|Horizon||30 Days Login to change|
T T Market Sensitivity
T T Limited Technical Analysis
T T Projected Return Density Against MarketAssuming 30 trading days horizon, the stock has beta coefficient of 1.6569 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, T T will likely underperform. Moreover, T T Limited has an alpha of 0.5226 implying that it can potentially generate 0.5226% excess return over DOW after adjusting for the inherited market risk (beta).
T T Return VolatilityT T Limited assumes 2.2836% volatility of returns over the 30 days investment horizon. DOW inherits 1.2197% risk (volatility on return distribution) over the 30 days horizon.