Liontrust (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 Liontrust which you can use to evaluate future volatility of the organization. Please verify Liontrust GF Asia Income A1 Downside Deviation of 1.28, Mean Deviation of 0.5199 and Risk Adjusted Performance of 0.1598 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, returns on owning Liontrust are expected to decrease at a much smaller rate. During bear market, Liontrust is likely to outperform the market.
2 Months Beta |Analyze Liontrust GF Asia Demand Trend
Check current 30 days Liontrust correlation with market (DOW)
β = -0.0072

Liontrust Central Daily Price Deviation

Liontrust GF Asia Technical Analysis

Transformation
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Liontrust Projected Return Density Against Market

Assuming 30 trading days horizon, Liontrust GF Asia Income A1 has beta of -0.0072 suggesting as returns on benchmark increase, returns on holding Liontrust are expected to decrease at a much smaller rate. During bear market, however, Liontrust GF Asia Income A1 is likely to outperform the market. Moreover, Liontrust GF Asia Income A1 has an alpha of 0.0845 implying that it can potentially generate 0.0845% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.0072
σ
Overall volatility
=0.00
Ir
Information ratio =0.32

Liontrust Return Volatility

Liontrust GF Asia Income A1 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% 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 1.31 and is 9.223372036854776E16 times more volatile than Liontrust GF Asia Income A1. 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 Asia Income A1 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Liontrust GF Asia Income A1 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Liontrust to be traded at €0.0 in 30 days. As returns on market increase, returns on owning Liontrust are expected to decrease at a much smaller rate. During bear market, Liontrust is likely to outperform the market.

Liontrust correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Liontrust GF Asia Income A1 and equity matching DJI index in the same portfolio.

Liontrust Volatility Indicators

Liontrust GF Asia Income A1 Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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