|Horizon||30 Days Login to change|
Williamson Magor Market Sensitivity
|As returns on market increase, Williamson Magor returns are expected to increase less than the market. However during bear market, the loss on holding Williamson Magor will be expected to be smaller as well.One Month Beta |Analyze Williamson Magor Demand TrendCheck current 30 days Williamson Magor correlation with market (DOW)|
β = 0.0925
Williamson Magor Central Daily Price Deviation
Williamson Magor Technical Analysis
Williamson Magor Projected Return Density Against MarketAssuming 30 trading days horizon, Williamson Magor has beta of 0.0925 . This means as returns on market go up, Williamson Magor average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Williamson Magor Co Limited will be expected to be much smaller as well. Moreover, Williamson Magor Co Limited has an alpha of 0.5674 implying that it can potentially generate 0.5674% excess return over DOW after adjusting for the inherited market risk (beta).
Williamson Magor Return VolatilityWilliamson Magor Co Limited accepts 3.9351% volatility on return distribution over the 30 days horizon. DOW inherits 1.1779% risk (volatility on return distribution) over the 30 days horizon.