Liontrust (Ireland) Risk Analysis And Volatility Evaluation

F00000U3Y1 -- Ireland Fund  

GBp 1,398  26.00  1.83%

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 Mean Deviation of 0.36 and Risk Adjusted Performance of 0.50 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.
One Month Beta |Analyze Liontrust GF UK Demand Trend
Check current 30 days Liontrust correlation with market (DOW)
β = 0.0181

Liontrust Central Daily Price Deviation

Liontrust GF UK Technical Analysis

Transformation
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Liontrust Projected Return Density Against Market

Assuming 30 trading days horizon, Liontrust has beta of 0.0181 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, Liontrust GF UK Growth C1 Acc 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
=0.25
β
Beta against DOW=0.0181
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

Liontrust Return Volatility

Liontrust GF UK Growth C1 Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Liontrust Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Liontrust Investment Opportunity

DOW has a standard deviation of returns of 1.32 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 against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Liontrust to be traded at p;1356.06 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

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