LGT Alpha (Ireland) Risk Analysis And Volatility Evaluation

F00000P9QP -- Ireland Fund  

USD 999.33  2.12  0.21%

We consider LGT Alpha unknown risk. LGT Alpha Generix has Sharpe Ratio of 0.5 which conveys that LGT Alpha Generix had 0.5% of return per unit of standard deviation over the last 1 month. Our approach into estimating volatility of a fund is to use all available market data together with company 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 11.17, Mean Deviation of 0.5445 and Risk Adjusted Performance of 0.16 to check out if risk estimate we provide are consistent with the epected return of 0.0532%.
 Time 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.
One Month Beta |Analyze LGT Alpha Generix Demand Trend
Check current 30 days LGT Alpha correlation with market (DOW)
β = -0.0268
LGT Alpha Almost negative betaLGT Alpha Generix Beta Legend

LGT Alpha Generix Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, LGT Alpha Generix Global Ret UCITS R USD has beta of -0.0268 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, 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 
Assuming 30 trading days horizon, the coefficient of variation of LGT Alpha is 200.0. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of LGT Alpha Generix Global Ret UCITS R USD is currently at 0.08. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.3
β
Beta against DOW=0.03
σ
Overall volatility
=0.11
Ir
Information ratio =0.46

Actual Return Volatility

LGT Alpha Generix Global Ret UCITS R USD accepts 0.1063% volatility on return distribution over the 30 days horizon. DOW inherits 0.5751% 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

Unaffected

Investment Outlook

LGT Alpha Investment Opportunity
DOW has a standard deviation of returns of 0.58 and is 5.27 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 $1049.3 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

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.
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