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.
|15 days auto-correlation|| 0.40 |
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|