|Horizon||30 Days Login to change|
Sears Holdings Market Sensitivity
Sears Holdings Technical Analysis
Sears Holdings Projected Return Density Against MarketAssuming 30 trading days horizon, Sears Holdings has beta of 0.6128 . This entails as returns on market go up, Sears Holdings average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Sears Holdings Corporation will be expected to be much smaller as well. Additionally, Sears Holdings Corporation has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Sears Holdings Return VolatilitySears Holdings Corporation shows 18.147% volatility of returns over 30 trading days. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.