Liontrust (Ireland) Risk Analysis And Volatility

F00000U3Y1 -- Ireland Fund  

GBp 1,254  26.00  2.03%

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 Liontrust which you can use to evaluate future volatility of the organization. Please verify Liontrust GF UK Growth C1 Acc Risk Adjusted Performance of (0.35) and Mean Deviation of 0.3707 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Liontrust Market Sensitivity

As returns on market increase, Liontrust returns are expected to increase less than the market. However during bear market, the loss on holding Liontrust will be expected to be smaller as well.
2 Months Beta |Analyze Liontrust GF UK Demand Trend
Check current 30 days Liontrust correlation with market (DOW)
β = 0.0126

Liontrust Central Daily Price Deviation

Liontrust GF UK 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.

Liontrust Projected Return Density Against Market

Assuming 30 trading days horizon, Liontrust has beta of 0.0126 suggesting as returns on market go up, Liontrust average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Liontrust GF UK Growth C1 Acc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Liontrust GF UK is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.14
β
Beta against DOW=0.0126
σ
Overall volatility
=0.00
Ir
Information ratio =0.55

Liontrust Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6367% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Liontrust Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Liontrust Investment Opportunity

DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Liontrust GF UK Growth C1 Acc. 0% of all equities and portfolios are less risky than Liontrust. Compared to the overall equity markets, volatility of historical daily returns of Liontrust GF UK Growth C1 Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Liontrust GF UK Growth C1 Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Liontrust to be traded at p;1203.84 in 30 days. . As returns on market increase, Liontrust returns are expected to increase less than the market. However during bear market, the loss on holding Liontrust will be expected to be smaller as well.

Liontrust correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Liontrust GF UK Growth C1 Acc and equity matching DJI index in the same portfolio.

Liontrust Volatility Indicators

Liontrust GF UK Growth C1 Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Search macroaxis.com