|Horizon||30 Days Login to change|
Ucal Fuel Market Sensitivity
|As returns on market increase, Ucal Fuel returns are expected to increase less than the market. However during bear market, the loss on holding Ucal Fuel will be expected to be smaller as well.One Month Beta |Analyze Ucal Fuel Systems Demand TrendCheck current 30 days Ucal Fuel correlation with market (DOW)|
β = 0.7248
Ucal Fuel Systems Technical Analysis
Ucal Fuel Projected Return Density Against MarketAssuming 30 trading days horizon, Ucal Fuel has beta of 0.7248 . This entails as returns on market go up, Ucal Fuel average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Ucal Fuel Systems Limited will be expected to be much smaller as well. Moreover, Ucal Fuel Systems Limited has an alpha of 0.2762 implying that it can potentially generate 0.2762% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Ucal Fuel Return VolatilityUcal Fuel Systems Limited accepts 3.0381% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.