|Horizon||30 Days Login to change|
SANGAM ADVISORS Market Sensitivity
|As returns on market increase, returns on owning SANGAM ADVISORS are expected to decrease at a much smaller rate. During bear market, SANGAM ADVISORS is likely to outperform the market.One Month Beta |Analyze SANGAM ADVISORS LTD Demand TrendCheck current 30 days SANGAM ADVISORS correlation with market (DOW)|
β = -0.2232
SANGAM ADVISORS LTD Technical Analysis
SANGAM ADVISORS Projected Return Density Against MarketAssuming 30 trading days horizon, SANGAM ADVISORS LTD has beta of -0.2232 . This entails as returns on benchmark increase, returns on holding SANGAM ADVISORS are expected to decrease at a much smaller rate. During bear market, however, SANGAM ADVISORS LTD is likely to outperform the market. Moreover, SANGAM ADVISORS LTD has an alpha of 0.2728 implying that it can potentially generate 0.2728% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
SANGAM ADVISORS Return VolatilitySANGAM ADVISORS LTD assumes 0.0% volatility of returns over the 30 days investment horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.