Lindsell Train (Ireland) Backtesting

IE00B644PG05 -- Ireland Fund  

GBp 317.00  10.00  3.26%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Lindsell Train Global Equity A and determine expected loss or profit from investing in Lindsell Train over given investment horizon. Please also check Lindsell Train Hype Analysis, Lindsell Train Correlation, Portfolio Optimization, Lindsell Train Volatility as well as analyze Lindsell Train Alpha and Beta and Lindsell Train Performance.
 Time Horizon     30 Days    Login   to change

Lindsell Train 'What if' Analysis

June 23, 2018
No Change 0.00  0.0%
In 31 days
July 23, 2018
If you would invest  0.00  in Lindsell Train on June 23, 2018 and sell it all today you would earn a total of 0.00 from holding Lindsell Train Global Equity A or generate 0.0% return on investment in Lindsell Train over 30 days. The investment objective of the Sub-Fund is to achieve capital and income growth over the long term

Lindsell Train Upside/Downside Indicators


Lindsell Train Market Premium Indicators

Lindsell Train Global Backtested Returns

Macroaxis considers Lindsell Train not too risky given 1 month investment horizon. Lindsell Train Global has Sharpe Ratio of 0.3984 which conveys that Lindsell Train Global had 0.3984% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. By analyzing Lindsell Train Global technical indicators you can presently evaluate if the expected return of 0.5484% is justified by implied risk. Please exercise Lindsell Train Global Equity A to check out if our risk estimates are consistent with your expectations. The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Lindsell Train are completely uncorrelated. Although it is vital to follow to Lindsell Train Global price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for Lindsell Train which you can use to evaluate performance of the organization.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.40 

Average predictability

Lindsell Train Global Equity A has average predictability. Overlapping area represents the amount of predictability between Lindsell Train time series from June 23, 2018 to July 8, 2018 and July 8, 2018 to July 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lindsell Train Global price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Lindsell Train price fluctuation can be explain by its past prices.
Correlation Coefficient 0.4
Spearman Rank Test 0.4
Price Variance 21.5
Lagged Price Variance 5.19

Lindsell Train Global lagged returns against current returns

 Current and Lagged Values 

Lindsell Train regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Lindsell Train Lagged Returns

 Regressed Prices 

Did you try this?

Run Balance Of Power Now

Balance Of Power

Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
All  Next Launch Balance Of Power

Build Optimal Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Lindsell Train Hype Analysis, Lindsell Train Correlation, Portfolio Optimization, Lindsell Train Volatility as well as analyze Lindsell Train Alpha and Beta and Lindsell Train Performance. Please also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.