|Horizon||30 Days Login to change|
Taya Investment Market Sensitivity
|As returns on market increase, returns on owning Taya Investment are expected to decrease at a much smaller rate. During bear market, Taya Investment is likely to outperform the market.One Month Beta |Analyze Taya Investment Co Demand TrendCheck current 30 days Taya Investment correlation with market (DOW)|
β = -0.3151
Taya Investment Co Technical Analysis
Taya Investment Projected Return Density Against MarketAssuming 30 trading days horizon, Taya Investment Co Ltd has beta of -0.3151 . This entails as returns on benchmark increase, returns on holding Taya Investment are expected to decrease at a much smaller rate. During bear market, however, Taya Investment Co Ltd is likely to outperform the market. Additionally, Taya Investment Co Ltd 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
Taya Investment Return VolatilityTaya Investment Co Ltd accepts 1.6888% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.