are expected to decrease at a much smaller rate. During bear market, however, PNC Infratech Limited is likely to outperform the market. Moreover, PNC Infratech Limited has an alpha of 0.3624 implying that it can potentially generate 0.3624% excess return over DOW after adjusting for the inherited market risk (beta).
PNC Infratech Return VolatilityPNC Infratech Limited accepts 2.3676% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.