LDI SO (Ireland) Risk Analysis And Volatility Evaluation

11118080 -- Ireland Fund  

GBP 20,549  9,451  31.50%

Our philosophy towards 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 LDI SO which you can use to evaluate future volatility of the organization. Please verify LDI SO 56 60 GBP 1 Mean Deviation of 20.04 and Risk Adjusted Performance of 0.069 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LDI SO Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, LDI SO will likely underperform.
One Month Beta |Analyze LDI SO 56 Demand Trend
Check current 30 days LDI SO correlation with market (DOW)
β = 8.5101
LDI SO Large BetaLDI SO 56 Beta Legend

LDI SO 56 Technical Analysis

Transformation
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LDI SO Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 8.5101 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, LDI SO will likely underperform. In addition to that, LDI SO 56 60 GBP 1 has an alpha of 2.1331 implying that it can potentially generate 2.1331% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=2.13
β
Beta against DOW=8.51
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

LDI SO Return Volatility

LDI SO 56 60 GBP 1 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Analyst Recommendations

Analyst recommendations and target price estimates broken down by several categories
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Investment Outlook

LDI SO Investment Opportunity

DOW has a standard deviation of returns of 0.43 and is 9.223372036854776E16 times more volatile than LDI SO 56 60 GBP 1. 0% of all equities and portfolios are less risky than LDI SO. Compared to the overall equity markets, volatility of historical daily returns of LDI SO 56 60 GBP 1 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LDI SO 56 60 GBP 1 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of LDI SO to be traded at £19521.45 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, LDI SO will likely underperform.

LDI SO correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding LDI SO 56 60 GBP 1 and equity matching DJI index in the same portfolio.

LDI SO Volatility Indicators

LDI SO 56 60 GBP 1 Current Risk Indicators

Check also Trending Equities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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