|Horizon||30 Days Login to change|
Sears Holdings Market Sensitivity
|As returns on market increase, Sears Holdings returns are expected to increase less than the market. However during bear market, the loss on holding Sears Holdings will be expected to be smaller as well.One Month Beta |Analyze Sears Holdings Demand TrendCheck current 30 days Sears Holdings correlation with market (DOW)|
β = 0.5535
Sears Holdings Technical Analysis
Sears Holdings Projected Return Density Against MarketAssuming 30 trading days horizon, Sears Holdings has beta of 0.5535 . 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
Predicted Return Density
Sears Holdings Return VolatilitySears Holdings Corporation shows 3.3697% volatility of returns over 30 trading days. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.