London Capital (Ireland) Risk Analysis And Volatility Evaluation

F00000TWNP -- Ireland Fund  

USD 109.56  0.05  0.0457%

We consider London Capital unknown risk. London Capital Glbl has Sharpe Ratio of 0.2235 which conveys that London Capital Glbl had 0.2235% of return per unit of risk over the last 1 month. Our philosophy towards 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 London Capital which you can use to evaluate future volatility of the organization. Please verify London Capital Glbl Bal Fxd I Mean Deviation of 0.0611 and Risk Adjusted Performance of 0.15 to check out if risk estimate we provide are consistent with the epected return of 0.0385%.
 Time 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.
One Month Beta |Analyze London Capital Glbl Demand Trend
Check current 30 days London Capital correlation with market (DOW)
β = -0.0255
London Capital Almost negative betaLondon Capital Glbl Beta Legend

London Capital Glbl 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, London Capital Glbl Bal Fxd I has beta of -0.0255 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 
Assuming 30 trading days horizon, the coefficient of variation of London Capital is 447.52. The daily returns are destributed with a variance of 0.03 and standard deviation of 0.17. The mean deviation of London Capital Glbl Bal Fxd I is currently at 0.11. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
α
Alpha over DOW
=0.03
β
Beta against DOW=0.03
σ
Overall volatility
=0.17
Ir
Information ratio =1.62

Actual Return Volatility

London Capital Glbl Bal Fxd I accepts 0.1723% volatility on return distribution over the 30 days horizon. DOW inherits 0.5701% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

London Capital Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

London Capital Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 3.35 times more volatile than London Capital Glbl Bal Fxd I. 1% 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 1 (%) of all global equities and portfolios over the last 30 days. Use London Capital Glbl Bal Fxd I to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of London Capital to be traded at $115.04 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

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.
Additionally see Investing Opportunities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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