|Horizon||30 Days Login to change|
Taya Investment Market Sensitivity
Taya Investment Technical Analysis
Taya Investment Projected Return Density Against MarketAssuming 30 trading days horizon, Taya Investment has beta of 0.2032 . This entails as returns on market go up, Taya Investment average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Taya Investment Co Ltd will be expected to be much smaller as well. Moreover, Taya Investment Co Ltd has an alpha of 0.1042 implying that it can potentially generate 0.1042% excess return over DOW after adjusting for the inherited market risk (beta).
Taya Investment Return VolatilityTaya Investment Co Ltd accepts 2.7244% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.