LCJ FX (Ireland) Risk Analysis And Volatility Evaluation

10220221 -- Ireland Fund  

GBP 1,317  5.32  0.41%

Our way of estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for LCJ FX which you can use to evaluate future volatility of the entity. Please verify LCJ FX FD B GBP Market Risk Adjusted Performance of (0.09) and Mean Deviation of 0.1734 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LCJ FX Market Sensitivity

As returns on market increase, returns on owning LCJ FX are expected to decrease at a much smaller rate. During bear market, LCJ FX is likely to outperform the market.
2 Months Beta |Analyze LCJ FX FD Demand Trend
Check current 30 days LCJ FX correlation with market (DOW)
β = -0.0522

LCJ FX Central Daily Price Deviation

LCJ FX FD Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

LCJ FX Projected Return Density Against Market

Assuming 30 trading days horizon, LCJ FX FD B GBP has beta of -0.0522 . This suggests as returns on benchmark increase, returns on holding LCJ FX are expected to decrease at a much smaller rate. During bear market, however, LCJ FX FD B GBP is likely to outperform the market. Additionally, LCJ FX FD B GBP has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0042
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.72

LCJ FX Return Volatility

LCJ FX FD B GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3173% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Portfolio Reporting Now

   

Portfolio Reporting

Create custom reports across your portfolios and generate quick suggestion pitch
All  Next Launch Portfolio Reporting

Investment Outlook

LCJ FX Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than LCJ FX FD B GBP. 0% of all equities and portfolios are less risky than LCJ FX. Compared to the overall equity markets, volatility of historical daily returns of LCJ FX FD B GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LCJ FX FD B GBP to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of LCJ FX to be traded at £1383.35 in 30 days. As returns on market increase, returns on owning LCJ FX are expected to decrease at a much smaller rate. During bear market, LCJ FX is likely to outperform the market.

LCJ FX correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LCJ FX FD B GBP and equity matching DJI index in the same portfolio.

LCJ FX Volatility Indicators

LCJ FX FD B GBP Current Risk Indicators

Check also Trending Equities. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com