|Horizon||30 Days Login to change|
Sapiens International Market Sensitivity
|As returns on market increase, returns on owning Sapiens International are expected to decrease at a much smaller rate. During bear market, Sapiens International is likely to outperform the market.One Month Beta |Analyze Sapiens International Demand TrendCheck current 30 days Sapiens International correlation with market (DOW)|
β = -0.1646
Sapiens International Technical Analysis
Sapiens International Projected Return Density Against MarketAssuming 30 trading days horizon, Sapiens International Corporation N V has beta of -0.1646 . This entails as returns on benchmark increase, returns on holding Sapiens International are expected to decrease at a much smaller rate. During bear market, however, Sapiens International Corporation N V is likely to outperform the market. Moreover, Sapiens International Corporation N V has an alpha of 0.0251 implying that it can potentially generate 0.0251% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Sapiens International Return VolatilitySapiens International Corporation N V accepts 1.5151% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.