LGT Alpha (Ireland) Risk Analysis And Volatility Evaluation

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 Market Risk Adjusted Performance of 2.40, Mean Deviation of 0.6066 and Risk Adjusted Performance of 0.36 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, LGT Alpha returns are expected to increase less than the market. However during bear market, the loss on holding LGT Alpha will be expected to be smaller as well.
One Month Beta |Analyze LGT Alpha Generix Demand Trend
Check current 30 days LGT Alpha correlation with market (DOW)
β = 0.1138

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 has beta of 0.1138 suggesting as returns on market go up, LGT Alpha average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LGT Alpha Generix Global Ret UCITS R USD will be expected to be much smaller as well. Additionally, LGT Alpha Generix Global Ret UCITS R USD 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
=0.27
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

LGT Alpha Return Volatility

LGT Alpha Generix Global Ret UCITS R USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LGT Alpha Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

LGT Alpha Investment Opportunity

DOW has a standard deviation of returns of 1.23 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 protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of LGT Alpha to be traded at $0.0 in 30 days. As returns on market increase, LGT Alpha returns are expected to increase less than the market. However during bear market, the loss on holding LGT Alpha will be expected to be smaller as well.

LGT Alpha correlation with market

correlation synergy
Average 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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