London Capital (Ireland) Risk Analysis And Volatility Evaluation

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 London Capital which you can use to evaluate future volatility of the organization. Please verify London Capital Glbl Bal Fxd I Mean Deviation of 0.0916 and Risk Adjusted Performance of (0.09) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

London Capital Market Sensitivity

As returns on market increase, returns on owning London Capital are expected to decrease at a much smaller rate. During bear market, London Capital is likely to outperform the market.
2 Months Beta |Analyze London Capital Glbl Demand Trend
Check current 30 days London Capital correlation with market (DOW)
β = -0.0058

London Capital Central Daily Price Deviation

London Capital Glbl Technical Analysis

Transformation
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London Capital Projected Return Density Against Market

Assuming 30 trading days horizon, London Capital Glbl Bal Fxd I has beta of -0.0058 suggesting as returns on benchmark increase, returns on holding London Capital are expected to decrease at a much smaller rate. During bear market, however, London Capital Glbl Bal Fxd I is likely to outperform the market. Additionally, London Capital Glbl Bal Fxd I 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
=0.01
β
Beta against DOW=0.0058
σ
Overall volatility
=0.00
Ir
Information ratio =1.00

London Capital Return Volatility

London Capital Glbl Bal Fxd I accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

London Capital Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

London Capital Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than London Capital Glbl Bal Fxd I. 0% of all equities and portfolios are less risky than London Capital. Compared to the overall equity markets, volatility of historical daily returns of London Capital Glbl Bal Fxd I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use London Capital Glbl Bal Fxd I to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of London Capital to be traded at $0.0 in 30 days. As returns on market increase, returns on owning London Capital are expected to decrease at a much smaller rate. During bear market, London Capital is likely to outperform the market.

London Capital correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding London Capital Glbl Bal Fxd In and equity matching DJI index in the same portfolio.

London Capital Volatility Indicators

London Capital Glbl Bal Fxd I Current Risk Indicators

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