Legg Mason (Ireland) Risk Analysis And Volatility

F00000NE4W -- Ireland Fund  

EUR 124.04  0.15  0.12%

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 Legg Mason which you can use to evaluate future volatility of the organization. Please verify Legg Mason BW Glb Fxd Inc Prem Acc HgAH Mean Deviation of 0.4322 and Risk Adjusted Performance of (0.22) to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Legg Mason Market Sensitivity

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.
2 Months Beta |Analyze Legg Mason BW Demand Trend
Check current 30 days Legg Mason correlation with market (DOW)
β = -0.1023

Legg Mason Central Daily Price Deviation

Legg Mason BW Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of twenty-three. Legg Mason BW Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Legg Mason Projected Return Density Against Market

Assuming 30 trading days horizon, Legg Mason BW Glb Fxd Inc Prem Acc HgAH has beta of -0.1023 suggesting as returns on benchmark increase, returns on holding Legg Mason are expected to decrease at a much smaller rate. During bear market, however, Legg Mason BW Glb Fxd Inc Prem Acc HgAH is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Legg Mason BW is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.2
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.57

Legg Mason Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6548% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Legg Mason Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Legg Mason BW Glb Fxd Inc Prem Acc HgAH. 0% of all equities and portfolios are less risky than Legg Mason. Compared to the overall equity markets, volatility of historical daily returns of Legg Mason BW Glb Fxd Inc Prem Acc HgAH is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Legg Mason BW Glb Fxd Inc Prem Acc HgAH to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Legg Mason to be traded at €130.24 in 30 days. . 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.

Legg Mason correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Legg Mason BW Glb Fxd Inc Prem and equity matching DJI index in the same portfolio.

Legg Mason Current Risk Indicators

Legg Mason Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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