Legg Mason (Ireland) Manager Performance Evaluation

F00000NE4W -- Ireland Fund  

EUR 124.57  0.26  0.21%

The fund secures Beta (Market Risk) of -0.1008 which conveys that as returns on market increase, returns on owning Legg Mason are expected to decrease at a much smaller rate. During bear market, Legg Mason is likely to outperform the market.. Even though it is essential to pay attention to Legg Mason BW price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Legg Mason exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Legg Mason BW Relative Risk vs. Return Landscape

If you would invest  12,492  in Legg Mason BW Glb Fxd Inc Prem Acc HgAH on September 22, 2018 and sell it today you would lose (35.00)  from holding Legg Mason BW Glb Fxd Inc Prem Acc HgAH or give up 0.28% of portfolio value over 30 days. Legg Mason BW Glb Fxd Inc Prem Acc HgAH is generating negative expected returns and assumes 0.1618% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Legg Mason BW Glb Fxd Inc Prem Acc HgAH and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Legg Mason BW Glb Fxd Inc Prem Acc HgAH is expected to generate 0.15 times more return on investment than the market. However, the company is 6.56 times less risky than the market. It trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

Legg Mason Current Valuation

Not valued
October 22, 2018
124.57
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Legg Mason is Unknown risk asset. Legg Mason BW last-minute Real Value cannot be determined due to lack of data. The latest price of Legg Mason BW is €124.57. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Legg Mason BW from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Legg Mason Market Risk Analysis

Sharpe Ratio = -0.5774
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Legg Mason Relative Performance Indicators

Estimated Market Risk
 0.16
  actual daily
 
 99 %
of total potential
  
Expected Return
 -0.09
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Legg Mason is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Legg Mason by adding it to a well-diversified portfolio.

Legg Mason Performance Rating

Legg Mason BW Glb Fxd Inc Prem Acc HgAH Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Legg Mason BW Glb Fxd Inc Prem Acc HgAH has generated negative risk-adjusted returns adding no value to fund investors.

Legg Mason Alerts

Equity Alerts and Improvement Suggestions

Legg Mason BW is not yet fully synchronised with the market data
Legg Mason BW generates negative expected return over the last 30 days
The fund retains about 53.73% of its assets under management (AUM) in cash

Legg Mason Performance Indicators

Legg Mason BW Basic Price Performance Measures

Annual Report Expense Ratio0.75%
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