LGT Alpha (Ireland) Risk Analysis And Volatility

F00000P9QP -- Ireland Fund  

USD 1,000  3.17  0.32%

Our approach into 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 LGT Alpha which you can use to evaluate future volatility of the organization. Please verify LGT Alpha Generix Global Ret UCITS R USD Risk Adjusted Performance of (0.13), Mean Deviation of 0.7399 and Market Risk Adjusted Performance of 0.4249 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LGT Alpha Market Sensitivity

As returns on market increase, returns on owning LGT Alpha are expected to decrease at a much smaller rate. During bear market, LGT Alpha is likely to outperform the market.
2 Months Beta |Analyze LGT Alpha Generix Demand Trend
Check current 30 days LGT Alpha correlation with market (DOW)
β = -0.5481

LGT Alpha Central Daily Price Deviation

LGT Alpha Generix Technical Analysis

Transformation
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LGT Alpha Projected Return Density Against Market

Assuming 30 trading days horizon, LGT Alpha Generix Global Ret UCITS R USD has beta of -0.5481 suggesting as returns on benchmark increase, returns on holding LGT Alpha are expected to decrease at a much smaller rate. During bear market, however, LGT Alpha Generix Global Ret UCITS R USD 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. LGT Alpha Generix is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.19
β
Beta against DOW=0.55
σ
Overall volatility
=0.00
Ir
Information ratio =0.25

LGT Alpha Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LGT Alpha Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

LGT Alpha Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than LGT Alpha Generix Global Ret UCITS R USD. 0% of all equities and portfolios are less risky than LGT Alpha. Compared to the overall equity markets, volatility of historical daily returns of LGT Alpha Generix Global Ret UCITS R USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LGT Alpha Generix Global Ret UCITS R USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of LGT Alpha to be traded at $1050.2 in 30 days. . As returns on market increase, returns on owning LGT Alpha are expected to decrease at a much smaller rate. During bear market, LGT Alpha is likely to outperform the market.

LGT Alpha correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LGT Alpha Generix Global Ret U and equity matching DJI index in the same portfolio.

LGT Alpha Volatility Indicators

LGT Alpha Generix Global Ret UCITS R USD Current Risk Indicators

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